NYMEX Light Sweet Crude Oil Future November 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	70.47	72.42	1.95	2.8%	68.90
High	72.87	72.72	-0.15	-0.2%	69.71
Low	70.43	71.29	0.86	1.2%	67.35
Close	72.33	72.37	0.04	0.1%	69.47
Range	2.44	1.43	-1.01	-41.4%	2.36
ATR	1.97	1.93	-0.04	-2.0%	0.00
Volume	268,425	232,723	-35,702	-13.3%	763,984

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.42	75.82	73.16
R3	74.99	74.39	72.76
R2	73.56	73.56	72.63
R1	72.96	72.96	72.50	72.55
PP	72.13	72.13	72.13	71.92
S1	71.53	71.53	72.24	71.12
S2	70.70	70.70	72.11
S3	69.27	70.10	71.98
S4	67.84	68.67	71.58

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	67.48	5.39	7.4%	1.75	2.4%	91%	False	False	227,423
10	72.87	67.35	5.52	7.6%	1.83	2.5%	91%	False	False	194,063
20	72.87	61.50	11.37	15.7%	1.93	2.7%	96%	False	False	149,478
40	72.87	61.50	11.37	15.7%	1.91	2.6%	96%	False	False	110,327
60	73.58	61.50	12.08	16.7%	1.99	2.7%	90%	False	False	88,914
80	73.58	61.50	12.08	16.7%	1.81	2.5%	90%	False	False	74,166
100	73.58	60.33	13.25	18.3%	1.79	2.5%	91%	False	False	62,893
120	73.58	56.47	17.11	23.6%	1.75	2.4%	93%	False	False	54,663

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.80
2.618	76.46
1.618	75.03
1.000	74.15
0.618	73.60
HIGH	72.72
0.618	72.17
0.500	72.01
0.382	71.84
LOW	71.29
0.618	70.41
1.000	69.86
1.618	68.98
2.618	67.55
4.250	65.21

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	72.25	72.02
PP	72.13	71.66
S1	72.01	71.31

Download as Excel Spreadsheet

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

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