NYMEX Light Sweet Crude Oil Future June 2022

Trading Metrics calculated at close of trading on 04-Oct-2021

Day Change Summary
	Previous	Current
	01-Oct-2021	04-Oct-2021	Change	Change %	Previous Week
Open	71.20	72.28	1.08	1.5%	70.27
High	72.34	74.47	2.13	2.9%	72.50
Low	70.50	71.79	1.29	1.8%	69.64
Close	72.23	73.82	1.59	2.2%	72.23
Range	1.84	2.68	0.84	45.7%	2.86
ATR	1.67	1.74	0.07	4.3%	0.00
Volume	32,979	42,014	9,035	27.4%	166,143

Daily Pivots for day following 04-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	81.40	80.29	75.29
R3	78.72	77.61	74.56
R2	76.04	76.04	74.31
R1	74.93	74.93	74.07	75.49
PP	73.36	73.36	73.36	73.64
S1	72.25	72.25	73.57	72.81
S2	70.68	70.68	73.33
S3	68.00	69.57	73.08
S4	65.32	66.89	72.35

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	74.47	69.64	4.83	6.5%	2.19	3.0%	87%	True	False	33,559
10	74.47	66.07	8.40	11.4%	1.81	2.4%	92%	True	False	33,606
20	74.47	64.79	9.68	13.1%	1.62	2.2%	93%	True	False	33,590

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	0.57
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	85.86
2.618	81.49
1.618	78.81
1.000	77.15
0.618	76.13
HIGH	74.47
0.618	73.45
0.500	73.13
0.382	72.81
LOW	71.79
0.618	70.13
1.000	69.11
1.618	67.45
2.618	64.77
4.250	60.40

Fisher Pivots for day following 04-Oct-2021
Pivot	1 day	3 day
R1	73.59	73.23
PP	73.36	72.64
S1	73.13	72.06

Download as Excel Spreadsheet

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

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