NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 72.24 73.17 0.93 1.3% 69.61
High 73.54 74.41 0.87 1.2% 72.00
Low 72.19 72.12 -0.07 -0.1% 67.60
Close 73.32 73.09 -0.23 -0.3% 71.85
Range 1.35 2.29 0.94 69.6% 4.40
ATR 1.61 1.66 0.05 3.0% 0.00
Volume 44,192 27,348 -16,844 -38.1% 146,700
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 80.08 78.87 74.35
R3 77.79 76.58 73.72
R2 75.50 75.50 73.51
R1 74.29 74.29 73.30 73.75
PP 73.21 73.21 73.21 72.94
S1 72.00 72.00 72.88 71.46
S2 70.92 70.92 72.67
S3 68.63 69.71 72.46
S4 66.34 67.42 71.83
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 74.41 68.81 5.60 7.7% 1.57 2.1% 76% True False 33,906
10 74.41 67.60 6.81 9.3% 1.59 2.2% 81% True False 33,483
20 74.41 65.70 8.71 11.9% 1.54 2.1% 85% True False 32,253
40 74.41 60.21 14.20 19.4% 1.67 2.3% 91% True False 26,551
60 74.41 60.21 14.20 19.4% 1.73 2.4% 91% True False 22,545
80 74.41 60.21 14.20 19.4% 1.58 2.2% 91% True False 19,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 84.14
2.618 80.41
1.618 78.12
1.000 76.70
0.618 75.83
HIGH 74.41
0.618 73.54
0.500 73.27
0.382 72.99
LOW 72.12
0.618 70.70
1.000 69.83
1.618 68.41
2.618 66.12
4.250 62.39
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 73.27 72.94
PP 73.21 72.78
S1 73.15 72.63

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

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