NYMEX Light Sweet Crude Oil Future March 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 69.99 71.13 1.14 1.6% 69.61
High 71.32 72.00 0.68 1.0% 72.00
Low 69.75 70.84 1.09 1.6% 67.60
Close 71.23 71.85 0.62 0.9% 71.85
Range 1.57 1.16 -0.41 -26.1% 4.40
ATR 1.64 1.61 -0.03 -2.1% 0.00
Volume 43,467 24,256 -19,211 -44.2% 146,700
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 75.04 74.61 72.49
R3 73.88 73.45 72.17
R2 72.72 72.72 72.06
R1 72.29 72.29 71.96 72.51
PP 71.56 71.56 71.56 71.67
S1 71.13 71.13 71.74 71.35
S2 70.40 70.40 71.64
S3 69.24 69.97 71.53
S4 68.08 68.81 71.21
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 83.68 82.17 74.27
R3 79.28 77.77 73.06
R2 74.88 74.88 72.66
R1 73.37 73.37 72.25 74.13
PP 70.48 70.48 70.48 70.86
S1 68.97 68.97 71.45 69.73
S2 66.08 66.08 71.04
S3 61.68 64.57 70.64
S4 57.28 60.17 69.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.00 67.60 4.40 6.1% 1.58 2.2% 97% True False 29,340
10 72.00 67.60 4.40 6.1% 1.44 2.0% 97% True False 31,913
20 72.00 65.70 6.30 8.8% 1.48 2.1% 98% True False 30,998
40 72.00 60.21 11.79 16.4% 1.66 2.3% 99% True False 25,372
60 72.00 60.21 11.79 16.4% 1.72 2.4% 99% True False 21,936
80 72.00 60.21 11.79 16.4% 1.56 2.2% 99% True False 19,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 76.93
2.618 75.04
1.618 73.88
1.000 73.16
0.618 72.72
HIGH 72.00
0.618 71.56
0.500 71.42
0.382 71.28
LOW 70.84
0.618 70.12
1.000 69.68
1.618 68.96
2.618 67.80
4.250 65.91
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 71.71 71.37
PP 71.56 70.89
S1 71.42 70.41

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

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