NYMEX Light Sweet Crude Oil Future February 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 |
71.83 |
72.56 |
0.73 |
1.0% |
70.27 |
| High |
72.63 |
74.15 |
1.52 |
2.1% |
72.63 |
| Low |
71.40 |
72.56 |
1.16 |
1.6% |
68.13 |
| Close |
72.47 |
73.92 |
1.45 |
2.0% |
72.47 |
| Range |
1.23 |
1.59 |
0.36 |
29.3% |
4.50 |
| ATR |
1.67 |
1.67 |
0.00 |
0.0% |
0.00 |
| Volume |
18,894 |
33,040 |
14,146 |
74.9% |
102,222 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.31 |
77.71 |
74.79 |
|
| R3 |
76.72 |
76.12 |
74.36 |
|
| R2 |
75.13 |
75.13 |
74.21 |
|
| R1 |
74.53 |
74.53 |
74.07 |
74.83 |
| PP |
73.54 |
73.54 |
73.54 |
73.70 |
| S1 |
72.94 |
72.94 |
73.77 |
73.24 |
| S2 |
71.95 |
71.95 |
73.63 |
|
| S3 |
70.36 |
71.35 |
73.48 |
|
| S4 |
68.77 |
69.76 |
73.05 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.58 |
83.02 |
74.95 |
|
| R3 |
80.08 |
78.52 |
73.71 |
|
| R2 |
75.58 |
75.58 |
73.30 |
|
| R1 |
74.02 |
74.02 |
72.88 |
74.80 |
| PP |
71.08 |
71.08 |
71.08 |
71.47 |
| S1 |
69.52 |
69.52 |
72.06 |
70.30 |
| S2 |
66.58 |
66.58 |
71.65 |
|
| S3 |
62.08 |
65.02 |
71.23 |
|
| S4 |
57.58 |
60.52 |
70.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.15 |
68.13 |
6.02 |
8.1% |
1.57 |
2.1% |
96% |
True |
False |
23,280 |
| 10 |
74.15 |
68.13 |
6.02 |
8.1% |
1.54 |
2.1% |
96% |
True |
False |
26,204 |
| 20 |
74.15 |
66.05 |
8.10 |
11.0% |
1.57 |
2.1% |
97% |
True |
False |
26,063 |
| 40 |
74.15 |
60.52 |
13.63 |
18.4% |
1.75 |
2.4% |
98% |
True |
False |
20,348 |
| 60 |
74.15 |
60.52 |
13.63 |
18.4% |
1.78 |
2.4% |
98% |
True |
False |
16,949 |
| 80 |
74.15 |
60.52 |
13.63 |
18.4% |
1.62 |
2.2% |
98% |
True |
False |
14,143 |
| 100 |
74.15 |
59.21 |
14.94 |
20.2% |
1.58 |
2.1% |
98% |
True |
False |
12,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.91 |
|
2.618 |
78.31 |
|
1.618 |
76.72 |
|
1.000 |
75.74 |
|
0.618 |
75.13 |
|
HIGH |
74.15 |
|
0.618 |
73.54 |
|
0.500 |
73.36 |
|
0.382 |
73.17 |
|
LOW |
72.56 |
|
0.618 |
71.58 |
|
1.000 |
70.97 |
|
1.618 |
69.99 |
|
2.618 |
68.40 |
|
4.250 |
65.80 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
73.73 |
73.35 |
| PP |
73.54 |
72.78 |
| S1 |
73.36 |
72.21 |
|