NYMEX Light Sweet Crude Oil Future June 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	68.42	67.89	-0.53	-0.8%	66.62
High	68.61	67.89	-0.72	-1.0%	69.18
Low	67.57	66.15	-1.42	-2.1%	66.57
Close	68.01	66.50	-1.51	-2.2%	68.01
Range	1.04	1.74	0.70	67.3%	2.61
ATR	1.54	1.56	0.02	1.5%	0.00
Volume	27,297	23,268	-4,029	-14.8%	181,039

Daily Pivots for day following 20-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	72.07	71.02	67.46
R3	70.33	69.28	66.98
R2	68.59	68.59	66.82
R1	67.54	67.54	66.66	67.20
PP	66.85	66.85	66.85	66.67
S1	65.80	65.80	66.34	65.46
S2	65.11	65.11	66.18
S3	63.37	64.06	66.02
S4	61.63	62.32	65.54

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	75.75	74.49	69.45
R3	73.14	71.88	68.73
R2	70.53	70.53	68.49
R1	69.27	69.27	68.25	69.90
PP	67.92	67.92	67.92	68.24
S1	66.66	66.66	67.77	67.29
S2	65.31	65.31	67.53
S3	62.70	64.05	67.29
S4	60.09	61.44	66.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.18	66.15	3.03	4.6%	1.34	2.0%	12%	False	True	34,942
10	69.18	64.79	4.39	6.6%	1.43	2.1%	39%	False	False	33,574

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	0.20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	75.29
2.618	72.45
1.618	70.71
1.000	69.63
0.618	68.97
HIGH	67.89
0.618	67.23
0.500	67.02
0.382	66.81
LOW	66.15
0.618	65.07
1.000	64.41
1.618	63.33
2.618	61.59
4.250	58.76

Fisher Pivots for day following 20-Sep-2021
Pivot	1 day	3 day
R1	67.02	67.49
PP	66.85	67.16
S1	66.67	66.83

Download as Excel Spreadsheet

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

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