NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
69.10 |
69.95 |
0.85 |
1.2% |
68.59 |
| High |
70.28 |
70.55 |
0.27 |
0.4% |
69.35 |
| Low |
68.89 |
69.37 |
0.48 |
0.7% |
67.04 |
| Close |
69.81 |
69.83 |
0.02 |
0.0% |
69.13 |
| Range |
1.39 |
1.18 |
-0.21 |
-15.1% |
2.31 |
| ATR |
1.93 |
1.87 |
-0.05 |
-2.8% |
0.00 |
| Volume |
127,740 |
126,178 |
-1,562 |
-1.2% |
532,297 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.46 |
72.82 |
70.48 |
|
| R3 |
72.28 |
71.64 |
70.15 |
|
| R2 |
71.10 |
71.10 |
70.05 |
|
| R1 |
70.46 |
70.46 |
69.94 |
70.19 |
| PP |
69.92 |
69.92 |
69.92 |
69.78 |
| S1 |
69.28 |
69.28 |
69.72 |
69.01 |
| S2 |
68.74 |
68.74 |
69.61 |
|
| S3 |
67.56 |
68.10 |
69.51 |
|
| S4 |
66.38 |
66.92 |
69.18 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.44 |
74.59 |
70.40 |
|
| R3 |
73.13 |
72.28 |
69.77 |
|
| R2 |
70.82 |
70.82 |
69.55 |
|
| R1 |
69.97 |
69.97 |
69.34 |
70.40 |
| PP |
68.51 |
68.51 |
68.51 |
68.72 |
| S1 |
67.66 |
67.66 |
68.92 |
68.09 |
| S2 |
66.20 |
66.20 |
68.71 |
|
| S3 |
63.89 |
65.35 |
68.49 |
|
| S4 |
61.58 |
63.04 |
67.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.55 |
67.04 |
3.51 |
5.0% |
1.66 |
2.4% |
79% |
True |
False |
134,108 |
| 10 |
70.55 |
66.65 |
3.90 |
5.6% |
1.72 |
2.5% |
82% |
True |
False |
122,218 |
| 20 |
70.55 |
61.11 |
9.44 |
13.5% |
1.91 |
2.7% |
92% |
True |
False |
109,303 |
| 40 |
71.85 |
61.11 |
10.74 |
15.4% |
1.92 |
2.7% |
81% |
False |
False |
96,990 |
| 60 |
72.61 |
61.11 |
11.50 |
16.5% |
1.92 |
2.8% |
76% |
False |
False |
94,739 |
| 80 |
72.61 |
59.83 |
12.78 |
18.3% |
1.78 |
2.6% |
78% |
False |
False |
88,908 |
| 100 |
72.61 |
58.74 |
13.87 |
19.9% |
1.76 |
2.5% |
80% |
False |
False |
83,471 |
| 120 |
72.61 |
55.58 |
17.03 |
24.4% |
1.75 |
2.5% |
84% |
False |
False |
80,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.57 |
|
2.618 |
73.64 |
|
1.618 |
72.46 |
|
1.000 |
71.73 |
|
0.618 |
71.28 |
|
HIGH |
70.55 |
|
0.618 |
70.10 |
|
0.500 |
69.96 |
|
0.382 |
69.82 |
|
LOW |
69.37 |
|
0.618 |
68.64 |
|
1.000 |
68.19 |
|
1.618 |
67.46 |
|
2.618 |
66.28 |
|
4.250 |
64.36 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.96 |
69.51 |
| PP |
69.92 |
69.18 |
| S1 |
69.87 |
68.86 |
|