NYMEX Light Sweet Crude Oil Future November 2021

Trading Metrics calculated at close of trading on 21-Sep-2021

Day Change Summary
	Previous	Current
	20-Sep-2021	21-Sep-2021	Change	Change %	Previous Week
Open	71.81	70.43	-1.38	-1.9%	69.35
High	71.93	71.48	-0.45	-0.6%	72.87
Low	69.71	69.39	-0.32	-0.5%	69.26
Close	70.14	70.49	0.35	0.5%	71.82
Range	2.22	2.09	-0.13	-5.9%	3.61
ATR	1.92	1.93	0.01	0.6%	0.00
Volume	377,947	393,403	15,456	4.1%	1,226,054

Daily Pivots for day following 21-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.72	75.70	71.64
R3	74.63	73.61	71.06
R2	72.54	72.54	70.87
R1	71.52	71.52	70.68	72.03
PP	70.45	70.45	70.45	70.71
S1	69.43	69.43	70.30	69.94
S2	68.36	68.36	70.11
S3	66.27	67.34	69.92
S4	64.18	65.25	69.34

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	69.39	3.48	4.9%	1.93	2.7%	32%	False	True	312,191
10	72.87	67.35	5.52	7.8%	1.82	2.6%	57%	False	False	262,195
20	72.87	65.13	7.74	11.0%	1.79	2.5%	69%	False	False	187,634
40	72.87	61.50	11.37	16.1%	1.94	2.8%	79%	False	False	133,275
60	73.58	61.50	12.08	17.1%	2.03	2.9%	74%	False	False	105,066
80	73.58	61.50	12.08	17.1%	1.85	2.6%	74%	False	False	86,529
100	73.58	60.43	13.15	18.7%	1.81	2.6%	77%	False	False	73,156
120	73.58	56.47	17.11	24.3%	1.75	2.5%	82%	False	False	63,222

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.36
2.618	76.95
1.618	74.86
1.000	73.57
0.618	72.77
HIGH	71.48
0.618	70.68
0.500	70.44
0.382	70.19
LOW	69.39
0.618	68.10
1.000	67.30
1.618	66.01
2.618	63.92
4.250	60.51

Fisher Pivots for day following 21-Sep-2021
Pivot	1 day	3 day
R1	70.47	70.95
PP	70.45	70.79
S1	70.44	70.64

Download as Excel Spreadsheet

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

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