NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 67.68 67.39 -0.29 -0.4% 60.77
High 68.30 69.55 1.25 1.8% 67.80
Low 66.35 66.94 0.59 0.9% 60.77
Close 67.67 69.05 1.38 2.0% 67.70
Range 1.95 2.61 0.66 33.8% 7.03
ATR 1.91 1.96 0.05 2.6% 0.00
Volume 37,889 37,497 -392 -1.0% 155,061
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 76.34 75.31 70.49
R3 73.73 72.70 69.77
R2 71.12 71.12 69.53
R1 70.09 70.09 69.29 70.61
PP 68.51 68.51 68.51 68.77
S1 67.48 67.48 68.81 68.00
S2 65.90 65.90 68.57
S3 63.29 64.87 68.33
S4 60.68 62.26 67.61
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 86.51 84.14 71.57
R3 79.48 77.11 69.63
R2 72.45 72.45 68.99
R1 70.08 70.08 68.34 71.27
PP 65.42 65.42 65.42 66.02
S1 63.05 63.05 67.06 64.24
S2 58.39 58.39 66.41
S3 51.36 56.02 65.77
S4 44.33 48.99 63.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.55 66.35 3.20 4.6% 1.74 2.5% 84% True False 30,200
10 69.55 60.77 8.78 12.7% 1.97 2.9% 94% True False 31,085
20 69.55 60.77 8.78 12.7% 1.96 2.8% 94% True False 30,993
40 71.38 60.77 10.61 15.4% 1.94 2.8% 78% False False 28,223
60 71.71 60.77 10.94 15.8% 1.79 2.6% 76% False False 23,598
80 71.71 59.63 12.08 17.5% 1.70 2.5% 78% False False 19,725
100 71.71 58.31 13.40 19.4% 1.61 2.3% 80% False False 17,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 80.64
2.618 76.38
1.618 73.77
1.000 72.16
0.618 71.16
HIGH 69.55
0.618 68.55
0.500 68.25
0.382 67.94
LOW 66.94
0.618 65.33
1.000 64.33
1.618 62.72
2.618 60.11
4.250 55.85
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 68.78 68.68
PP 68.51 68.32
S1 68.25 67.95

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

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