NYMEX Light Sweet Crude Oil Future March 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 68.68 68.73 0.05 0.1% 67.22
High 69.17 70.74 1.57 2.3% 68.09
Low 68.07 68.69 0.62 0.9% 65.97
Close 68.49 70.14 1.65 2.4% 67.95
Range 1.10 2.05 0.95 86.4% 2.12
ATR 1.64 1.68 0.04 2.7% 0.00
Volume 27,659 50,768 23,109 83.5% 128,937
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 76.01 75.12 71.27
R3 73.96 73.07 70.70
R2 71.91 71.91 70.52
R1 71.02 71.02 70.33 71.47
PP 69.86 69.86 69.86 70.08
S1 68.97 68.97 69.95 69.42
S2 67.81 67.81 69.76
S3 65.76 66.92 69.58
S4 63.71 64.87 69.01
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 73.70 72.94 69.12
R3 71.58 70.82 68.53
R2 69.46 69.46 68.34
R1 68.70 68.70 68.14 69.08
PP 67.34 67.34 67.34 67.53
S1 66.58 66.58 67.76 66.96
S2 65.22 65.22 67.56
S3 63.10 64.46 67.37
S4 60.98 62.34 66.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.74 65.97 4.77 6.8% 1.60 2.3% 87% True False 34,798
10 70.74 65.70 5.04 7.2% 1.60 2.3% 88% True False 33,803
20 70.74 60.21 10.53 15.0% 1.70 2.4% 94% True False 28,218
40 70.74 60.21 10.53 15.0% 1.65 2.3% 94% True False 22,633
60 70.74 60.21 10.53 15.0% 1.67 2.4% 94% True False 19,418
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 0.31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 79.45
2.618 76.11
1.618 74.06
1.000 72.79
0.618 72.01
HIGH 70.74
0.618 69.96
0.500 69.72
0.382 69.47
LOW 68.69
0.618 67.42
1.000 66.64
1.618 65.37
2.618 63.32
4.250 59.98
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 70.00 69.87
PP 69.86 69.59
S1 69.72 69.32

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

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