NYMEX Light Sweet Crude Oil Future January 2022
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
73.24 |
74.45 |
1.21 |
1.7% |
70.76 |
| High |
74.77 |
75.67 |
0.90 |
1.2% |
73.26 |
| Low |
73.23 |
73.31 |
0.08 |
0.1% |
68.61 |
| Close |
74.53 |
74.33 |
-0.20 |
-0.3% |
73.07 |
| Range |
1.54 |
2.36 |
0.82 |
53.2% |
4.65 |
| ATR |
1.76 |
1.80 |
0.04 |
2.4% |
0.00 |
| Volume |
71,925 |
64,958 |
-6,967 |
-9.7% |
262,112 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.52 |
80.28 |
75.63 |
|
| R3 |
79.16 |
77.92 |
74.98 |
|
| R2 |
76.80 |
76.80 |
74.76 |
|
| R1 |
75.56 |
75.56 |
74.55 |
75.00 |
| PP |
74.44 |
74.44 |
74.44 |
74.16 |
| S1 |
73.20 |
73.20 |
74.11 |
72.64 |
| S2 |
72.08 |
72.08 |
73.90 |
|
| S3 |
69.72 |
70.84 |
73.68 |
|
| S4 |
67.36 |
68.48 |
73.03 |
|
|
| 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 |
75.67 |
69.82 |
5.85 |
7.9% |
1.71 |
2.3% |
77% |
True |
False |
63,452 |
| 10 |
75.67 |
68.61 |
7.06 |
9.5% |
1.74 |
2.3% |
81% |
True |
False |
54,839 |
| 20 |
75.67 |
66.35 |
9.32 |
12.5% |
1.70 |
2.3% |
86% |
True |
False |
48,085 |
| 40 |
75.67 |
60.77 |
14.90 |
20.0% |
1.85 |
2.5% |
91% |
True |
False |
39,590 |
| 60 |
75.67 |
60.77 |
14.90 |
20.0% |
1.91 |
2.6% |
91% |
True |
False |
34,632 |
| 80 |
75.67 |
60.77 |
14.90 |
20.0% |
1.74 |
2.3% |
91% |
True |
False |
28,874 |
| 100 |
75.67 |
59.63 |
16.04 |
21.6% |
1.68 |
2.3% |
92% |
True |
False |
24,645 |
| 120 |
75.67 |
56.84 |
18.83 |
25.3% |
1.61 |
2.2% |
93% |
True |
False |
21,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.70 |
|
2.618 |
81.85 |
|
1.618 |
79.49 |
|
1.000 |
78.03 |
|
0.618 |
77.13 |
|
HIGH |
75.67 |
|
0.618 |
74.77 |
|
0.500 |
74.49 |
|
0.382 |
74.21 |
|
LOW |
73.31 |
|
0.618 |
71.85 |
|
1.000 |
70.95 |
|
1.618 |
69.49 |
|
2.618 |
67.13 |
|
4.250 |
63.28 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
74.49 |
74.16 |
| PP |
74.44 |
73.99 |
| S1 |
74.38 |
73.82 |
|