NYMEX Light Sweet Crude Oil Future February 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 |
72.56 |
73.87 |
1.31 |
1.8% |
70.27 |
| High |
74.15 |
75.01 |
0.86 |
1.2% |
72.63 |
| Low |
72.56 |
72.78 |
0.22 |
0.3% |
68.13 |
| Close |
73.92 |
73.70 |
-0.22 |
-0.3% |
72.47 |
| Range |
1.59 |
2.23 |
0.64 |
40.3% |
4.50 |
| ATR |
1.67 |
1.71 |
0.04 |
2.4% |
0.00 |
| Volume |
33,040 |
29,658 |
-3,382 |
-10.2% |
102,222 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.52 |
79.34 |
74.93 |
|
| R3 |
78.29 |
77.11 |
74.31 |
|
| R2 |
76.06 |
76.06 |
74.11 |
|
| R1 |
74.88 |
74.88 |
73.90 |
74.36 |
| PP |
73.83 |
73.83 |
73.83 |
73.57 |
| S1 |
72.65 |
72.65 |
73.50 |
72.13 |
| S2 |
71.60 |
71.60 |
73.29 |
|
| S3 |
69.37 |
70.42 |
73.09 |
|
| S4 |
67.14 |
68.19 |
72.47 |
|
|
| 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 |
75.01 |
69.34 |
5.67 |
7.7% |
1.65 |
2.2% |
77% |
True |
False |
25,796 |
| 10 |
75.01 |
68.13 |
6.88 |
9.3% |
1.65 |
2.2% |
81% |
True |
False |
26,527 |
| 20 |
75.01 |
66.05 |
8.96 |
12.2% |
1.61 |
2.2% |
85% |
True |
False |
26,747 |
| 40 |
75.01 |
60.52 |
14.49 |
19.7% |
1.74 |
2.4% |
91% |
True |
False |
20,875 |
| 60 |
75.01 |
60.52 |
14.49 |
19.7% |
1.80 |
2.4% |
91% |
True |
False |
17,316 |
| 80 |
75.01 |
60.52 |
14.49 |
19.7% |
1.63 |
2.2% |
91% |
True |
False |
14,481 |
| 100 |
75.01 |
59.21 |
15.80 |
21.4% |
1.59 |
2.2% |
92% |
True |
False |
12,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.49 |
|
2.618 |
80.85 |
|
1.618 |
78.62 |
|
1.000 |
77.24 |
|
0.618 |
76.39 |
|
HIGH |
75.01 |
|
0.618 |
74.16 |
|
0.500 |
73.90 |
|
0.382 |
73.63 |
|
LOW |
72.78 |
|
0.618 |
71.40 |
|
1.000 |
70.55 |
|
1.618 |
69.17 |
|
2.618 |
66.94 |
|
4.250 |
63.30 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
73.90 |
73.54 |
| PP |
73.83 |
73.37 |
| S1 |
73.77 |
73.21 |
|