NYMEX Light Sweet Crude Oil Future June 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 70.62 71.00 0.38 0.5% 67.89
High 71.75 72.07 0.32 0.4% 70.14
Low 69.87 69.64 -0.23 -0.3% 66.07
Close 71.11 71.15 0.04 0.1% 70.02
Range 1.88 2.43 0.55 29.3% 4.07
ATR 1.60 1.66 0.06 3.7% 0.00
Volume 24,364 37,969 13,605 55.8% 151,176
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 78.24 77.13 72.49
R3 75.81 74.70 71.82
R2 73.38 73.38 71.60
R1 72.27 72.27 71.37 72.83
PP 70.95 70.95 70.95 71.23
S1 69.84 69.84 70.93 70.40
S2 68.52 68.52 70.70
S3 66.09 67.41 70.48
S4 63.66 64.98 69.81
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 80.95 79.56 72.26
R3 76.88 75.49 71.14
R2 72.81 72.81 70.77
R1 71.42 71.42 70.39 72.12
PP 68.74 68.74 68.74 69.09
S1 67.35 67.35 69.65 68.05
S2 64.67 64.67 69.27
S3 60.60 63.28 68.90
S4 56.53 59.21 67.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.50 69.09 3.41 4.8% 1.80 2.5% 60% False False 32,810
10 72.50 66.07 6.43 9.0% 1.63 2.3% 79% False False 31,163
20 72.50 64.79 7.71 10.8% 1.56 2.2% 82% False False 33,157
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 0.47
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 82.40
2.618 78.43
1.618 76.00
1.000 74.50
0.618 73.57
HIGH 72.07
0.618 71.14
0.500 70.86
0.382 70.57
LOW 69.64
0.618 68.14
1.000 67.21
1.618 65.71
2.618 63.28
4.250 59.31
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 71.05 71.12
PP 70.95 71.10
S1 70.86 71.07

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

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