NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 70.76 69.48 -1.28 -1.8% 68.56
High 70.91 70.52 -0.39 -0.5% 71.84
Low 68.80 68.61 -0.19 -0.3% 68.50
Close 69.21 69.67 0.46 0.7% 70.81
Range 2.11 1.91 -0.20 -9.5% 3.34
ATR 1.80 1.81 0.01 0.4% 0.00
Volume 39,160 42,573 3,413 8.7% 245,847
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 75.33 74.41 70.72
R3 73.42 72.50 70.20
R2 71.51 71.51 70.02
R1 70.59 70.59 69.85 71.05
PP 69.60 69.60 69.60 69.83
S1 68.68 68.68 69.49 69.14
S2 67.69 67.69 69.32
S3 65.78 66.77 69.14
S4 63.87 64.86 68.62
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 68.61 3.23 4.6% 1.77 2.5% 33% False True 46,225
10 71.84 66.67 5.17 7.4% 1.69 2.4% 58% False False 47,571
20 71.84 64.38 7.46 10.7% 1.68 2.4% 71% False False 39,052
40 71.84 60.77 11.07 15.9% 1.81 2.6% 80% False False 34,026
60 71.84 60.77 11.07 15.9% 1.88 2.7% 80% False False 30,518
80 71.84 60.77 11.07 15.9% 1.70 2.4% 80% False False 25,431
100 71.84 59.63 12.21 17.5% 1.67 2.4% 82% False False 21,770
120 71.84 55.89 15.95 22.9% 1.61 2.3% 86% False False 19,374
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.64
2.618 75.52
1.618 73.61
1.000 72.43
0.618 71.70
HIGH 70.52
0.618 69.79
0.500 69.57
0.382 69.34
LOW 68.61
0.618 67.43
1.000 66.70
1.618 65.52
2.618 63.61
4.250 60.49
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 69.64 70.02
PP 69.60 69.90
S1 69.57 69.79

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

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