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

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	0.33
Widest range in 2 trading days

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

Download as Excel Spreadsheet

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

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