NYMEX Light Sweet Crude Oil Future December 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	71.60	72.91	1.31	1.8%	71.38
High	73.10	73.86	0.76	1.0%	73.86
Low	71.29	72.47	1.18	1.7%	69.05
Close	72.95	73.61	0.66	0.9%	73.61
Range	1.81	1.39	-0.42	-23.2%	4.81
ATR	1.87	1.84	-0.03	-1.8%	0.00
Volume	185,625	152,837	-32,788	-17.7%	740,710

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	77.48	76.94	74.37
R3	76.09	75.55	73.99
R2	74.70	74.70	73.86
R1	74.16	74.16	73.74	74.43
PP	73.31	73.31	73.31	73.45
S1	72.77	72.77	73.48	73.04
S2	71.92	71.92	73.36
S3	70.53	71.38	73.23
S4	69.14	69.99	72.85

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	86.60	84.92	76.26
R3	81.79	80.11	74.93
R2	76.98	76.98	74.49
R1	75.30	75.30	74.05	76.14
PP	72.17	72.17	72.17	72.60
S1	70.49	70.49	73.17	71.33
S2	67.36	67.36	72.73
S3	62.55	65.68	72.29
S4	57.74	60.87	70.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.86	69.05	4.81	6.5%	1.82	2.5%	95%	True	False	148,142
10	73.86	68.89	4.97	6.8%	1.68	2.3%	95%	True	False	139,951
20	73.86	66.65	7.21	9.8%	1.73	2.4%	97%	True	False	127,914
40	73.86	61.11	12.75	17.3%	1.93	2.6%	98%	True	False	109,928
60	73.86	61.11	12.75	17.3%	1.99	2.7%	98%	True	False	104,161
80	73.86	61.11	12.75	17.3%	1.82	2.5%	98%	True	False	95,951
100	73.86	59.83	14.03	19.1%	1.78	2.4%	98%	True	False	90,767
120	73.86	56.88	16.98	23.1%	1.72	2.3%	99%	True	False	85,476

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.34
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	79.77
2.618	77.50
1.618	76.11
1.000	75.25
0.618	74.72
HIGH	73.86
0.618	73.33
0.500	73.17
0.382	73.00
LOW	72.47
0.618	71.61
1.000	71.08
1.618	70.22
2.618	68.83
4.250	66.56

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	73.46	73.10
PP	73.31	72.58
S1	73.17	72.07

Download as Excel Spreadsheet

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

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