NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
68.37 |
69.36 |
0.99 |
1.4% |
69.30 |
| High |
69.75 |
69.89 |
0.14 |
0.2% |
70.61 |
| Low |
68.31 |
67.56 |
-0.75 |
-1.1% |
67.12 |
| Close |
69.30 |
68.14 |
-1.16 |
-1.7% |
69.29 |
| Range |
1.44 |
2.33 |
0.89 |
61.8% |
3.49 |
| ATR |
2.04 |
2.06 |
0.02 |
1.0% |
0.00 |
| Volume |
389,325 |
556,451 |
167,126 |
42.9% |
1,802,547 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.52 |
74.16 |
69.42 |
|
| R3 |
73.19 |
71.83 |
68.78 |
|
| R2 |
70.86 |
70.86 |
68.57 |
|
| R1 |
69.50 |
69.50 |
68.35 |
69.02 |
| PP |
68.53 |
68.53 |
68.53 |
68.29 |
| S1 |
67.17 |
67.17 |
67.93 |
66.69 |
| S2 |
66.20 |
66.20 |
67.71 |
|
| S3 |
63.87 |
64.84 |
67.50 |
|
| S4 |
61.54 |
62.51 |
66.86 |
|
|
| 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 |
67.56 |
3.05 |
4.5% |
1.97 |
2.9% |
19% |
False |
True |
428,776 |
| 10 |
70.61 |
67.02 |
3.59 |
5.3% |
1.80 |
2.6% |
31% |
False |
False |
390,036 |
| 20 |
70.61 |
61.74 |
8.87 |
13.0% |
2.01 |
2.9% |
72% |
False |
False |
349,971 |
| 40 |
73.52 |
61.74 |
11.78 |
17.3% |
2.13 |
3.1% |
54% |
False |
False |
250,428 |
| 60 |
74.77 |
61.74 |
13.03 |
19.1% |
2.05 |
3.0% |
49% |
False |
False |
194,245 |
| 80 |
74.77 |
60.67 |
14.10 |
20.7% |
1.93 |
2.8% |
53% |
False |
False |
156,227 |
| 100 |
74.77 |
59.55 |
15.22 |
22.3% |
1.86 |
2.7% |
56% |
False |
False |
130,456 |
| 120 |
74.77 |
56.24 |
18.53 |
27.2% |
1.87 |
2.7% |
64% |
False |
False |
112,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.79 |
|
2.618 |
75.99 |
|
1.618 |
73.66 |
|
1.000 |
72.22 |
|
0.618 |
71.33 |
|
HIGH |
69.89 |
|
0.618 |
69.00 |
|
0.500 |
68.73 |
|
0.382 |
68.45 |
|
LOW |
67.56 |
|
0.618 |
66.12 |
|
1.000 |
65.23 |
|
1.618 |
63.79 |
|
2.618 |
61.46 |
|
4.250 |
57.66 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.73 |
68.73 |
| PP |
68.53 |
68.53 |
| S1 |
68.34 |
68.34 |
|