NYMEX Light Sweet Crude Oil Future December 2021

Trading Metrics calculated at close of trading on 22-Sep-2021

Day Change Summary
	Previous	Current
	21-Sep-2021	22-Sep-2021	Change	Change %	Previous Week
Open	70.04	70.48	0.44	0.6%	69.10
High	71.07	71.96	0.89	1.3%	72.39
Low	69.05	70.27	1.22	1.8%	68.89
Close	70.14	71.89	1.75	2.5%	71.38
Range	2.02	1.69	-0.33	-16.3%	3.50
ATR	1.88	1.88	0.00	-0.2%	0.00
Volume	134,274	146,899	12,625	9.4%	658,807

Daily Pivots for day following 22-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.44	75.86	72.82
R3	74.75	74.17	72.35
R2	73.06	73.06	72.20
R1	72.48	72.48	72.04	72.77
PP	71.37	71.37	71.37	71.52
S1	70.79	70.79	71.74	71.08
S2	69.68	69.68	71.58
S3	67.99	69.10	71.43
S4	66.30	67.41	70.96

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	72.22	69.05	3.17	4.4%	1.73	2.4%	90%	False	False	125,852
10	72.39	67.04	5.35	7.4%	1.80	2.5%	91%	False	False	133,385
20	72.39	66.25	6.14	8.5%	1.71	2.4%	92%	False	False	120,702
40	72.39	61.11	11.28	15.7%	1.91	2.7%	96%	False	False	104,454
60	72.61	61.11	11.50	16.0%	1.98	2.8%	94%	False	False	100,468
80	72.61	61.11	11.50	16.0%	1.82	2.5%	94%	False	False	93,523
100	72.61	59.83	12.78	17.8%	1.79	2.5%	94%	False	False	88,287
120	72.61	56.15	16.46	22.9%	1.73	2.4%	96%	False	False	83,754

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	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	79.14
2.618	76.38
1.618	74.69
1.000	73.65
0.618	73.00
HIGH	71.96
0.618	71.31
0.500	71.12
0.382	70.92
LOW	70.27
0.618	69.23
1.000	68.58
1.618	67.54
2.618	65.85
4.250	63.09

Fisher Pivots for day following 22-Sep-2021
Pivot	1 day	3 day
R1	71.63	71.43
PP	71.37	70.97
S1	71.12	70.51

Download as Excel Spreadsheet

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

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