NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 72.36 73.24 0.88 1.2% 70.76
High 73.26 74.77 1.51 2.1% 73.26
Low 71.97 73.23 1.26 1.8% 68.61
Close 73.07 74.53 1.46 2.0% 73.07
Range 1.29 1.54 0.25 19.4% 4.65
ATR 1.76 1.76 0.00 -0.3% 0.00
Volume 50,842 71,925 21,083 41.5% 262,112
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 78.80 78.20 75.38
R3 77.26 76.66 74.95
R2 75.72 75.72 74.81
R1 75.12 75.12 74.67 75.42
PP 74.18 74.18 74.18 74.33
S1 73.58 73.58 74.39 73.88
S2 72.64 72.64 74.25
S3 71.10 72.04 74.11
S4 69.56 70.50 73.68
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 85.60 83.98 75.63
R3 80.95 79.33 74.35
R2 76.30 76.30 73.92
R1 74.68 74.68 73.50 75.49
PP 71.65 71.65 71.65 72.05
S1 70.03 70.03 72.64 70.84
S2 67.00 67.00 72.22
S3 62.35 65.38 71.79
S4 57.70 60.73 70.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.77 68.61 6.16 8.3% 1.62 2.2% 96% True False 58,975
10 74.77 68.61 6.16 8.3% 1.62 2.2% 96% True False 52,903
20 74.77 66.35 8.42 11.3% 1.67 2.2% 97% True False 46,237
40 74.77 60.77 14.00 18.8% 1.86 2.5% 98% True False 38,470
60 74.77 60.77 14.00 18.8% 1.89 2.5% 98% True False 33,840
80 74.77 60.77 14.00 18.8% 1.72 2.3% 98% True False 28,130
100 74.77 59.63 15.14 20.3% 1.67 2.2% 98% True False 24,055
120 74.77 56.74 18.03 24.2% 1.59 2.1% 99% True False 21,191
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.32
2.618 78.80
1.618 77.26
1.000 76.31
0.618 75.72
HIGH 74.77
0.618 74.18
0.500 74.00
0.382 73.82
LOW 73.23
0.618 72.28
1.000 71.69
1.618 70.74
2.618 69.20
4.250 66.69
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 74.35 73.95
PP 74.18 73.37
S1 74.00 72.79

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

View Archives - Comment on this page... - Back to Index of Symbols