NYMEX Light Sweet Crude Oil Future March 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 71.13 72.24 1.11 1.6% 69.61
High 72.00 73.54 1.54 2.1% 72.00
Low 70.84 72.19 1.35 1.9% 67.60
Close 71.85 73.32 1.47 2.0% 71.85
Range 1.16 1.35 0.19 16.4% 4.40
ATR 1.61 1.61 0.01 0.4% 0.00
Volume 24,256 44,192 19,936 82.2% 146,700
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 77.07 76.54 74.06
R3 75.72 75.19 73.69
R2 74.37 74.37 73.57
R1 73.84 73.84 73.44 74.11
PP 73.02 73.02 73.02 73.15
S1 72.49 72.49 73.20 72.76
S2 71.67 71.67 73.07
S3 70.32 71.14 72.95
S4 68.97 69.79 72.58
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 83.68 82.17 74.27
R3 79.28 77.77 73.06
R2 74.88 74.88 72.66
R1 73.37 73.37 72.25 74.13
PP 70.48 70.48 70.48 70.86
S1 68.97 68.97 71.45 69.73
S2 66.08 66.08 71.04
S3 61.68 64.57 70.64
S4 57.28 60.17 69.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.54 67.60 5.94 8.1% 1.46 2.0% 96% True False 32,775
10 73.54 67.60 5.94 8.1% 1.47 2.0% 96% True False 33,514
20 73.54 65.70 7.84 10.7% 1.50 2.0% 97% True False 31,820
40 73.54 60.21 13.33 18.2% 1.67 2.3% 98% True False 26,239
60 73.54 60.21 13.33 18.2% 1.71 2.3% 98% True False 22,321
80 73.54 60.21 13.33 18.2% 1.56 2.1% 98% True False 19,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.28
2.618 77.07
1.618 75.72
1.000 74.89
0.618 74.37
HIGH 73.54
0.618 73.02
0.500 72.87
0.382 72.71
LOW 72.19
0.618 71.36
1.000 70.84
1.618 70.01
2.618 68.66
4.250 66.45
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 73.17 72.76
PP 73.02 72.20
S1 72.87 71.65

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

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