NYMEX Light Sweet Crude Oil Future November 2021

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	75.43	74.38	-1.05	-1.4%	71.81
High	76.67	75.79	-0.88	-1.1%	74.27
Low	74.24	73.74	-0.50	-0.7%	69.39
Close	75.29	74.83	-0.46	-0.6%	73.98
Range	2.43	2.05	-0.38	-15.6%	4.88
ATR	1.92	1.93	0.01	0.5%	0.00
Volume	476,143	424,193	-51,950	-10.9%	1,906,198

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	80.94	79.93	75.96
R3	78.89	77.88	75.39
R2	76.84	76.84	75.21
R1	75.83	75.83	75.02	76.34
PP	74.79	74.79	74.79	75.04
S1	73.78	73.78	74.64	74.29
S2	72.74	72.74	74.45
S3	70.69	71.73	74.27
S4	68.64	69.68	73.70

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	71.61	5.06	6.8%	1.88	2.5%	64%	False	False	414,390
10	76.67	69.39	7.28	9.7%	1.83	2.4%	75%	False	False	374,554
20	76.67	66.92	9.75	13.0%	1.86	2.5%	81%	False	False	278,886
40	76.67	61.50	15.17	20.3%	1.97	2.6%	88%	False	False	186,464
60	76.67	61.50	15.17	20.3%	2.02	2.7%	88%	False	False	141,474
80	76.67	61.50	15.17	20.3%	1.89	2.5%	88%	False	False	115,604
100	76.67	60.43	16.24	21.7%	1.83	2.5%	89%	False	False	96,569
120	76.67	57.55	19.12	25.6%	1.75	2.3%	90%	False	False	82,886

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	0.45
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.50
2.618	81.16
1.618	79.11
1.000	77.84
0.618	77.06
HIGH	75.79
0.618	75.01
0.500	74.77
0.382	74.52
LOW	73.74
0.618	72.47
1.000	71.69
1.618	70.42
2.618	68.37
4.250	65.03

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	74.81	75.21
PP	74.79	75.08
S1	74.77	74.96

Download as Excel Spreadsheet

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

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