NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
74.74 |
75.63 |
0.89 |
1.2% |
73.83 |
| High |
75.68 |
78.07 |
2.39 |
3.2% |
76.26 |
| Low |
73.92 |
75.03 |
1.11 |
1.5% |
72.82 |
| Close |
75.58 |
77.33 |
1.75 |
2.3% |
75.58 |
| Range |
1.76 |
3.04 |
1.28 |
72.7% |
3.44 |
| ATR |
1.94 |
2.02 |
0.08 |
4.0% |
0.00 |
| Volume |
169,247 |
216,820 |
47,573 |
28.1% |
963,094 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.93 |
84.67 |
79.00 |
|
| R3 |
82.89 |
81.63 |
78.17 |
|
| R2 |
79.85 |
79.85 |
77.89 |
|
| R1 |
78.59 |
78.59 |
77.61 |
79.22 |
| PP |
76.81 |
76.81 |
76.81 |
77.13 |
| S1 |
75.55 |
75.55 |
77.05 |
76.18 |
| S2 |
73.77 |
73.77 |
76.77 |
|
| S3 |
70.73 |
72.51 |
76.49 |
|
| S4 |
67.69 |
69.47 |
75.66 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.21 |
83.83 |
77.47 |
|
| R3 |
81.77 |
80.39 |
76.53 |
|
| R2 |
78.33 |
78.33 |
76.21 |
|
| R1 |
76.95 |
76.95 |
75.90 |
77.64 |
| PP |
74.89 |
74.89 |
74.89 |
75.23 |
| S1 |
73.51 |
73.51 |
75.26 |
74.20 |
| S2 |
71.45 |
71.45 |
74.95 |
|
| S3 |
68.01 |
70.07 |
74.63 |
|
| S4 |
64.57 |
66.63 |
73.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.07 |
72.82 |
5.25 |
6.8% |
2.42 |
3.1% |
86% |
True |
False |
194,560 |
| 10 |
78.07 |
69.05 |
9.02 |
11.7% |
2.06 |
2.7% |
92% |
True |
False |
179,954 |
| 20 |
78.07 |
67.04 |
11.03 |
14.3% |
1.90 |
2.5% |
93% |
True |
False |
155,586 |
| 40 |
78.07 |
61.11 |
16.96 |
21.9% |
1.96 |
2.5% |
96% |
True |
False |
125,244 |
| 60 |
78.07 |
61.11 |
16.96 |
21.9% |
1.98 |
2.6% |
96% |
True |
False |
112,910 |
| 80 |
78.07 |
61.11 |
16.96 |
21.9% |
1.89 |
2.4% |
96% |
True |
False |
106,432 |
| 100 |
78.07 |
59.83 |
18.24 |
23.6% |
1.84 |
2.4% |
96% |
True |
False |
98,583 |
| 120 |
78.07 |
58.73 |
19.34 |
25.0% |
1.76 |
2.3% |
96% |
True |
False |
91,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.99 |
|
2.618 |
86.03 |
|
1.618 |
82.99 |
|
1.000 |
81.11 |
|
0.618 |
79.95 |
|
HIGH |
78.07 |
|
0.618 |
76.91 |
|
0.500 |
76.55 |
|
0.382 |
76.19 |
|
LOW |
75.03 |
|
0.618 |
73.15 |
|
1.000 |
71.99 |
|
1.618 |
70.11 |
|
2.618 |
67.07 |
|
4.250 |
62.11 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
77.07 |
76.70 |
| PP |
76.81 |
76.07 |
| S1 |
76.55 |
75.45 |
|