NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 08-Sep-2021
Day Change Summary
Previous Current
07-Sep-2021 08-Sep-2021 Change Change % Previous Week
Open 69.11 68.37 -0.74 -1.1% 69.30
High 69.48 69.75 0.27 0.4% 70.61
Low 67.64 68.31 0.67 1.0% 67.12
Close 68.35 69.30 0.95 1.4% 69.29
Range 1.84 1.44 -0.40 -21.7% 3.49
ATR 2.08 2.04 -0.05 -2.2% 0.00
Volume 481,704 389,325 -92,379 -19.2% 1,802,547
Daily Pivots for day following 08-Sep-2021
Classic Woodie Camarilla DeMark
R4 73.44 72.81 70.09
R3 72.00 71.37 69.70
R2 70.56 70.56 69.56
R1 69.93 69.93 69.43 70.25
PP 69.12 69.12 69.12 69.28
S1 68.49 68.49 69.17 68.81
S2 67.68 67.68 69.04
S3 66.24 67.05 68.90
S4 64.80 65.61 68.51
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 79.48 77.87 71.21
R3 75.99 74.38 70.25
R2 72.50 72.50 69.93
R1 70.89 70.89 69.61 69.95
PP 69.01 69.01 69.01 68.54
S1 67.40 67.40 68.97 66.46
S2 65.52 65.52 68.65
S3 62.03 63.91 68.33
S4 58.54 60.42 67.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.61 67.12 3.49 5.0% 1.93 2.8% 62% False False 397,385
10 70.61 66.92 3.69 5.3% 1.72 2.5% 64% False False 369,766
20 70.61 61.74 8.87 12.8% 2.03 2.9% 85% False False 333,339
40 73.94 61.74 12.20 17.6% 2.15 3.1% 62% False False 239,823
60 74.77 61.74 13.03 18.8% 2.04 2.9% 58% False False 185,827
80 74.77 60.67 14.10 20.3% 1.92 2.8% 61% False False 149,578
100 74.77 59.55 15.22 22.0% 1.84 2.7% 64% False False 125,056
120 74.77 56.24 18.53 26.7% 1.87 2.7% 70% False False 107,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.87
2.618 73.52
1.618 72.08
1.000 71.19
0.618 70.64
HIGH 69.75
0.618 69.20
0.500 69.03
0.382 68.86
LOW 68.31
0.618 67.42
1.000 66.87
1.618 65.98
2.618 64.54
4.250 62.19
Fisher Pivots for day following 08-Sep-2021
Pivot 1 day 3 day
R1 69.21 69.23
PP 69.12 69.16
S1 69.03 69.09

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

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