NYMEX Light Sweet Crude Oil Future November 2021

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	74.38	74.78	0.40	0.5%	71.81
High	75.79	76.07	0.28	0.4%	74.27
Low	73.74	73.14	-0.60	-0.8%	69.39
Close	74.83	75.03	0.20	0.3%	73.98
Range	2.05	2.93	0.88	42.9%	4.88
ATR	1.93	2.00	0.07	3.7%	0.00
Volume	424,193	583,189	158,996	37.5%	1,906,198

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	83.54	82.21	76.64
R3	80.61	79.28	75.84
R2	77.68	77.68	75.57
R1	76.35	76.35	75.30	77.02
PP	74.75	74.75	74.75	75.08
S1	73.42	73.42	74.76	74.09
S2	71.82	71.82	74.49
S3	68.89	70.49	74.22
S4	65.96	67.56	73.42

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	72.81	3.86	5.1%	2.09	2.8%	58%	False	False	450,347
10	76.67	69.39	7.28	9.7%	1.98	2.6%	77%	False	False	409,601
20	76.67	67.35	9.32	12.4%	1.91	2.5%	82%	False	False	301,832
40	76.67	61.50	15.17	20.2%	1.98	2.6%	89%	False	False	198,183
60	76.67	61.50	15.17	20.2%	2.02	2.7%	89%	False	False	150,396
80	76.67	61.50	15.17	20.2%	1.91	2.5%	89%	False	False	122,588
100	76.67	60.43	16.24	21.6%	1.85	2.5%	90%	False	False	102,235
120	76.67	58.50	18.17	24.2%	1.76	2.4%	91%	False	False	87,624

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	88.52
2.618	83.74
1.618	80.81
1.000	79.00
0.618	77.88
HIGH	76.07
0.618	74.95
0.500	74.61
0.382	74.26
LOW	73.14
0.618	71.33
1.000	70.21
1.618	68.40
2.618	65.47
4.250	60.69

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	74.89	74.99
PP	74.75	74.95
S1	74.61	74.91

Download as Excel Spreadsheet

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

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