NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 03-Sep-2021
Day Change Summary
Previous Current
02-Sep-2021 03-Sep-2021 Change Change % Previous Week
Open 60.95 60.73 -0.22 -0.4% 59.99
High 61.01 61.01 0.00 0.0% 61.01
Low 59.79 60.73 0.94 1.6% 59.19
Close 60.95 60.73 -0.22 -0.4% 60.73
Range 1.22 0.28 -0.94 -77.0% 1.82
ATR 0.96 0.91 -0.05 -5.1% 0.00
Volume 155 242 87 56.1% 875
Daily Pivots for day following 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 61.66 61.48 60.88
R3 61.38 61.20 60.81
R2 61.10 61.10 60.78
R1 60.92 60.92 60.76 60.87
PP 60.82 60.82 60.82 60.80
S1 60.64 60.64 60.70 60.59
S2 60.54 60.54 60.68
S3 60.26 60.36 60.65
S4 59.98 60.08 60.58
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 65.77 65.07 61.73
R3 63.95 63.25 61.23
R2 62.13 62.13 61.06
R1 61.43 61.43 60.90 61.78
PP 60.31 60.31 60.31 60.49
S1 59.61 59.61 60.56 59.96
S2 58.49 58.49 60.40
S3 56.67 57.79 60.23
S4 54.85 55.97 59.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.01 59.19 1.82 3.0% 0.53 0.9% 85% True False 175
10 61.01 58.03 2.98 4.9% 0.33 0.5% 91% True False 99
20 61.01 55.62 5.39 8.9% 0.42 0.7% 95% True False 102
40 61.26 55.62 5.64 9.3% 0.48 0.8% 91% False False 244
60 61.26 55.62 5.64 9.3% 0.44 0.7% 91% False False 202
80 61.26 54.73 6.53 10.8% 0.35 0.6% 92% False False 232
100 61.26 53.45 7.81 12.9% 0.29 0.5% 93% False False 205
120 61.26 51.13 10.13 16.7% 0.25 0.4% 95% False False 174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.20
2.618 61.74
1.618 61.46
1.000 61.29
0.618 61.18
HIGH 61.01
0.618 60.90
0.500 60.87
0.382 60.84
LOW 60.73
0.618 60.56
1.000 60.45
1.618 60.28
2.618 60.00
4.250 59.54
Fisher Pivots for day following 03-Sep-2021
Pivot 1 day 3 day
R1 60.87 60.52
PP 60.82 60.31
S1 60.78 60.10

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

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