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 |
|
|
|
| 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 |
|