NYMEX Light Sweet Crude Oil Future December 2021

Trading Metrics calculated at close of trading on 20-Sep-2021

Day Change Summary
	Previous	Current
	17-Sep-2021	20-Sep-2021	Change	Change %	Previous Week
Open	71.90	71.38	-0.52	-0.7%	69.10
High	72.04	71.48	-0.56	-0.8%	72.39
Low	70.64	69.31	-1.33	-1.9%	68.89
Close	71.38	69.73	-1.65	-2.3%	71.38
Range	1.40	2.17	0.77	55.0%	3.50
ATR	1.85	1.87	0.02	1.3%	0.00
Volume	107,631	121,075	13,444	12.5%	658,807

Daily Pivots for day following 20-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.68	75.38	70.92
R3	74.51	73.21	70.33
R2	72.34	72.34	70.13
R1	71.04	71.04	69.93	70.61
PP	70.17	70.17	70.17	69.96
S1	68.87	68.87	69.53	68.44
S2	68.00	68.00	69.33
S3	65.83	66.70	69.13
S4	63.66	64.53	68.54

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	81.39	79.88	73.31
R3	77.89	76.38	72.34
R2	74.39	74.39	72.02
R1	72.88	72.88	71.70	73.64
PP	70.89	70.89	70.89	71.26
S1	69.38	69.38	71.06	70.14
S2	67.39	67.39	70.74
S3	63.89	65.88	70.42
S4	60.39	62.38	69.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.39	69.31	3.08	4.4%	1.69	2.4%	14%	False	True	130,428
10	72.39	67.04	5.35	7.7%	1.74	2.5%	50%	False	False	131,217
20	72.39	61.11	11.28	16.2%	1.85	2.6%	76%	False	False	117,072
40	72.39	61.11	11.28	16.2%	1.89	2.7%	76%	False	False	100,670
60	72.61	61.11	11.50	16.5%	1.97	2.8%	75%	False	False	97,917
80	72.61	61.11	11.50	16.5%	1.80	2.6%	75%	False	False	91,612
100	72.61	59.83	12.78	18.3%	1.78	2.6%	77%	False	False	86,708
120	72.61	56.15	16.46	23.6%	1.74	2.5%	83%	False	False	82,938

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	0.27
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.70
2.618	77.16
1.618	74.99
1.000	73.65
0.618	72.82
HIGH	71.48
0.618	70.65
0.500	70.40
0.382	70.14
LOW	69.31
0.618	67.97
1.000	67.14
1.618	65.80
2.618	63.63
4.250	60.09

Fisher Pivots for day following 20-Sep-2021
Pivot	1 day	3 day
R1	70.40	70.77
PP	70.17	70.42
S1	69.95	70.08

Download as Excel Spreadsheet

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

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