NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
74.19 |
75.43 |
1.24 |
1.7% |
71.81 |
| High |
75.75 |
76.67 |
0.92 |
1.2% |
74.27 |
| Low |
74.16 |
74.24 |
0.08 |
0.1% |
69.39 |
| Close |
75.45 |
75.29 |
-0.16 |
-0.2% |
73.98 |
| Range |
1.59 |
2.43 |
0.84 |
52.8% |
4.88 |
| ATR |
1.88 |
1.92 |
0.04 |
2.1% |
0.00 |
| Volume |
417,829 |
476,143 |
58,314 |
14.0% |
1,906,198 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.69 |
81.42 |
76.63 |
|
| R3 |
80.26 |
78.99 |
75.96 |
|
| R2 |
77.83 |
77.83 |
75.74 |
|
| R1 |
76.56 |
76.56 |
75.51 |
75.98 |
| PP |
75.40 |
75.40 |
75.40 |
75.11 |
| S1 |
74.13 |
74.13 |
75.07 |
73.55 |
| S2 |
72.97 |
72.97 |
74.84 |
|
| S3 |
70.54 |
71.70 |
74.62 |
|
| S4 |
68.11 |
69.27 |
73.95 |
|
|
| 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 |
76.67 |
70.64 |
6.03 |
8.0% |
1.81 |
2.4% |
77% |
True |
False |
405,764 |
| 10 |
76.67 |
69.39 |
7.28 |
9.7% |
1.87 |
2.5% |
81% |
True |
False |
358,977 |
| 20 |
76.67 |
66.92 |
9.75 |
12.9% |
1.82 |
2.4% |
86% |
True |
False |
262,211 |
| 40 |
76.67 |
61.50 |
15.17 |
20.1% |
1.98 |
2.6% |
91% |
True |
False |
177,806 |
| 60 |
76.67 |
61.50 |
15.17 |
20.1% |
2.05 |
2.7% |
91% |
True |
False |
135,562 |
| 80 |
76.67 |
61.50 |
15.17 |
20.1% |
1.88 |
2.5% |
91% |
True |
False |
110,536 |
| 100 |
76.67 |
60.43 |
16.24 |
21.6% |
1.82 |
2.4% |
92% |
True |
False |
92,607 |
| 120 |
76.67 |
57.55 |
19.12 |
25.4% |
1.74 |
2.3% |
93% |
True |
False |
79,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.00 |
|
2.618 |
83.03 |
|
1.618 |
80.60 |
|
1.000 |
79.10 |
|
0.618 |
78.17 |
|
HIGH |
76.67 |
|
0.618 |
75.74 |
|
0.500 |
75.46 |
|
0.382 |
75.17 |
|
LOW |
74.24 |
|
0.618 |
72.74 |
|
1.000 |
71.81 |
|
1.618 |
70.31 |
|
2.618 |
67.88 |
|
4.250 |
63.91 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
75.46 |
75.11 |
| PP |
75.40 |
74.92 |
| S1 |
75.35 |
74.74 |
|