NYMEX Light Sweet Crude Oil Future February 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 69.13 69.19 0.06 0.1% 67.97
High 69.62 71.28 1.66 2.4% 68.48
Low 68.49 69.19 0.70 1.0% 66.33
Close 68.93 70.69 1.76 2.6% 68.33
Range 1.13 2.09 0.96 85.0% 2.15
ATR 1.70 1.75 0.05 2.7% 0.00
Volume 26,429 44,297 17,868 67.6% 113,406
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 76.66 75.76 71.84
R3 74.57 73.67 71.26
R2 72.48 72.48 71.07
R1 71.58 71.58 70.88 72.03
PP 70.39 70.39 70.39 70.61
S1 69.49 69.49 70.50 69.94
S2 68.30 68.30 70.31
S3 66.21 67.40 70.12
S4 64.12 65.31 69.54
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 74.16 73.40 69.51
R3 72.01 71.25 68.92
R2 69.86 69.86 68.72
R1 69.10 69.10 68.53 69.48
PP 67.71 67.71 67.71 67.91
S1 66.95 66.95 68.13 67.33
S2 65.56 65.56 67.94
S3 63.41 64.80 67.74
S4 61.26 62.65 67.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.28 66.33 4.95 7.0% 1.72 2.4% 88% True False 31,167
10 71.28 66.05 5.23 7.4% 1.69 2.4% 89% True False 30,038
20 71.28 60.52 10.76 15.2% 1.77 2.5% 95% True False 23,873
40 71.28 60.52 10.76 15.2% 1.73 2.4% 95% True False 17,740
60 71.28 60.52 10.76 15.2% 1.72 2.4% 95% True False 14,574
80 71.28 60.52 10.76 15.2% 1.58 2.2% 95% True False 12,252
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 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 80.16
2.618 76.75
1.618 74.66
1.000 73.37
0.618 72.57
HIGH 71.28
0.618 70.48
0.500 70.24
0.382 69.99
LOW 69.19
0.618 67.90
1.000 67.10
1.618 65.81
2.618 63.72
4.250 60.31
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 70.54 70.37
PP 70.39 70.04
S1 70.24 69.72

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

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