NYMEX Light Sweet Crude Oil Future June 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	70.27	71.39	1.12	1.6%	67.89
High	71.68	72.50	0.82	1.1%	70.14
Low	70.16	70.39	0.23	0.3%	66.07
Close	71.49	71.27	-0.22	-0.3%	70.02
Range	1.52	2.11	0.59	38.8%	4.07
ATR	1.54	1.58	0.04	2.7%	0.00
Volume	40,359	30,472	-9,887	-24.5%	151,176

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	77.72	76.60	72.43
R3	75.61	74.49	71.85
R2	73.50	73.50	71.66
R1	72.38	72.38	71.46	71.89
PP	71.39	71.39	71.39	71.14
S1	70.27	70.27	71.08	69.78
S2	69.28	69.28	70.88
S3	67.17	68.16	70.69
S4	65.06	66.05	70.11

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	72.50	67.16	5.34	7.5%	1.52	2.1%	77%	True	False	34,344
10	72.50	66.07	6.43	9.0%	1.49	2.1%	81%	True	False	34,781
20	72.50	64.54	7.96	11.2%	1.47	2.1%	85%	True	False	32,492

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	81.47
2.618	78.02
1.618	75.91
1.000	74.61
0.618	73.80
HIGH	72.50
0.618	71.69
0.500	71.45
0.382	71.20
LOW	70.39
0.618	69.09
1.000	68.28
1.618	66.98
2.618	64.87
4.250	61.42

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	71.45	71.11
PP	71.39	70.95
S1	71.33	70.80

Download as Excel Spreadsheet

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

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