NYMEX Light Sweet Crude Oil Future February 2022
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
70.72 |
70.27 |
-0.45 |
-0.6% |
68.15 |
| High |
70.82 |
70.27 |
-0.55 |
-0.8% |
71.28 |
| Low |
69.60 |
68.29 |
-1.31 |
-1.9% |
68.15 |
| Close |
70.22 |
68.65 |
-1.57 |
-2.2% |
70.22 |
| Range |
1.22 |
1.98 |
0.76 |
62.3% |
3.13 |
| ATR |
1.67 |
1.69 |
0.02 |
1.3% |
0.00 |
| Volume |
28,227 |
18,859 |
-9,368 |
-33.2% |
152,157 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.01 |
73.81 |
69.74 |
|
| R3 |
73.03 |
71.83 |
69.19 |
|
| R2 |
71.05 |
71.05 |
69.01 |
|
| R1 |
69.85 |
69.85 |
68.83 |
69.46 |
| PP |
69.07 |
69.07 |
69.07 |
68.88 |
| S1 |
67.87 |
67.87 |
68.47 |
67.48 |
| S2 |
67.09 |
67.09 |
68.29 |
|
| S3 |
65.11 |
65.89 |
68.11 |
|
| S4 |
63.13 |
63.91 |
67.56 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.27 |
77.88 |
71.94 |
|
| R3 |
76.14 |
74.75 |
71.08 |
|
| R2 |
73.01 |
73.01 |
70.79 |
|
| R1 |
71.62 |
71.62 |
70.51 |
72.32 |
| PP |
69.88 |
69.88 |
69.88 |
70.23 |
| S1 |
68.49 |
68.49 |
69.93 |
69.19 |
| S2 |
66.75 |
66.75 |
69.65 |
|
| S3 |
63.62 |
65.36 |
69.36 |
|
| S4 |
60.49 |
62.23 |
68.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.28 |
68.29 |
2.99 |
4.4% |
1.51 |
2.2% |
12% |
False |
True |
29,128 |
| 10 |
71.28 |
66.33 |
4.95 |
7.2% |
1.58 |
2.3% |
47% |
False |
False |
28,442 |
| 20 |
71.28 |
60.68 |
10.60 |
15.4% |
1.65 |
2.4% |
75% |
False |
False |
24,929 |
| 40 |
71.28 |
60.52 |
10.76 |
15.7% |
1.70 |
2.5% |
76% |
False |
False |
18,567 |
| 60 |
71.28 |
60.52 |
10.76 |
15.7% |
1.75 |
2.6% |
76% |
False |
False |
15,540 |
| 80 |
71.28 |
60.52 |
10.76 |
15.7% |
1.59 |
2.3% |
76% |
False |
False |
12,975 |
| 100 |
71.28 |
59.21 |
12.07 |
17.6% |
1.56 |
2.3% |
78% |
False |
False |
11,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.69 |
|
2.618 |
75.45 |
|
1.618 |
73.47 |
|
1.000 |
72.25 |
|
0.618 |
71.49 |
|
HIGH |
70.27 |
|
0.618 |
69.51 |
|
0.500 |
69.28 |
|
0.382 |
69.05 |
|
LOW |
68.29 |
|
0.618 |
67.07 |
|
1.000 |
66.31 |
|
1.618 |
65.09 |
|
2.618 |
63.11 |
|
4.250 |
59.88 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.28 |
69.62 |
| PP |
69.07 |
69.30 |
| S1 |
68.86 |
68.97 |
|