NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
69.35 |
70.38 |
1.03 |
1.5% |
68.90 |
| High |
70.68 |
70.97 |
0.29 |
0.4% |
69.71 |
| Low |
69.26 |
69.75 |
0.49 |
0.7% |
67.35 |
| Close |
70.19 |
70.23 |
0.04 |
0.1% |
69.47 |
| Range |
1.42 |
1.22 |
-0.20 |
-14.1% |
2.36 |
| ATR |
1.97 |
1.92 |
-0.05 |
-2.7% |
0.00 |
| Volume |
194,027 |
242,418 |
48,391 |
24.9% |
763,984 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.98 |
73.32 |
70.90 |
|
| R3 |
72.76 |
72.10 |
70.57 |
|
| R2 |
71.54 |
71.54 |
70.45 |
|
| R1 |
70.88 |
70.88 |
70.34 |
70.60 |
| PP |
70.32 |
70.32 |
70.32 |
70.18 |
| S1 |
69.66 |
69.66 |
70.12 |
69.38 |
| S2 |
69.10 |
69.10 |
70.01 |
|
| S3 |
67.88 |
68.44 |
69.89 |
|
| S4 |
66.66 |
67.22 |
69.56 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.92 |
75.06 |
70.77 |
|
| R3 |
73.56 |
72.70 |
70.12 |
|
| R2 |
71.20 |
71.20 |
69.90 |
|
| R1 |
70.34 |
70.34 |
69.69 |
70.77 |
| PP |
68.84 |
68.84 |
68.84 |
69.06 |
| S1 |
67.98 |
67.98 |
69.25 |
68.41 |
| S2 |
66.48 |
66.48 |
69.04 |
|
| S3 |
64.12 |
65.62 |
68.82 |
|
| S4 |
61.76 |
63.26 |
68.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.97 |
67.35 |
3.62 |
5.2% |
1.71 |
2.4% |
80% |
True |
False |
212,199 |
| 10 |
70.97 |
66.92 |
4.05 |
5.8% |
1.77 |
2.5% |
82% |
True |
False |
165,445 |
| 20 |
70.97 |
61.50 |
9.47 |
13.5% |
1.95 |
2.8% |
92% |
True |
False |
132,253 |
| 40 |
72.71 |
61.50 |
11.21 |
16.0% |
1.97 |
2.8% |
78% |
False |
False |
102,122 |
| 60 |
73.58 |
61.50 |
12.08 |
17.2% |
1.97 |
2.8% |
72% |
False |
False |
82,301 |
| 80 |
73.58 |
60.43 |
13.15 |
18.7% |
1.82 |
2.6% |
75% |
False |
False |
68,449 |
| 100 |
73.58 |
59.23 |
14.35 |
20.4% |
1.78 |
2.5% |
77% |
False |
False |
58,090 |
| 120 |
73.58 |
55.94 |
17.64 |
25.1% |
1.76 |
2.5% |
81% |
False |
False |
50,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.16 |
|
2.618 |
74.16 |
|
1.618 |
72.94 |
|
1.000 |
72.19 |
|
0.618 |
71.72 |
|
HIGH |
70.97 |
|
0.618 |
70.50 |
|
0.500 |
70.36 |
|
0.382 |
70.22 |
|
LOW |
69.75 |
|
0.618 |
69.00 |
|
1.000 |
68.53 |
|
1.618 |
67.78 |
|
2.618 |
66.56 |
|
4.250 |
64.57 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.36 |
69.90 |
| PP |
70.32 |
69.56 |
| S1 |
70.27 |
69.23 |
|