NYMEX Light Sweet Crude Oil Future November 2021

Trading Metrics calculated at close of trading on 23-Sep-2021

Day Change Summary
	Previous	Current
	22-Sep-2021	23-Sep-2021	Change	Change %	Previous Week
Open	70.85	71.97	1.12	1.6%	69.35
High	72.30	73.50	1.20	1.7%	72.87
Low	70.64	71.61	0.97	1.4%	69.26
Close	72.23	73.30	1.07	1.5%	71.82
Range	1.66	1.89	0.23	13.9%	3.61
ATR	1.92	1.92	0.00	-0.1%	0.00
Volume	381,061	403,405	22,344	5.9%	1,226,054

Daily Pivots for day following 23-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	78.47	77.78	74.34
R3	76.58	75.89	73.82
R2	74.69	74.69	73.65
R1	74.00	74.00	73.47	74.35
PP	72.80	72.80	72.80	72.98
S1	72.11	72.11	73.13	72.46
S2	70.91	70.91	72.95
S3	69.02	70.22	72.78
S4	67.13	68.33	72.26

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	73.50	69.39	4.11	5.6%	1.87	2.5%	95%	True	False	368,855
10	73.50	67.48	6.02	8.2%	1.81	2.5%	97%	True	False	298,139
20	73.50	66.71	6.79	9.3%	1.77	2.4%	97%	True	False	216,918
40	73.50	61.50	12.00	16.4%	1.98	2.7%	98%	True	False	150,551
60	73.58	61.50	12.08	16.5%	2.03	2.8%	98%	False	False	117,421
80	73.58	61.50	12.08	16.5%	1.85	2.5%	98%	False	False	95,676
100	73.58	60.43	13.15	17.9%	1.81	2.5%	98%	False	False	80,683
120	73.58	57.18	16.40	22.4%	1.73	2.4%	98%	False	False	69,456

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	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.53
2.618	78.45
1.618	76.56
1.000	75.39
0.618	74.67
HIGH	73.50
0.618	72.78
0.500	72.56
0.382	72.33
LOW	71.61
0.618	70.44
1.000	69.72
1.618	68.55
2.618	66.66
4.250	63.58

Fisher Pivots for day following 23-Sep-2021
Pivot	1 day	3 day
R1	73.05	72.68
PP	72.80	72.06
S1	72.56	71.45

Download as Excel Spreadsheet

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

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