NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 70.03 71.07 1.04 1.5% 68.56
High 71.47 72.54 1.07 1.5% 71.84
Low 69.82 70.81 0.99 1.4% 68.50
Close 71.40 72.42 1.02 1.4% 70.81
Range 1.65 1.73 0.08 4.8% 3.34
ATR 1.81 1.80 -0.01 -0.3% 0.00
Volume 50,992 78,545 27,553 54.0% 245,847
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 77.11 76.50 73.37
R3 75.38 74.77 72.90
R2 73.65 73.65 72.74
R1 73.04 73.04 72.58 73.35
PP 71.92 71.92 71.92 72.08
S1 71.31 71.31 72.26 71.62
S2 70.19 70.19 72.10
S3 68.46 69.58 71.94
S4 66.73 67.85 71.47
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 72.54 68.61 3.93 5.4% 1.74 2.4% 97% True False 50,197
10 72.54 66.80 5.74 7.9% 1.69 2.3% 98% True False 49,311
20 72.54 65.91 6.63 9.2% 1.66 2.3% 98% True False 42,459
40 72.54 60.77 11.77 16.3% 1.85 2.6% 99% True False 36,307
60 72.54 60.77 11.77 16.3% 1.89 2.6% 99% True False 32,403
80 72.54 60.77 11.77 16.3% 1.71 2.4% 99% True False 26,823
100 72.54 59.63 12.91 17.8% 1.67 2.3% 99% True False 22,960
120 72.54 56.61 15.93 22.0% 1.60 2.2% 99% True False 20,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.89
2.618 77.07
1.618 75.34
1.000 74.27
0.618 73.61
HIGH 72.54
0.618 71.88
0.500 71.68
0.382 71.47
LOW 70.81
0.618 69.74
1.000 69.08
1.618 68.01
2.618 66.28
4.250 63.46
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 72.17 71.81
PP 71.92 71.19
S1 71.68 70.58

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

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