NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 27-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
68.11 |
67.27 |
-0.84 |
-1.2% |
67.24 |
High |
68.11 |
67.27 |
-0.84 |
-1.2% |
68.27 |
Low |
68.11 |
67.12 |
-0.99 |
-1.5% |
66.69 |
Close |
68.11 |
67.27 |
-0.84 |
-1.2% |
67.20 |
Range |
0.00 |
0.15 |
0.15 |
|
1.58 |
ATR |
0.73 |
0.75 |
0.02 |
2.5% |
0.00 |
Volume |
820 |
316 |
-504 |
-61.5% |
1,808 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.67 |
67.62 |
67.35 |
|
R3 |
67.52 |
67.47 |
67.31 |
|
R2 |
67.37 |
67.37 |
67.30 |
|
R1 |
67.32 |
67.32 |
67.28 |
67.35 |
PP |
67.22 |
67.22 |
67.22 |
67.23 |
S1 |
67.17 |
67.17 |
67.26 |
67.20 |
S2 |
67.07 |
67.07 |
67.24 |
|
S3 |
66.92 |
67.02 |
67.23 |
|
S4 |
66.77 |
66.87 |
67.19 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.13 |
71.24 |
68.07 |
|
R3 |
70.55 |
69.66 |
67.63 |
|
R2 |
68.97 |
68.97 |
67.49 |
|
R1 |
68.08 |
68.08 |
67.34 |
67.74 |
PP |
67.39 |
67.39 |
67.39 |
67.21 |
S1 |
66.50 |
66.50 |
67.06 |
66.16 |
S2 |
65.81 |
65.81 |
66.91 |
|
S3 |
64.23 |
64.92 |
66.77 |
|
S4 |
62.65 |
63.34 |
66.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.11 |
66.69 |
1.42 |
2.1% |
0.23 |
0.3% |
41% |
False |
False |
456 |
10 |
68.27 |
66.69 |
1.58 |
2.3% |
0.42 |
0.6% |
37% |
False |
False |
391 |
20 |
68.27 |
62.79 |
5.48 |
8.1% |
0.32 |
0.5% |
82% |
False |
False |
552 |
40 |
68.27 |
59.19 |
9.08 |
13.5% |
0.39 |
0.6% |
89% |
False |
False |
388 |
60 |
68.27 |
55.62 |
12.65 |
18.8% |
0.39 |
0.6% |
92% |
False |
False |
289 |
80 |
68.27 |
55.62 |
12.65 |
18.8% |
0.44 |
0.6% |
92% |
False |
False |
319 |
100 |
68.27 |
55.62 |
12.65 |
18.8% |
0.40 |
0.6% |
92% |
False |
False |
279 |
120 |
68.27 |
54.73 |
13.54 |
20.1% |
0.35 |
0.5% |
93% |
False |
False |
285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.91 |
2.618 |
67.66 |
1.618 |
67.51 |
1.000 |
67.42 |
0.618 |
67.36 |
HIGH |
67.27 |
0.618 |
67.21 |
0.500 |
67.20 |
0.382 |
67.18 |
LOW |
67.12 |
0.618 |
67.03 |
1.000 |
66.97 |
1.618 |
66.88 |
2.618 |
66.73 |
4.250 |
66.48 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
67.25 |
67.62 |
PP |
67.22 |
67.50 |
S1 |
67.20 |
67.39 |
|