NYMEX Light Sweet Crude Oil Future March 2022

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	72.27	72.69	0.42	0.6%	69.61
High	73.54	73.95	0.41	0.6%	72.00
Low	71.69	71.31	-0.38	-0.5%	67.60
Close	72.84	72.99	0.15	0.2%	71.85
Range	1.85	2.64	0.79	42.7%	4.40
ATR	1.67	1.74	0.07	4.1%	0.00
Volume	27,233	33,004	5,771	21.2%	146,700

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	80.67	79.47	74.44
R3	78.03	76.83	73.72
R2	75.39	75.39	73.47
R1	74.19	74.19	73.23	74.79
PP	72.75	72.75	72.75	73.05
S1	71.55	71.55	72.75	72.15
S2	70.11	70.11	72.51
S3	67.47	68.91	72.26
S4	64.83	66.27	71.54

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	70.84	3.57	4.9%	1.86	2.5%	60%	False	False	31,206
10	74.41	67.60	6.81	9.3%	1.72	2.4%	79%	False	False	30,945
20	74.41	65.97	8.44	11.6%	1.63	2.2%	83%	False	False	32,124
40	74.41	60.21	14.20	19.5%	1.67	2.3%	90%	False	False	26,776
60	74.41	60.21	14.20	19.5%	1.70	2.3%	90%	False	False	22,937
80	74.41	60.21	14.20	19.5%	1.61	2.2%	90%	False	False	20,421

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	0.45
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	85.17
2.618	80.86
1.618	78.22
1.000	76.59
0.618	75.58
HIGH	73.95
0.618	72.94
0.500	72.63
0.382	72.32
LOW	71.31
0.618	69.68
1.000	68.67
1.618	67.04
2.618	64.40
4.250	60.09

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	72.87	72.95
PP	72.75	72.90
S1	72.63	72.86

Download as Excel Spreadsheet

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

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