NYMEX Light Sweet Crude Oil Future October 2021

Trading Metrics calculated at close of trading on 16-Sep-2021

Day Change Summary
	Previous	Current
	15-Sep-2021	16-Sep-2021	Change	Change %	Previous Week
Open	70.76	72.65	1.89	2.7%	69.11
High	73.14	72.99	-0.15	-0.2%	69.96
Low	70.65	71.53	0.88	1.2%	67.56
Close	72.61	72.61	0.00	0.0%	69.72
Range	2.49	1.46	-1.03	-41.4%	2.40
ATR	2.02	1.98	-0.04	-2.0%	0.00
Volume	414,231	418,665	4,434	1.1%	1,983,931

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.76	76.14	73.41
R3	75.30	74.68	73.01
R2	73.84	73.84	72.88
R1	73.22	73.22	72.74	72.80
PP	72.38	72.38	72.38	72.17
S1	71.76	71.76	72.48	71.34
S2	70.92	70.92	72.34
S3	69.46	70.30	72.21
S4	68.00	68.84	71.81

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	67.68	5.46	7.5%	1.79	2.5%	90%	False	False	438,273
10	73.14	67.56	5.58	7.7%	1.88	2.6%	91%	False	False	433,524
20	73.14	61.74	11.40	15.7%	1.98	2.7%	95%	False	False	401,931
40	73.52	61.74	11.78	16.2%	1.97	2.7%	92%	False	False	289,042
60	74.77	61.74	13.03	17.9%	2.06	2.8%	83%	False	False	224,360
80	74.77	61.74	13.03	17.9%	1.89	2.6%	83%	False	False	181,342
100	74.77	60.67	14.10	19.4%	1.87	2.6%	85%	False	False	151,140
120	74.77	56.80	17.97	24.7%	1.83	2.5%	88%	False	False	129,699

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.20
2.618	76.81
1.618	75.35
1.000	74.45
0.618	73.89
HIGH	72.99
0.618	72.43
0.500	72.26
0.382	72.09
LOW	71.53
0.618	70.63
1.000	70.07
1.618	69.17
2.618	67.71
4.250	65.33

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	72.49	72.26
PP	72.38	71.91
S1	72.26	71.56

Download as Excel Spreadsheet

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

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