NYMEX Light Sweet Crude Oil Future October 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 |
69.74 |
70.64 |
0.90 |
1.3% |
69.11 |
| High |
70.97 |
71.22 |
0.25 |
0.4% |
69.96 |
| Low |
69.51 |
69.98 |
0.47 |
0.7% |
67.56 |
| Close |
70.45 |
70.46 |
0.01 |
0.0% |
69.72 |
| Range |
1.46 |
1.24 |
-0.22 |
-15.1% |
2.40 |
| ATR |
2.03 |
1.97 |
-0.06 |
-2.8% |
0.00 |
| Volume |
411,079 |
390,939 |
-20,140 |
-4.9% |
1,983,931 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.27 |
73.61 |
71.14 |
|
| R3 |
73.03 |
72.37 |
70.80 |
|
| R2 |
71.79 |
71.79 |
70.69 |
|
| R1 |
71.13 |
71.13 |
70.57 |
70.84 |
| PP |
70.55 |
70.55 |
70.55 |
70.41 |
| S1 |
69.89 |
69.89 |
70.35 |
69.60 |
| S2 |
69.31 |
69.31 |
70.23 |
|
| S3 |
68.07 |
68.65 |
70.12 |
|
| S4 |
66.83 |
67.41 |
69.78 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.28 |
75.40 |
71.04 |
|
| R3 |
73.88 |
73.00 |
70.38 |
|
| R2 |
71.48 |
71.48 |
70.16 |
|
| R1 |
70.60 |
70.60 |
69.94 |
71.04 |
| PP |
69.08 |
69.08 |
69.08 |
69.30 |
| S1 |
68.20 |
68.20 |
69.50 |
68.64 |
| S2 |
66.68 |
66.68 |
69.28 |
|
| S3 |
64.28 |
65.80 |
69.06 |
|
| S4 |
61.88 |
63.40 |
68.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.22 |
67.56 |
3.66 |
5.2% |
1.75 |
2.5% |
79% |
True |
False |
460,849 |
| 10 |
71.22 |
67.12 |
4.10 |
5.8% |
1.81 |
2.6% |
81% |
True |
False |
422,769 |
| 20 |
71.22 |
61.74 |
9.48 |
13.5% |
2.00 |
2.8% |
92% |
True |
False |
391,225 |
| 40 |
73.52 |
61.74 |
11.78 |
16.7% |
2.03 |
2.9% |
74% |
False |
False |
275,753 |
| 60 |
74.77 |
61.74 |
13.03 |
18.5% |
2.04 |
2.9% |
67% |
False |
False |
214,151 |
| 80 |
74.77 |
60.67 |
14.10 |
20.0% |
1.90 |
2.7% |
69% |
False |
False |
171,990 |
| 100 |
74.77 |
59.55 |
15.22 |
21.6% |
1.86 |
2.6% |
72% |
False |
False |
143,301 |
| 120 |
74.77 |
56.33 |
18.44 |
26.2% |
1.84 |
2.6% |
77% |
False |
False |
123,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.49 |
|
2.618 |
74.47 |
|
1.618 |
73.23 |
|
1.000 |
72.46 |
|
0.618 |
71.99 |
|
HIGH |
71.22 |
|
0.618 |
70.75 |
|
0.500 |
70.60 |
|
0.382 |
70.45 |
|
LOW |
69.98 |
|
0.618 |
69.21 |
|
1.000 |
68.74 |
|
1.618 |
67.97 |
|
2.618 |
66.73 |
|
4.250 |
64.71 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.60 |
70.12 |
| PP |
70.55 |
69.79 |
| S1 |
70.51 |
69.45 |
|