NYMEX Light Sweet Crude Oil Future January 2022
Trading Metrics calculated at close of trading on 15-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
69.47 |
69.67 |
0.20 |
0.3% |
68.37 |
High |
70.09 |
71.84 |
1.75 |
2.5% |
68.92 |
Low |
68.93 |
69.58 |
0.65 |
0.9% |
66.67 |
Close |
69.38 |
71.26 |
1.88 |
2.7% |
68.72 |
Range |
1.16 |
2.26 |
1.10 |
94.8% |
2.25 |
ATR |
1.81 |
1.85 |
0.05 |
2.6% |
0.00 |
Volume |
45,601 |
69,285 |
23,684 |
51.9% |
189,916 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.67 |
76.73 |
72.50 |
|
R3 |
75.41 |
74.47 |
71.88 |
|
R2 |
73.15 |
73.15 |
71.67 |
|
R1 |
72.21 |
72.21 |
71.47 |
72.68 |
PP |
70.89 |
70.89 |
70.89 |
71.13 |
S1 |
69.95 |
69.95 |
71.05 |
70.42 |
S2 |
68.63 |
68.63 |
70.85 |
|
S3 |
66.37 |
67.69 |
70.64 |
|
S4 |
64.11 |
65.43 |
70.02 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.85 |
74.04 |
69.96 |
|
R3 |
72.60 |
71.79 |
69.34 |
|
R2 |
70.35 |
70.35 |
69.13 |
|
R1 |
69.54 |
69.54 |
68.93 |
69.95 |
PP |
68.10 |
68.10 |
68.10 |
68.31 |
S1 |
67.29 |
67.29 |
68.51 |
67.70 |
S2 |
65.85 |
65.85 |
68.31 |
|
S3 |
63.60 |
65.04 |
68.10 |
|
S4 |
61.35 |
62.79 |
67.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.84 |
66.67 |
5.17 |
7.3% |
1.80 |
2.5% |
89% |
True |
False |
50,617 |
10 |
71.84 |
66.35 |
5.49 |
7.7% |
1.79 |
2.5% |
89% |
True |
False |
45,946 |
20 |
71.84 |
60.77 |
11.07 |
15.5% |
1.90 |
2.7% |
95% |
True |
False |
38,093 |
40 |
71.84 |
60.77 |
11.07 |
15.5% |
1.84 |
2.6% |
95% |
True |
False |
32,948 |
60 |
71.84 |
60.77 |
11.07 |
15.5% |
1.84 |
2.6% |
95% |
True |
False |
28,627 |
80 |
71.84 |
60.77 |
11.07 |
15.5% |
1.68 |
2.4% |
95% |
True |
False |
23,876 |
100 |
71.84 |
58.56 |
13.28 |
18.6% |
1.65 |
2.3% |
96% |
True |
False |
20,342 |
120 |
71.84 |
55.89 |
15.95 |
22.4% |
1.62 |
2.3% |
96% |
True |
False |
18,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.45 |
2.618 |
77.76 |
1.618 |
75.50 |
1.000 |
74.10 |
0.618 |
73.24 |
HIGH |
71.84 |
0.618 |
70.98 |
0.500 |
70.71 |
0.382 |
70.44 |
LOW |
69.58 |
0.618 |
68.18 |
1.000 |
67.32 |
1.618 |
65.92 |
2.618 |
63.66 |
4.250 |
59.98 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
71.08 |
70.90 |
PP |
70.89 |
70.53 |
S1 |
70.71 |
70.17 |
|