NYMEX Light Sweet Crude Oil Future January 2022
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
72.36 |
73.24 |
0.88 |
1.2% |
70.76 |
| High |
73.26 |
74.77 |
1.51 |
2.1% |
73.26 |
| Low |
71.97 |
73.23 |
1.26 |
1.8% |
68.61 |
| Close |
73.07 |
74.53 |
1.46 |
2.0% |
73.07 |
| Range |
1.29 |
1.54 |
0.25 |
19.4% |
4.65 |
| ATR |
1.76 |
1.76 |
0.00 |
-0.3% |
0.00 |
| Volume |
50,842 |
71,925 |
21,083 |
41.5% |
262,112 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.80 |
78.20 |
75.38 |
|
| R3 |
77.26 |
76.66 |
74.95 |
|
| R2 |
75.72 |
75.72 |
74.81 |
|
| R1 |
75.12 |
75.12 |
74.67 |
75.42 |
| PP |
74.18 |
74.18 |
74.18 |
74.33 |
| S1 |
73.58 |
73.58 |
74.39 |
73.88 |
| S2 |
72.64 |
72.64 |
74.25 |
|
| S3 |
71.10 |
72.04 |
74.11 |
|
| S4 |
69.56 |
70.50 |
73.68 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.60 |
83.98 |
75.63 |
|
| R3 |
80.95 |
79.33 |
74.35 |
|
| R2 |
76.30 |
76.30 |
73.92 |
|
| R1 |
74.68 |
74.68 |
73.50 |
75.49 |
| PP |
71.65 |
71.65 |
71.65 |
72.05 |
| S1 |
70.03 |
70.03 |
72.64 |
70.84 |
| S2 |
67.00 |
67.00 |
72.22 |
|
| S3 |
62.35 |
65.38 |
71.79 |
|
| S4 |
57.70 |
60.73 |
70.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.77 |
68.61 |
6.16 |
8.3% |
1.62 |
2.2% |
96% |
True |
False |
58,975 |
| 10 |
74.77 |
68.61 |
6.16 |
8.3% |
1.62 |
2.2% |
96% |
True |
False |
52,903 |
| 20 |
74.77 |
66.35 |
8.42 |
11.3% |
1.67 |
2.2% |
97% |
True |
False |
46,237 |
| 40 |
74.77 |
60.77 |
14.00 |
18.8% |
1.86 |
2.5% |
98% |
True |
False |
38,470 |
| 60 |
74.77 |
60.77 |
14.00 |
18.8% |
1.89 |
2.5% |
98% |
True |
False |
33,840 |
| 80 |
74.77 |
60.77 |
14.00 |
18.8% |
1.72 |
2.3% |
98% |
True |
False |
28,130 |
| 100 |
74.77 |
59.63 |
15.14 |
20.3% |
1.67 |
2.2% |
98% |
True |
False |
24,055 |
| 120 |
74.77 |
56.74 |
18.03 |
24.2% |
1.59 |
2.1% |
99% |
True |
False |
21,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.32 |
|
2.618 |
78.80 |
|
1.618 |
77.26 |
|
1.000 |
76.31 |
|
0.618 |
75.72 |
|
HIGH |
74.77 |
|
0.618 |
74.18 |
|
0.500 |
74.00 |
|
0.382 |
73.82 |
|
LOW |
73.23 |
|
0.618 |
72.28 |
|
1.000 |
71.69 |
|
1.618 |
70.74 |
|
2.618 |
69.20 |
|
4.250 |
66.69 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
74.35 |
73.95 |
| PP |
74.18 |
73.37 |
| S1 |
74.00 |
72.79 |
|