NYMEX Light Sweet Crude Oil Future September 2023


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 63.67 63.45 -0.22 -0.3% 60.25
High 63.91 63.91 0.00 0.0% 62.39
Low 62.79 62.79 0.00 0.0% 60.09
Close 63.67 63.45 -0.22 -0.3% 62.39
Range 1.12 1.12 0.00 0.0% 2.30
ATR 0.81 0.83 0.02 2.7% 0.00
Volume 335 424 89 26.6% 1,365
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 66.74 66.22 64.07
R3 65.62 65.10 63.76
R2 64.50 64.50 63.66
R1 63.98 63.98 63.55 64.01
PP 63.38 63.38 63.38 63.40
S1 62.86 62.86 63.35 62.89
S2 62.26 62.26 63.24
S3 61.14 61.74 63.14
S4 60.02 60.62 62.83
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 68.52 67.76 63.66
R3 66.22 65.46 63.02
R2 63.92 63.92 62.81
R1 63.16 63.16 62.60 63.54
PP 61.62 61.62 61.62 61.82
S1 60.86 60.86 62.18 61.24
S2 59.32 59.32 61.97
S3 57.02 58.56 61.76
S4 54.72 56.26 61.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.14 62.39 1.75 2.8% 0.62 1.0% 61% False False 339
10 64.14 60.09 4.05 6.4% 0.43 0.7% 83% False False 275
20 64.14 59.79 4.35 6.9% 0.47 0.7% 84% False False 246
40 64.14 55.62 8.52 13.4% 0.43 0.7% 92% False False 167
60 64.14 55.62 8.52 13.4% 0.46 0.7% 92% False False 246
80 64.14 55.62 8.52 13.4% 0.43 0.7% 92% False False 214
100 64.14 54.73 9.41 14.8% 0.36 0.6% 93% False False 234
120 64.14 53.45 10.69 16.8% 0.31 0.5% 94% False False 209
Crabel Price Patterns
NR False
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 0.11
Fibonacci Retracements and Extensions
4.250 68.67
2.618 66.84
1.618 65.72
1.000 65.03
0.618 64.60
HIGH 63.91
0.618 63.48
0.500 63.35
0.382 63.22
LOW 62.79
0.618 62.10
1.000 61.67
1.618 60.98
2.618 59.86
4.250 58.03
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 63.42 63.47
PP 63.38 63.46
S1 63.35 63.46

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

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