NYMEX Light Sweet Crude Oil Future January 2022
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
71.24 |
70.76 |
-0.48 |
-0.7% |
68.56 |
| High |
71.43 |
70.91 |
-0.52 |
-0.7% |
71.84 |
| Low |
70.13 |
68.80 |
-1.33 |
-1.9% |
68.50 |
| Close |
70.81 |
69.21 |
-1.60 |
-2.3% |
70.81 |
| Range |
1.30 |
2.11 |
0.81 |
62.3% |
3.34 |
| ATR |
1.78 |
1.80 |
0.02 |
1.3% |
0.00 |
| Volume |
39,716 |
39,160 |
-556 |
-1.4% |
245,847 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.97 |
74.70 |
70.37 |
|
| R3 |
73.86 |
72.59 |
69.79 |
|
| R2 |
71.75 |
71.75 |
69.60 |
|
| R1 |
70.48 |
70.48 |
69.40 |
70.06 |
| PP |
69.64 |
69.64 |
69.64 |
69.43 |
| S1 |
68.37 |
68.37 |
69.02 |
67.95 |
| S2 |
67.53 |
67.53 |
68.82 |
|
| S3 |
65.42 |
66.26 |
68.63 |
|
| S4 |
63.31 |
64.15 |
68.05 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.40 |
78.95 |
72.65 |
|
| R3 |
77.06 |
75.61 |
71.73 |
|
| R2 |
73.72 |
73.72 |
71.42 |
|
| R1 |
72.27 |
72.27 |
71.12 |
73.00 |
| PP |
70.38 |
70.38 |
70.38 |
70.75 |
| S1 |
68.93 |
68.93 |
70.50 |
69.66 |
| S2 |
67.04 |
67.04 |
70.20 |
|
| S3 |
63.70 |
65.59 |
69.89 |
|
| S4 |
60.36 |
62.25 |
68.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.84 |
68.80 |
3.04 |
4.4% |
1.62 |
2.3% |
13% |
False |
True |
46,831 |
| 10 |
71.84 |
66.67 |
5.17 |
7.5% |
1.67 |
2.4% |
49% |
False |
False |
47,492 |
| 20 |
71.84 |
60.77 |
11.07 |
16.0% |
1.78 |
2.6% |
76% |
False |
False |
39,246 |
| 40 |
71.84 |
60.77 |
11.07 |
16.0% |
1.81 |
2.6% |
76% |
False |
False |
33,567 |
| 60 |
71.84 |
60.77 |
11.07 |
16.0% |
1.87 |
2.7% |
76% |
False |
False |
30,019 |
| 80 |
71.84 |
60.77 |
11.07 |
16.0% |
1.69 |
2.4% |
76% |
False |
False |
24,956 |
| 100 |
71.84 |
59.63 |
12.21 |
17.6% |
1.66 |
2.4% |
78% |
False |
False |
21,394 |
| 120 |
71.84 |
55.89 |
15.95 |
23.0% |
1.61 |
2.3% |
84% |
False |
False |
19,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.88 |
|
2.618 |
76.43 |
|
1.618 |
74.32 |
|
1.000 |
73.02 |
|
0.618 |
72.21 |
|
HIGH |
70.91 |
|
0.618 |
70.10 |
|
0.500 |
69.86 |
|
0.382 |
69.61 |
|
LOW |
68.80 |
|
0.618 |
67.50 |
|
1.000 |
66.69 |
|
1.618 |
65.39 |
|
2.618 |
63.28 |
|
4.250 |
59.83 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.86 |
70.21 |
| PP |
69.64 |
69.88 |
| S1 |
69.43 |
69.54 |
|