NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
73.83 |
75.05 |
1.22 |
1.7% |
71.38 |
| High |
75.35 |
76.26 |
0.91 |
1.2% |
73.86 |
| Low |
73.79 |
73.86 |
0.07 |
0.1% |
69.05 |
| Close |
75.08 |
74.90 |
-0.18 |
-0.2% |
73.61 |
| Range |
1.56 |
2.40 |
0.84 |
53.8% |
4.81 |
| ATR |
1.83 |
1.87 |
0.04 |
2.2% |
0.00 |
| Volume |
207,113 |
177,681 |
-29,432 |
-14.2% |
740,710 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.21 |
80.95 |
76.22 |
|
| R3 |
79.81 |
78.55 |
75.56 |
|
| R2 |
77.41 |
77.41 |
75.34 |
|
| R1 |
76.15 |
76.15 |
75.12 |
75.58 |
| PP |
75.01 |
75.01 |
75.01 |
74.72 |
| S1 |
73.75 |
73.75 |
74.68 |
73.18 |
| S2 |
72.61 |
72.61 |
74.46 |
|
| S3 |
70.21 |
71.35 |
74.24 |
|
| S4 |
67.81 |
68.95 |
73.58 |
|
|
| 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 |
76.26 |
70.27 |
5.99 |
8.0% |
1.77 |
2.4% |
77% |
True |
False |
174,031 |
| 10 |
76.26 |
69.05 |
7.21 |
9.6% |
1.82 |
2.4% |
81% |
True |
False |
153,039 |
| 20 |
76.26 |
66.65 |
9.61 |
12.8% |
1.77 |
2.4% |
86% |
True |
False |
137,628 |
| 40 |
76.26 |
61.11 |
15.15 |
20.2% |
1.93 |
2.6% |
91% |
True |
False |
116,045 |
| 60 |
76.26 |
61.11 |
15.15 |
20.2% |
2.00 |
2.7% |
91% |
True |
False |
106,859 |
| 80 |
76.26 |
61.11 |
15.15 |
20.2% |
1.84 |
2.5% |
91% |
True |
False |
99,539 |
| 100 |
76.26 |
59.83 |
16.43 |
21.9% |
1.80 |
2.4% |
92% |
True |
False |
93,273 |
| 120 |
76.26 |
57.12 |
19.14 |
25.6% |
1.73 |
2.3% |
93% |
True |
False |
87,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.46 |
|
2.618 |
82.54 |
|
1.618 |
80.14 |
|
1.000 |
78.66 |
|
0.618 |
77.74 |
|
HIGH |
76.26 |
|
0.618 |
75.34 |
|
0.500 |
75.06 |
|
0.382 |
74.78 |
|
LOW |
73.86 |
|
0.618 |
72.38 |
|
1.000 |
71.46 |
|
1.618 |
69.98 |
|
2.618 |
67.58 |
|
4.250 |
63.66 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
75.06 |
74.72 |
| PP |
75.01 |
74.54 |
| S1 |
74.95 |
74.37 |
|