NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 03-Sep-2021
Day Change Summary
Previous Current
02-Sep-2021 03-Sep-2021 Change Change % Previous Week
Open 67.99 69.51 1.52 2.2% 68.94
High 70.31 70.27 -0.04 -0.1% 70.31
Low 67.58 68.87 1.29 1.9% 66.92
Close 69.73 69.07 -0.66 -0.9% 69.07
Range 2.73 1.40 -1.33 -48.7% 3.39
ATR 2.09 2.04 -0.05 -2.4% 0.00
Volume 137,711 101,343 -36,368 -26.4% 583,109
Daily Pivots for day following 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 73.60 72.74 69.84
R3 72.20 71.34 69.46
R2 70.80 70.80 69.33
R1 69.94 69.94 69.20 69.67
PP 69.40 69.40 69.40 69.27
S1 68.54 68.54 68.94 68.27
S2 68.00 68.00 68.81
S3 66.60 67.14 68.69
S4 65.20 65.74 68.30
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 78.94 77.39 70.93
R3 75.55 74.00 70.00
R2 72.16 72.16 69.69
R1 70.61 70.61 69.38 71.39
PP 68.77 68.77 68.77 69.15
S1 67.22 67.22 68.76 68.00
S2 65.38 65.38 68.45
S3 61.99 63.83 68.14
S4 58.60 60.44 67.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.31 66.92 3.39 4.9% 1.83 2.7% 63% False False 116,621
10 70.31 61.50 8.81 12.8% 2.01 2.9% 86% False False 109,791
20 70.31 61.50 8.81 12.8% 2.06 3.0% 86% False False 97,441
40 73.00 61.50 11.50 16.6% 2.07 3.0% 66% False False 78,970
60 73.58 61.50 12.08 17.5% 1.93 2.8% 63% False False 65,871
80 73.58 60.43 13.15 19.0% 1.85 2.7% 66% False False 54,899
100 73.58 59.20 14.38 20.8% 1.75 2.5% 69% False False 46,784
120 73.58 55.91 17.67 25.6% 1.80 2.6% 74% False False 41,270
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 True
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.22
2.618 73.94
1.618 72.54
1.000 71.67
0.618 71.14
HIGH 70.27
0.618 69.74
0.500 69.57
0.382 69.40
LOW 68.87
0.618 68.00
1.000 67.47
1.618 66.60
2.618 65.20
4.250 62.92
Fisher Pivots for day following 03-Sep-2021
Pivot 1 day 3 day
R1 69.57 68.92
PP 69.40 68.77
S1 69.24 68.62

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

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