NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
73.24 |
74.19 |
0.95 |
1.3% |
71.81 |
| High |
74.27 |
75.75 |
1.48 |
2.0% |
74.27 |
| Low |
72.81 |
74.16 |
1.35 |
1.9% |
69.39 |
| Close |
73.98 |
75.45 |
1.47 |
2.0% |
73.98 |
| Range |
1.46 |
1.59 |
0.13 |
8.9% |
4.88 |
| ATR |
1.89 |
1.88 |
-0.01 |
-0.4% |
0.00 |
| Volume |
350,382 |
417,829 |
67,447 |
19.2% |
1,906,198 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.89 |
79.26 |
76.32 |
|
| R3 |
78.30 |
77.67 |
75.89 |
|
| R2 |
76.71 |
76.71 |
75.74 |
|
| R1 |
76.08 |
76.08 |
75.60 |
76.40 |
| PP |
75.12 |
75.12 |
75.12 |
75.28 |
| S1 |
74.49 |
74.49 |
75.30 |
74.81 |
| S2 |
73.53 |
73.53 |
75.16 |
|
| S3 |
71.94 |
72.90 |
75.01 |
|
| S4 |
70.35 |
71.31 |
74.58 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.19 |
85.46 |
76.66 |
|
| R3 |
82.31 |
80.58 |
75.32 |
|
| R2 |
77.43 |
77.43 |
74.87 |
|
| R1 |
75.70 |
75.70 |
74.43 |
76.57 |
| PP |
72.55 |
72.55 |
72.55 |
72.98 |
| S1 |
70.82 |
70.82 |
73.53 |
71.69 |
| S2 |
67.67 |
67.67 |
73.09 |
|
| S3 |
62.79 |
65.94 |
72.64 |
|
| S4 |
57.91 |
61.06 |
71.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.75 |
69.39 |
6.36 |
8.4% |
1.74 |
2.3% |
95% |
True |
False |
389,216 |
| 10 |
75.75 |
69.39 |
6.36 |
8.4% |
1.75 |
2.3% |
95% |
True |
False |
335,605 |
| 20 |
75.75 |
66.92 |
8.83 |
11.7% |
1.79 |
2.4% |
97% |
True |
False |
244,858 |
| 40 |
75.75 |
61.50 |
14.25 |
18.9% |
2.00 |
2.6% |
98% |
True |
False |
167,312 |
| 60 |
75.75 |
61.50 |
14.25 |
18.9% |
2.03 |
2.7% |
98% |
True |
False |
128,425 |
| 80 |
75.75 |
61.50 |
14.25 |
18.9% |
1.86 |
2.5% |
98% |
True |
False |
104,845 |
| 100 |
75.75 |
60.43 |
15.32 |
20.3% |
1.81 |
2.4% |
98% |
True |
False |
88,029 |
| 120 |
75.75 |
57.45 |
18.30 |
24.3% |
1.73 |
2.3% |
98% |
True |
False |
75,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.51 |
|
2.618 |
79.91 |
|
1.618 |
78.32 |
|
1.000 |
77.34 |
|
0.618 |
76.73 |
|
HIGH |
75.75 |
|
0.618 |
75.14 |
|
0.500 |
74.96 |
|
0.382 |
74.77 |
|
LOW |
74.16 |
|
0.618 |
73.18 |
|
1.000 |
72.57 |
|
1.618 |
71.59 |
|
2.618 |
70.00 |
|
4.250 |
67.40 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
75.29 |
74.86 |
| PP |
75.12 |
74.27 |
| S1 |
74.96 |
73.68 |
|