NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 70.64 70.76 0.12 0.2% 69.11
High 71.22 73.14 1.92 2.7% 69.96
Low 69.98 70.65 0.67 1.0% 67.56
Close 70.46 72.61 2.15 3.1% 69.72
Range 1.24 2.49 1.25 100.8% 2.40
ATR 1.97 2.02 0.05 2.6% 0.00
Volume 390,939 414,231 23,292 6.0% 1,983,931
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 79.60 78.60 73.98
R3 77.11 76.11 73.29
R2 74.62 74.62 73.07
R1 73.62 73.62 72.84 74.12
PP 72.13 72.13 72.13 72.39
S1 71.13 71.13 72.38 71.63
S2 69.64 69.64 72.15
S3 67.15 68.64 71.93
S4 64.66 66.15 71.24
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 73.14 67.56 5.58 7.7% 1.96 2.7% 91% True False 465,830
10 73.14 67.12 6.02 8.3% 1.95 2.7% 91% True False 431,607
20 73.14 61.74 11.40 15.7% 2.06 2.8% 95% True False 400,316
40 73.52 61.74 11.78 16.2% 2.03 2.8% 92% False False 282,371
60 74.77 61.74 13.03 17.9% 2.05 2.8% 83% False False 219,022
80 74.77 61.74 13.03 17.9% 1.90 2.6% 83% False False 176,684
100 74.77 59.55 15.22 21.0% 1.87 2.6% 86% False False 147,234
120 74.77 56.80 17.97 24.7% 1.84 2.5% 88% False False 126,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.72
2.618 79.66
1.618 77.17
1.000 75.63
0.618 74.68
HIGH 73.14
0.618 72.19
0.500 71.90
0.382 71.60
LOW 70.65
0.618 69.11
1.000 68.16
1.618 66.62
2.618 64.13
4.250 60.07
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 72.37 72.18
PP 72.13 71.75
S1 71.90 71.33

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

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