NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
73.95 |
74.47 |
0.52 |
0.7% |
71.38 |
| High |
75.39 |
75.72 |
0.33 |
0.4% |
73.86 |
| Low |
73.37 |
72.82 |
-0.55 |
-0.7% |
69.05 |
| Close |
74.50 |
74.70 |
0.20 |
0.3% |
73.61 |
| Range |
2.02 |
2.90 |
0.88 |
43.6% |
4.81 |
| ATR |
1.88 |
1.95 |
0.07 |
3.9% |
0.00 |
| Volume |
169,908 |
239,145 |
69,237 |
40.7% |
740,710 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.11 |
81.81 |
76.30 |
|
| R3 |
80.21 |
78.91 |
75.50 |
|
| R2 |
77.31 |
77.31 |
75.23 |
|
| R1 |
76.01 |
76.01 |
74.97 |
76.66 |
| PP |
74.41 |
74.41 |
74.41 |
74.74 |
| S1 |
73.11 |
73.11 |
74.43 |
73.76 |
| S2 |
71.51 |
71.51 |
74.17 |
|
| S3 |
68.61 |
70.21 |
73.90 |
|
| S4 |
65.71 |
67.31 |
73.11 |
|
|
| 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 |
72.47 |
3.79 |
5.1% |
2.05 |
2.7% |
59% |
False |
False |
189,336 |
| 10 |
76.26 |
69.05 |
7.21 |
9.7% |
1.94 |
2.6% |
78% |
False |
False |
164,218 |
| 20 |
76.26 |
67.04 |
9.22 |
12.3% |
1.86 |
2.5% |
83% |
False |
False |
148,423 |
| 40 |
76.26 |
61.11 |
15.15 |
20.3% |
1.93 |
2.6% |
90% |
False |
False |
120,357 |
| 60 |
76.26 |
61.11 |
15.15 |
20.3% |
1.97 |
2.6% |
90% |
False |
False |
109,115 |
| 80 |
76.26 |
61.11 |
15.15 |
20.3% |
1.87 |
2.5% |
90% |
False |
False |
103,286 |
| 100 |
76.26 |
59.83 |
16.43 |
22.0% |
1.82 |
2.4% |
91% |
False |
False |
96,150 |
| 120 |
76.26 |
58.05 |
18.21 |
24.4% |
1.75 |
2.3% |
91% |
False |
False |
89,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.05 |
|
2.618 |
83.31 |
|
1.618 |
80.41 |
|
1.000 |
78.62 |
|
0.618 |
77.51 |
|
HIGH |
75.72 |
|
0.618 |
74.61 |
|
0.500 |
74.27 |
|
0.382 |
73.93 |
|
LOW |
72.82 |
|
0.618 |
71.03 |
|
1.000 |
69.92 |
|
1.618 |
68.13 |
|
2.618 |
65.23 |
|
4.250 |
60.50 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
74.56 |
74.65 |
| PP |
74.41 |
74.59 |
| S1 |
74.27 |
74.54 |
|