NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
72.62 |
71.92 |
-0.70 |
-1.0% |
69.74 |
| High |
72.72 |
72.08 |
-0.64 |
-0.9% |
73.14 |
| Low |
71.21 |
69.86 |
-1.35 |
-1.9% |
69.51 |
| Close |
71.97 |
70.29 |
-1.68 |
-2.3% |
71.97 |
| Range |
1.51 |
2.22 |
0.71 |
47.0% |
3.63 |
| ATR |
1.95 |
1.97 |
0.02 |
1.0% |
0.00 |
| Volume |
298,412 |
119,933 |
-178,479 |
-59.8% |
1,933,326 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.40 |
76.07 |
71.51 |
|
| R3 |
75.18 |
73.85 |
70.90 |
|
| R2 |
72.96 |
72.96 |
70.70 |
|
| R1 |
71.63 |
71.63 |
70.49 |
71.19 |
| PP |
70.74 |
70.74 |
70.74 |
70.52 |
| S1 |
69.41 |
69.41 |
70.09 |
68.97 |
| S2 |
68.52 |
68.52 |
69.88 |
|
| S3 |
66.30 |
67.19 |
69.68 |
|
| S4 |
64.08 |
64.97 |
69.07 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.43 |
80.83 |
73.97 |
|
| R3 |
78.80 |
77.20 |
72.97 |
|
| R2 |
75.17 |
75.17 |
72.64 |
|
| R1 |
73.57 |
73.57 |
72.30 |
74.37 |
| PP |
71.54 |
71.54 |
71.54 |
71.94 |
| S1 |
69.94 |
69.94 |
71.64 |
70.74 |
| S2 |
67.91 |
67.91 |
71.30 |
|
| S3 |
64.28 |
66.31 |
70.97 |
|
| S4 |
60.65 |
62.68 |
69.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.14 |
69.86 |
3.28 |
4.7% |
1.78 |
2.5% |
13% |
False |
True |
328,436 |
| 10 |
73.14 |
67.56 |
5.58 |
7.9% |
1.83 |
2.6% |
49% |
False |
False |
403,719 |
| 20 |
73.14 |
61.74 |
11.40 |
16.2% |
1.94 |
2.8% |
75% |
False |
False |
379,849 |
| 40 |
73.52 |
61.74 |
11.78 |
16.8% |
1.99 |
2.8% |
73% |
False |
False |
294,307 |
| 60 |
74.77 |
61.74 |
13.03 |
18.5% |
2.09 |
3.0% |
66% |
False |
False |
229,114 |
| 80 |
74.77 |
61.74 |
13.03 |
18.5% |
1.91 |
2.7% |
66% |
False |
False |
185,584 |
| 100 |
74.77 |
60.67 |
14.10 |
20.1% |
1.88 |
2.7% |
68% |
False |
False |
154,923 |
| 120 |
74.77 |
56.80 |
17.97 |
25.6% |
1.83 |
2.6% |
75% |
False |
False |
132,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.52 |
|
2.618 |
77.89 |
|
1.618 |
75.67 |
|
1.000 |
74.30 |
|
0.618 |
73.45 |
|
HIGH |
72.08 |
|
0.618 |
71.23 |
|
0.500 |
70.97 |
|
0.382 |
70.71 |
|
LOW |
69.86 |
|
0.618 |
68.49 |
|
1.000 |
67.64 |
|
1.618 |
66.27 |
|
2.618 |
64.05 |
|
4.250 |
60.43 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.97 |
71.43 |
| PP |
70.74 |
71.05 |
| S1 |
70.52 |
70.67 |
|