NYMEX Light Sweet Crude Oil Future November 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 |
70.38 |
70.47 |
0.09 |
0.1% |
68.90 |
| High |
70.97 |
72.87 |
1.90 |
2.7% |
69.71 |
| Low |
69.75 |
70.43 |
0.68 |
1.0% |
67.35 |
| Close |
70.23 |
72.33 |
2.10 |
3.0% |
69.47 |
| Range |
1.22 |
2.44 |
1.22 |
100.0% |
2.36 |
| ATR |
1.92 |
1.97 |
0.05 |
2.7% |
0.00 |
| Volume |
242,418 |
268,425 |
26,007 |
10.7% |
763,984 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.20 |
78.20 |
73.67 |
|
| R3 |
76.76 |
75.76 |
73.00 |
|
| R2 |
74.32 |
74.32 |
72.78 |
|
| R1 |
73.32 |
73.32 |
72.55 |
73.82 |
| PP |
71.88 |
71.88 |
71.88 |
72.13 |
| S1 |
70.88 |
70.88 |
72.11 |
71.38 |
| S2 |
69.44 |
69.44 |
71.88 |
|
| S3 |
67.00 |
68.44 |
71.66 |
|
| S4 |
64.56 |
66.00 |
70.99 |
|
|
| 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 |
72.87 |
67.35 |
5.52 |
7.6% |
1.91 |
2.6% |
90% |
True |
False |
228,577 |
| 10 |
72.87 |
66.92 |
5.95 |
8.2% |
1.90 |
2.6% |
91% |
True |
False |
183,217 |
| 20 |
72.87 |
61.50 |
11.37 |
15.7% |
2.01 |
2.8% |
95% |
True |
False |
142,114 |
| 40 |
72.87 |
61.50 |
11.37 |
15.7% |
1.97 |
2.7% |
95% |
True |
False |
106,434 |
| 60 |
73.58 |
61.50 |
12.08 |
16.7% |
1.98 |
2.7% |
90% |
False |
False |
85,838 |
| 80 |
73.58 |
61.50 |
12.08 |
16.7% |
1.82 |
2.5% |
90% |
False |
False |
71,499 |
| 100 |
73.58 |
59.23 |
14.35 |
19.8% |
1.79 |
2.5% |
91% |
False |
False |
60,655 |
| 120 |
73.58 |
56.47 |
17.11 |
23.7% |
1.76 |
2.4% |
93% |
False |
False |
52,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.24 |
|
2.618 |
79.26 |
|
1.618 |
76.82 |
|
1.000 |
75.31 |
|
0.618 |
74.38 |
|
HIGH |
72.87 |
|
0.618 |
71.94 |
|
0.500 |
71.65 |
|
0.382 |
71.36 |
|
LOW |
70.43 |
|
0.618 |
68.92 |
|
1.000 |
67.99 |
|
1.618 |
66.48 |
|
2.618 |
64.04 |
|
4.250 |
60.06 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
72.10 |
71.91 |
| PP |
71.88 |
71.49 |
| S1 |
71.65 |
71.07 |
|