NYMEX Light Sweet Crude Oil Future February 2022
| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
70.50 |
71.83 |
1.33 |
1.9% |
70.27 |
| High |
71.93 |
72.63 |
0.70 |
1.0% |
72.63 |
| Low |
70.26 |
71.40 |
1.14 |
1.6% |
68.13 |
| Close |
71.83 |
72.47 |
0.64 |
0.9% |
72.47 |
| Range |
1.67 |
1.23 |
-0.44 |
-26.3% |
4.50 |
| ATR |
1.70 |
1.67 |
-0.03 |
-2.0% |
0.00 |
| Volume |
27,262 |
18,894 |
-8,368 |
-30.7% |
102,222 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.86 |
75.39 |
73.15 |
|
| R3 |
74.63 |
74.16 |
72.81 |
|
| R2 |
73.40 |
73.40 |
72.70 |
|
| R1 |
72.93 |
72.93 |
72.58 |
73.17 |
| PP |
72.17 |
72.17 |
72.17 |
72.28 |
| S1 |
71.70 |
71.70 |
72.36 |
71.94 |
| S2 |
70.94 |
70.94 |
72.24 |
|
| S3 |
69.71 |
70.47 |
72.13 |
|
| S4 |
68.48 |
69.24 |
71.79 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.58 |
83.02 |
74.95 |
|
| R3 |
80.08 |
78.52 |
73.71 |
|
| R2 |
75.58 |
75.58 |
73.30 |
|
| R1 |
74.02 |
74.02 |
72.88 |
74.80 |
| PP |
71.08 |
71.08 |
71.08 |
71.47 |
| S1 |
69.52 |
69.52 |
72.06 |
70.30 |
| S2 |
66.58 |
66.58 |
71.65 |
|
| S3 |
62.08 |
65.02 |
71.23 |
|
| S4 |
57.58 |
60.52 |
70.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.63 |
68.13 |
4.50 |
6.2% |
1.65 |
2.3% |
96% |
True |
False |
20,444 |
| 10 |
72.63 |
68.13 |
4.50 |
6.2% |
1.50 |
2.1% |
96% |
True |
False |
25,437 |
| 20 |
72.63 |
66.05 |
6.58 |
9.1% |
1.55 |
2.1% |
98% |
True |
False |
25,225 |
| 40 |
72.63 |
60.52 |
12.11 |
16.7% |
1.74 |
2.4% |
99% |
True |
False |
19,682 |
| 60 |
72.63 |
60.52 |
12.11 |
16.7% |
1.78 |
2.5% |
99% |
True |
False |
16,603 |
| 80 |
72.63 |
60.52 |
12.11 |
16.7% |
1.61 |
2.2% |
99% |
True |
False |
13,768 |
| 100 |
72.63 |
59.21 |
13.42 |
18.5% |
1.57 |
2.2% |
99% |
True |
False |
12,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.86 |
|
2.618 |
75.85 |
|
1.618 |
74.62 |
|
1.000 |
73.86 |
|
0.618 |
73.39 |
|
HIGH |
72.63 |
|
0.618 |
72.16 |
|
0.500 |
72.02 |
|
0.382 |
71.87 |
|
LOW |
71.40 |
|
0.618 |
70.64 |
|
1.000 |
70.17 |
|
1.618 |
69.41 |
|
2.618 |
68.18 |
|
4.250 |
66.17 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
72.32 |
71.98 |
| PP |
72.17 |
71.48 |
| S1 |
72.02 |
70.99 |
|