NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 72.27 72.69 0.42 0.6% 69.61
High 73.54 73.95 0.41 0.6% 72.00
Low 71.69 71.31 -0.38 -0.5% 67.60
Close 72.84 72.99 0.15 0.2% 71.85
Range 1.85 2.64 0.79 42.7% 4.40
ATR 1.67 1.74 0.07 4.1% 0.00
Volume 27,233 33,004 5,771 21.2% 146,700
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 80.67 79.47 74.44
R3 78.03 76.83 73.72
R2 75.39 75.39 73.47
R1 74.19 74.19 73.23 74.79
PP 72.75 72.75 72.75 73.05
S1 71.55 71.55 72.75 72.15
S2 70.11 70.11 72.51
S3 67.47 68.91 72.26
S4 64.83 66.27 71.54
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 70.84 3.57 4.9% 1.86 2.5% 60% False False 31,206
10 74.41 67.60 6.81 9.3% 1.72 2.4% 79% False False 30,945
20 74.41 65.97 8.44 11.6% 1.63 2.2% 83% False False 32,124
40 74.41 60.21 14.20 19.5% 1.67 2.3% 90% False False 26,776
60 74.41 60.21 14.20 19.5% 1.70 2.3% 90% False False 22,937
80 74.41 60.21 14.20 19.5% 1.61 2.2% 90% False False 20,421
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 0.45
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 85.17
2.618 80.86
1.618 78.22
1.000 76.59
0.618 75.58
HIGH 73.95
0.618 72.94
0.500 72.63
0.382 72.32
LOW 71.31
0.618 69.68
1.000 68.67
1.618 67.04
2.618 64.40
4.250 60.09
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 72.87 72.95
PP 72.75 72.90
S1 72.63 72.86

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

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