NYMEX Light Sweet Crude Oil Future December 2021

Trading Metrics calculated at close of trading on 16-Sep-2021

Day Change Summary
	Previous	Current
	15-Sep-2021	16-Sep-2021	Change	Change %	Previous Week
Open	70.15	71.89	1.74	2.5%	68.59
High	72.39	72.22	-0.17	-0.2%	69.35
Low	70.03	70.87	0.84	1.2%	67.04
Close	71.84	71.91	0.07	0.1%	69.13
Range	2.36	1.35	-1.01	-42.8%	2.31
ATR	1.92	1.88	-0.04	-2.1%	0.00
Volume	177,875	119,383	-58,492	-32.9%	532,297

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	75.72	75.16	72.65
R3	74.37	73.81	72.28
R2	73.02	73.02	72.16
R1	72.46	72.46	72.03	72.74
PP	71.67	71.67	71.67	71.81
S1	71.11	71.11	71.79	71.39
S2	70.32	70.32	71.66
S3	68.97	69.76	71.54
S4	67.62	68.41	71.17

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	75.44	74.59	70.40
R3	73.13	72.28	69.77
R2	70.82	70.82	69.55
R1	69.97	69.97	69.34	70.40
PP	68.51	68.51	68.51	68.72
S1	67.66	67.66	68.92	68.09
S2	66.20	66.20	68.71
S3	63.89	65.35	68.49
S4	61.58	63.04	67.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.39	67.16	5.23	7.3%	1.69	2.4%	91%	False	False	133,018
10	72.39	67.04	5.35	7.4%	1.78	2.5%	91%	False	False	132,627
20	72.39	61.11	11.28	15.7%	1.88	2.6%	96%	False	False	116,020
40	72.39	61.11	11.28	15.7%	1.87	2.6%	96%	False	False	98,606
60	72.61	61.11	11.50	16.0%	1.94	2.7%	94%	False	False	96,238
80	72.61	61.11	11.50	16.0%	1.78	2.5%	94%	False	False	90,618
100	72.61	59.83	12.78	17.8%	1.77	2.5%	95%	False	False	85,496
120	72.61	56.15	16.46	22.9%	1.74	2.4%	96%	False	False	81,808

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.96
2.618	75.75
1.618	74.40
1.000	73.57
0.618	73.05
HIGH	72.22
0.618	71.70
0.500	71.55
0.382	71.39
LOW	70.87
0.618	70.04
1.000	69.52
1.618	68.69
2.618	67.34
4.250	65.13

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	71.79	71.57
PP	71.67	71.22
S1	71.55	70.88

Download as Excel Spreadsheet

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

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