NYMEX Light Sweet Crude Oil Future June 2022

Trading Metrics calculated at close of trading on 01-Oct-2021

Day Change Summary
	Previous	Current
	30-Sep-2021	01-Oct-2021	Change	Change %	Previous Week
Open	71.00	71.20	0.20	0.3%	70.27
High	72.07	72.34	0.27	0.4%	72.50
Low	69.64	70.50	0.86	1.2%	69.64
Close	71.15	72.23	1.08	1.5%	72.23
Range	2.43	1.84	-0.59	-24.3%	2.86
ATR	1.66	1.67	0.01	0.8%	0.00
Volume	37,969	32,979	-4,990	-13.1%	166,143

Daily Pivots for day following 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	77.21	76.56	73.24
R3	75.37	74.72	72.74
R2	73.53	73.53	72.57
R1	72.88	72.88	72.40	73.21
PP	71.69	71.69	71.69	71.85
S1	71.04	71.04	72.06	71.37
S2	69.85	69.85	71.89
S3	68.01	69.20	71.72
S4	66.17	67.36	71.22

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	80.04	78.99	73.80
R3	77.18	76.13	73.02
R2	74.32	74.32	72.75
R1	73.27	73.27	72.49	73.80
PP	71.46	71.46	71.46	71.72
S1	70.41	70.41	71.97	70.94
S2	68.60	68.60	71.71
S3	65.74	67.55	71.44
S4	62.88	64.69	70.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.50	69.64	2.86	4.0%	1.96	2.7%	91%	False	False	33,228
10	72.50	66.07	6.43	8.9%	1.71	2.4%	96%	False	False	31,731
20	72.50	64.79	7.71	10.7%	1.54	2.1%	96%	False	False	32,810

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.52
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.16
2.618	77.16
1.618	75.32
1.000	74.18
0.618	73.48
HIGH	72.34
0.618	71.64
0.500	71.42
0.382	71.20
LOW	70.50
0.618	69.36
1.000	68.66
1.618	67.52
2.618	65.68
4.250	62.68

Fisher Pivots for day following 01-Oct-2021
Pivot	1 day	3 day
R1	71.96	71.82
PP	71.69	71.40
S1	71.42	70.99

Download as Excel Spreadsheet

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

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