NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 72.42 72.33 -0.09 -0.1% 69.35
High 72.72 72.50 -0.22 -0.3% 72.87
Low 71.29 71.03 -0.26 -0.4% 69.26
Close 72.37 71.82 -0.55 -0.8% 71.82
Range 1.43 1.47 0.04 2.8% 3.61
ATR 1.93 1.90 -0.03 -1.7% 0.00
Volume 232,723 288,461 55,738 24.0% 1,226,054
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 76.19 75.48 72.63
R3 74.72 74.01 72.22
R2 73.25 73.25 72.09
R1 72.54 72.54 71.95 72.16
PP 71.78 71.78 71.78 71.60
S1 71.07 71.07 71.69 70.69
S2 70.31 70.31 71.55
S3 68.84 69.60 71.42
S4 67.37 68.13 71.01
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 82.15 80.59 73.81
R3 78.54 76.98 72.81
R2 74.93 74.93 72.48
R1 73.37 73.37 72.15 74.15
PP 71.32 71.32 71.32 71.71
S1 69.76 69.76 71.49 70.54
S2 67.71 67.71 71.16
S3 64.10 66.15 70.83
S4 60.49 62.54 69.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.87 69.26 3.61 5.0% 1.60 2.2% 71% False False 245,210
10 72.87 67.35 5.52 7.7% 1.71 2.4% 81% False False 209,138
20 72.87 61.50 11.37 15.8% 1.89 2.6% 91% False False 158,523
40 72.87 61.50 11.37 15.8% 1.90 2.6% 91% False False 115,919
60 73.58 61.50 12.08 16.8% 1.99 2.8% 85% False False 93,102
80 73.58 61.50 12.08 16.8% 1.82 2.5% 85% False False 77,455
100 73.58 60.43 13.15 18.3% 1.80 2.5% 87% False False 65,663
120 73.58 56.47 17.11 23.8% 1.74 2.4% 90% False False 57,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.75
2.618 76.35
1.618 74.88
1.000 73.97
0.618 73.41
HIGH 72.50
0.618 71.94
0.500 71.77
0.382 71.59
LOW 71.03
0.618 70.12
1.000 69.56
1.618 68.65
2.618 67.18
4.250 64.78
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 71.80 71.76
PP 71.78 71.71
S1 71.77 71.65

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

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