NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 73.47 73.91 0.44 0.6% 70.76
High 74.81 75.18 0.37 0.5% 73.26
Low 72.82 72.36 -0.46 -0.6% 68.61
Close 73.99 74.19 0.20 0.3% 73.07
Range 1.99 2.82 0.83 41.7% 4.65
ATR 1.82 1.89 0.07 3.9% 0.00
Volume 59,398 86,595 27,197 45.8% 262,112
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 82.37 81.10 75.74
R3 79.55 78.28 74.97
R2 76.73 76.73 74.71
R1 75.46 75.46 74.45 76.10
PP 73.91 73.91 73.91 74.23
S1 72.64 72.64 73.93 73.28
S2 71.09 71.09 73.67
S3 68.27 69.82 73.41
S4 65.45 67.00 72.64
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 71.97 3.70 5.0% 2.00 2.7% 60% False False 66,743
10 75.67 68.61 7.06 9.5% 1.87 2.5% 79% False False 58,470
20 75.67 66.67 9.00 12.1% 1.80 2.4% 84% False False 52,333
40 75.67 60.77 14.90 20.1% 1.85 2.5% 90% False False 41,336
60 75.67 60.77 14.90 20.1% 1.88 2.5% 90% False False 35,955
80 75.67 60.77 14.90 20.1% 1.77 2.4% 90% False False 30,458
100 75.67 59.63 16.04 21.6% 1.70 2.3% 91% False False 25,947
120 75.67 57.75 17.92 24.2% 1.63 2.2% 92% False False 22,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 87.17
2.618 82.56
1.618 79.74
1.000 78.00
0.618 76.92
HIGH 75.18
0.618 74.10
0.500 73.77
0.382 73.44
LOW 72.36
0.618 70.62
1.000 69.54
1.618 67.80
2.618 64.98
4.250 60.38
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 74.05 74.13
PP 73.91 74.07
S1 73.77 74.02

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

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