NYMEX Light Sweet Crude Oil Future January 2022
Trading Metrics calculated at close of trading on 23-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
70.03 |
71.07 |
1.04 |
1.5% |
68.56 |
High |
71.47 |
72.54 |
1.07 |
1.5% |
71.84 |
Low |
69.82 |
70.81 |
0.99 |
1.4% |
68.50 |
Close |
71.40 |
72.42 |
1.02 |
1.4% |
70.81 |
Range |
1.65 |
1.73 |
0.08 |
4.8% |
3.34 |
ATR |
1.81 |
1.80 |
-0.01 |
-0.3% |
0.00 |
Volume |
50,992 |
78,545 |
27,553 |
54.0% |
245,847 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.11 |
76.50 |
73.37 |
|
R3 |
75.38 |
74.77 |
72.90 |
|
R2 |
73.65 |
73.65 |
72.74 |
|
R1 |
73.04 |
73.04 |
72.58 |
73.35 |
PP |
71.92 |
71.92 |
71.92 |
72.08 |
S1 |
71.31 |
71.31 |
72.26 |
71.62 |
S2 |
70.19 |
70.19 |
72.10 |
|
S3 |
68.46 |
69.58 |
71.94 |
|
S4 |
66.73 |
67.85 |
71.47 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.40 |
78.95 |
72.65 |
|
R3 |
77.06 |
75.61 |
71.73 |
|
R2 |
73.72 |
73.72 |
71.42 |
|
R1 |
72.27 |
72.27 |
71.12 |
73.00 |
PP |
70.38 |
70.38 |
70.38 |
70.75 |
S1 |
68.93 |
68.93 |
70.50 |
69.66 |
S2 |
67.04 |
67.04 |
70.20 |
|
S3 |
63.70 |
65.59 |
69.89 |
|
S4 |
60.36 |
62.25 |
68.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.54 |
68.61 |
3.93 |
5.4% |
1.74 |
2.4% |
97% |
True |
False |
50,197 |
10 |
72.54 |
66.80 |
5.74 |
7.9% |
1.69 |
2.3% |
98% |
True |
False |
49,311 |
20 |
72.54 |
65.91 |
6.63 |
9.2% |
1.66 |
2.3% |
98% |
True |
False |
42,459 |
40 |
72.54 |
60.77 |
11.77 |
16.3% |
1.85 |
2.6% |
99% |
True |
False |
36,307 |
60 |
72.54 |
60.77 |
11.77 |
16.3% |
1.89 |
2.6% |
99% |
True |
False |
32,403 |
80 |
72.54 |
60.77 |
11.77 |
16.3% |
1.71 |
2.4% |
99% |
True |
False |
26,823 |
100 |
72.54 |
59.63 |
12.91 |
17.8% |
1.67 |
2.3% |
99% |
True |
False |
22,960 |
120 |
72.54 |
56.61 |
15.93 |
22.0% |
1.60 |
2.2% |
99% |
True |
False |
20,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.89 |
2.618 |
77.07 |
1.618 |
75.34 |
1.000 |
74.27 |
0.618 |
73.61 |
HIGH |
72.54 |
0.618 |
71.88 |
0.500 |
71.68 |
0.382 |
71.47 |
LOW |
70.81 |
0.618 |
69.74 |
1.000 |
69.08 |
1.618 |
68.01 |
2.618 |
66.28 |
4.250 |
63.46 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
72.17 |
71.81 |
PP |
71.92 |
71.19 |
S1 |
71.68 |
70.58 |
|