NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 70.19 69.61 -0.58 -0.8% 67.89
High 70.28 69.64 -0.64 -0.9% 70.74
Low 69.10 67.70 -1.40 -2.0% 67.89
Close 69.65 68.08 -1.57 -2.3% 69.65
Range 1.18 1.94 0.76 64.4% 2.85
ATR 1.61 1.63 0.02 1.5% 0.00
Volume 30,979 27,013 -3,966 -12.8% 172,433
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 74.29 73.13 69.15
R3 72.35 71.19 68.61
R2 70.41 70.41 68.44
R1 69.25 69.25 68.26 68.86
PP 68.47 68.47 68.47 68.28
S1 67.31 67.31 67.90 66.92
S2 66.53 66.53 67.72
S3 64.59 65.37 67.55
S4 62.65 63.43 67.01
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 77.98 76.66 71.22
R3 75.13 73.81 70.43
R2 72.28 72.28 70.17
R1 70.96 70.96 69.91 71.62
PP 69.43 69.43 69.43 69.76
S1 68.11 68.11 69.39 68.77
S2 66.58 66.58 69.13
S3 63.73 65.26 68.87
S4 60.88 62.41 68.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.74 67.70 3.04 4.5% 1.48 2.2% 13% False True 34,252
10 70.74 65.97 4.77 7.0% 1.50 2.2% 44% False False 32,838
20 70.74 60.64 10.10 14.8% 1.58 2.3% 74% False False 29,301
40 70.74 60.21 10.53 15.5% 1.62 2.4% 75% False False 23,586
60 70.74 60.21 10.53 15.5% 1.69 2.5% 75% False False 20,365
80 70.74 60.21 10.53 15.5% 1.54 2.3% 75% False False 18,171
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 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.89
2.618 74.72
1.618 72.78
1.000 71.58
0.618 70.84
HIGH 69.64
0.618 68.90
0.500 68.67
0.382 68.44
LOW 67.70
0.618 66.50
1.000 65.76
1.618 64.56
2.618 62.62
4.250 59.46
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 68.67 69.06
PP 68.47 68.73
S1 68.28 68.41

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

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