NYMEX Light Sweet Crude Oil Future November 2021
| 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 |
75.12 |
75.90 |
0.78 |
1.0% |
74.19 |
| High |
75.99 |
78.38 |
2.39 |
3.1% |
76.67 |
| Low |
74.23 |
75.32 |
1.09 |
1.5% |
73.14 |
| Close |
75.88 |
77.62 |
1.74 |
2.3% |
75.88 |
| Range |
1.76 |
3.06 |
1.30 |
73.9% |
3.53 |
| ATR |
1.98 |
2.06 |
0.08 |
3.9% |
0.00 |
| Volume |
388,996 |
458,006 |
69,010 |
17.7% |
2,290,350 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.29 |
85.01 |
79.30 |
|
| R3 |
83.23 |
81.95 |
78.46 |
|
| R2 |
80.17 |
80.17 |
78.18 |
|
| R1 |
78.89 |
78.89 |
77.90 |
79.53 |
| PP |
77.11 |
77.11 |
77.11 |
77.43 |
| S1 |
75.83 |
75.83 |
77.34 |
76.47 |
| S2 |
74.05 |
74.05 |
77.06 |
|
| S3 |
70.99 |
72.77 |
76.78 |
|
| S4 |
67.93 |
69.71 |
75.94 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.82 |
84.38 |
77.82 |
|
| R3 |
82.29 |
80.85 |
76.85 |
|
| R2 |
78.76 |
78.76 |
76.53 |
|
| R1 |
77.32 |
77.32 |
76.20 |
78.04 |
| PP |
75.23 |
75.23 |
75.23 |
75.59 |
| S1 |
73.79 |
73.79 |
75.56 |
74.51 |
| S2 |
71.70 |
71.70 |
75.23 |
|
| S3 |
68.17 |
70.26 |
74.91 |
|
| S4 |
64.64 |
66.73 |
73.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.38 |
73.14 |
5.24 |
6.8% |
2.45 |
3.2% |
85% |
True |
False |
466,105 |
| 10 |
78.38 |
69.39 |
8.99 |
11.6% |
2.09 |
2.7% |
92% |
True |
False |
427,660 |
| 20 |
78.38 |
67.35 |
11.03 |
14.2% |
1.94 |
2.5% |
93% |
True |
False |
332,229 |
| 40 |
78.38 |
61.50 |
16.88 |
21.7% |
2.00 |
2.6% |
95% |
True |
False |
214,835 |
| 60 |
78.38 |
61.50 |
16.88 |
21.7% |
2.03 |
2.6% |
95% |
True |
False |
163,390 |
| 80 |
78.38 |
61.50 |
16.88 |
21.7% |
1.93 |
2.5% |
95% |
True |
False |
132,461 |
| 100 |
78.38 |
60.43 |
17.95 |
23.1% |
1.87 |
2.4% |
96% |
True |
False |
110,365 |
| 120 |
78.38 |
59.20 |
19.18 |
24.7% |
1.78 |
2.3% |
96% |
True |
False |
94,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.39 |
|
2.618 |
86.39 |
|
1.618 |
83.33 |
|
1.000 |
81.44 |
|
0.618 |
80.27 |
|
HIGH |
78.38 |
|
0.618 |
77.21 |
|
0.500 |
76.85 |
|
0.382 |
76.49 |
|
LOW |
75.32 |
|
0.618 |
73.43 |
|
1.000 |
72.26 |
|
1.618 |
70.37 |
|
2.618 |
67.31 |
|
4.250 |
62.32 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
77.36 |
77.00 |
| PP |
77.11 |
76.38 |
| S1 |
76.85 |
75.76 |
|