NYMEX Light Sweet Crude Oil Future March 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	72.24	73.17	0.93	1.3%	69.61
High	73.54	74.41	0.87	1.2%	72.00
Low	72.19	72.12	-0.07	-0.1%	67.60
Close	73.32	73.09	-0.23	-0.3%	71.85
Range	1.35	2.29	0.94	69.6%	4.40
ATR	1.61	1.66	0.05	3.0%	0.00
Volume	44,192	27,348	-16,844	-38.1%	146,700

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	80.08	78.87	74.35
R3	77.79	76.58	73.72
R2	75.50	75.50	73.51
R1	74.29	74.29	73.30	73.75
PP	73.21	73.21	73.21	72.94
S1	72.00	72.00	72.88	71.46
S2	70.92	70.92	72.67
S3	68.63	69.71	72.46
S4	66.34	67.42	71.83

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	74.41	68.81	5.60	7.7%	1.57	2.1%	76%	True	False	33,906
10	74.41	67.60	6.81	9.3%	1.59	2.2%	81%	True	False	33,483
20	74.41	65.70	8.71	11.9%	1.54	2.1%	85%	True	False	32,253
40	74.41	60.21	14.20	19.4%	1.67	2.3%	91%	True	False	26,551
60	74.41	60.21	14.20	19.4%	1.73	2.4%	91%	True	False	22,545
80	74.41	60.21	14.20	19.4%	1.58	2.2%	91%	True	False	19,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	84.14
2.618	80.41
1.618	78.12
1.000	76.70
0.618	75.83
HIGH	74.41
0.618	73.54
0.500	73.27
0.382	72.99
LOW	72.12
0.618	70.70
1.000	69.83
1.618	68.41
2.618	66.12
4.250	62.39

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	73.27	72.94
PP	73.21	72.78
S1	73.15	72.63

Download as Excel Spreadsheet

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

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