NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 73.24 74.45 1.21 1.7% 70.76
High 74.77 75.67 0.90 1.2% 73.26
Low 73.23 73.31 0.08 0.1% 68.61
Close 74.53 74.33 -0.20 -0.3% 73.07
Range 1.54 2.36 0.82 53.2% 4.65
ATR 1.76 1.80 0.04 2.4% 0.00
Volume 71,925 64,958 -6,967 -9.7% 262,112
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 81.52 80.28 75.63
R3 79.16 77.92 74.98
R2 76.80 76.80 74.76
R1 75.56 75.56 74.55 75.00
PP 74.44 74.44 74.44 74.16
S1 73.20 73.20 74.11 72.64
S2 72.08 72.08 73.90
S3 69.72 70.84 73.68
S4 67.36 68.48 73.03
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 75.67 69.82 5.85 7.9% 1.71 2.3% 77% True False 63,452
10 75.67 68.61 7.06 9.5% 1.74 2.3% 81% True False 54,839
20 75.67 66.35 9.32 12.5% 1.70 2.3% 86% True False 48,085
40 75.67 60.77 14.90 20.0% 1.85 2.5% 91% True False 39,590
60 75.67 60.77 14.90 20.0% 1.91 2.6% 91% True False 34,632
80 75.67 60.77 14.90 20.0% 1.74 2.3% 91% True False 28,874
100 75.67 59.63 16.04 21.6% 1.68 2.3% 92% True False 24,645
120 75.67 56.84 18.83 25.3% 1.61 2.2% 93% True False 21,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 85.70
2.618 81.85
1.618 79.49
1.000 78.03
0.618 77.13
HIGH 75.67
0.618 74.77
0.500 74.49
0.382 74.21
LOW 73.31
0.618 71.85
1.000 70.95
1.618 69.49
2.618 67.13
4.250 63.28
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 74.49 74.16
PP 74.44 73.99
S1 74.38 73.82

These figures are updated between 7pm and 10pm EST after a trading day.

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