NYMEX Light Sweet Crude Oil Future November 2021

Trading Metrics calculated at close of trading on 22-Sep-2021

Day Change Summary
	Previous	Current
	21-Sep-2021	22-Sep-2021	Change	Change %	Previous Week
Open	70.43	70.85	0.42	0.6%	69.35
High	71.48	72.30	0.82	1.1%	72.87
Low	69.39	70.64	1.25	1.8%	69.26
Close	70.49	72.23	1.74	2.5%	71.82
Range	2.09	1.66	-0.43	-20.6%	3.61
ATR	1.93	1.92	-0.01	-0.5%	0.00
Volume	393,403	381,061	-12,342	-3.1%	1,226,054

Daily Pivots for day following 22-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.70	76.13	73.14
R3	75.04	74.47	72.69
R2	73.38	73.38	72.53
R1	72.81	72.81	72.38	73.10
PP	71.72	71.72	71.72	71.87
S1	71.15	71.15	72.08	71.44
S2	70.06	70.06	71.93
S3	68.40	69.49	71.77
S4	66.74	67.83	71.32

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	72.72	69.39	3.33	4.6%	1.77	2.5%	85%	False	False	334,719
10	72.87	67.35	5.52	7.6%	1.84	2.6%	88%	False	False	281,648
20	72.87	66.63	6.24	8.6%	1.76	2.4%	90%	False	False	202,108
40	72.87	61.50	11.37	15.7%	1.96	2.7%	94%	False	False	141,518
60	73.58	61.50	12.08	16.7%	2.03	2.8%	89%	False	False	111,020
80	73.58	61.50	12.08	16.7%	1.85	2.6%	89%	False	False	90,944
100	73.58	60.43	13.15	18.2%	1.81	2.5%	90%	False	False	76,735
120	73.58	56.47	17.11	23.7%	1.74	2.4%	92%	False	False	66,233

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	0.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	79.36
2.618	76.65
1.618	74.99
1.000	73.96
0.618	73.33
HIGH	72.30
0.618	71.67
0.500	71.47
0.382	71.27
LOW	70.64
0.618	69.61
1.000	68.98
1.618	67.95
2.618	66.29
4.250	63.59

Fisher Pivots for day following 22-Sep-2021
Pivot	1 day	3 day
R1	71.98	71.77
PP	71.72	71.31
S1	71.47	70.85

Download as Excel Spreadsheet

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

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