NYMEX Light Sweet Crude Oil Future June 2022

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	69.47	70.27	0.80	1.2%	67.89
High	70.14	71.68	1.54	2.2%	70.14
Low	69.09	70.16	1.07	1.5%	66.07
Close	70.02	71.49	1.47	2.1%	70.02
Range	1.05	1.52	0.47	44.8%	4.07
ATR	1.53	1.54	0.01	0.6%	0.00
Volume	30,888	40,359	9,471	30.7%	151,176

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	75.67	75.10	72.33
R3	74.15	73.58	71.91
R2	72.63	72.63	71.77
R1	72.06	72.06	71.63	72.35
PP	71.11	71.11	71.11	71.25
S1	70.54	70.54	71.35	70.83
S2	69.59	69.59	71.21
S3	68.07	69.02	71.07
S4	66.55	67.50	70.65

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	80.95	79.56	72.26
R3	76.88	75.49	71.14
R2	72.81	72.81	70.77
R1	71.42	71.42	70.39	72.12
PP	68.74	68.74	68.74	69.09
S1	67.35	67.35	69.65	68.05
S2	64.67	64.67	69.27
S3	60.60	63.28	68.90
S4	56.53	59.21	67.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.68	66.07	5.61	7.8%	1.43	2.0%	97%	True	False	33,653
10	71.68	66.07	5.61	7.8%	1.39	1.9%	97%	True	False	34,297
20	71.68	64.54	7.14	10.0%	1.43	2.0%	97%	True	False	31,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.27
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	78.14
2.618	75.66
1.618	74.14
1.000	73.20
0.618	72.62
HIGH	71.68
0.618	71.10
0.500	70.92
0.382	70.74
LOW	70.16
0.618	69.22
1.000	68.64
1.618	67.70
2.618	66.18
4.250	63.70

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	71.30	70.95
PP	71.11	70.40
S1	70.92	69.86

Download as Excel Spreadsheet

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

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