NYMEX Light Sweet Crude Oil Future February 2022

Trading Metrics calculated at close of trading on 15-Sep-2021

Day Change Summary
	Previous	Current
	14-Sep-2021	15-Sep-2021	Change	Change %	Previous Week
Open	69.13	69.19	0.06	0.1%	67.97
High	69.62	71.28	1.66	2.4%	68.48
Low	68.49	69.19	0.70	1.0%	66.33
Close	68.93	70.69	1.76	2.6%	68.33
Range	1.13	2.09	0.96	85.0%	2.15
ATR	1.70	1.75	0.05	2.7%	0.00
Volume	26,429	44,297	17,868	67.6%	113,406

Daily Pivots for day following 15-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.66	75.76	71.84
R3	74.57	73.67	71.26
R2	72.48	72.48	71.07
R1	71.58	71.58	70.88	72.03
PP	70.39	70.39	70.39	70.61
S1	69.49	69.49	70.50	69.94
S2	68.30	68.30	70.31
S3	66.21	67.40	70.12
S4	64.12	65.31	69.54

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	74.16	73.40	69.51
R3	72.01	71.25	68.92
R2	69.86	69.86	68.72
R1	69.10	69.10	68.53	69.48
PP	67.71	67.71	67.71	67.91
S1	66.95	66.95	68.13	67.33
S2	65.56	65.56	67.94
S3	63.41	64.80	67.74
S4	61.26	62.65	67.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.28	66.33	4.95	7.0%	1.72	2.4%	88%	True	False	31,167
10	71.28	66.05	5.23	7.4%	1.69	2.4%	89%	True	False	30,038
20	71.28	60.52	10.76	15.2%	1.77	2.5%	95%	True	False	23,873
40	71.28	60.52	10.76	15.2%	1.73	2.4%	95%	True	False	17,740
60	71.28	60.52	10.76	15.2%	1.72	2.4%	95%	True	False	14,574
80	71.28	60.52	10.76	15.2%	1.58	2.2%	95%	True	False	12,252

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	80.16
2.618	76.75
1.618	74.66
1.000	73.37
0.618	72.57
HIGH	71.28
0.618	70.48
0.500	70.24
0.382	69.99
LOW	69.19
0.618	67.90
1.000	67.10
1.618	65.81
2.618	63.72
4.250	60.31

Fisher Pivots for day following 15-Sep-2021
Pivot	1 day	3 day
R1	70.54	70.37
PP	70.39	70.04
S1	70.24	69.72

Download as Excel Spreadsheet

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

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