NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
75.90 |
77.58 |
1.68 |
2.2% |
74.19 |
| High |
78.38 |
79.48 |
1.10 |
1.4% |
76.67 |
| Low |
75.32 |
77.47 |
2.15 |
2.9% |
73.14 |
| Close |
77.62 |
78.93 |
1.31 |
1.7% |
75.88 |
| Range |
3.06 |
2.01 |
-1.05 |
-34.3% |
3.53 |
| ATR |
2.06 |
2.06 |
0.00 |
-0.2% |
0.00 |
| Volume |
458,006 |
449,617 |
-8,389 |
-1.8% |
2,290,350 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.66 |
83.80 |
80.04 |
|
| R3 |
82.65 |
81.79 |
79.48 |
|
| R2 |
80.64 |
80.64 |
79.30 |
|
| R1 |
79.78 |
79.78 |
79.11 |
80.21 |
| PP |
78.63 |
78.63 |
78.63 |
78.84 |
| S1 |
77.77 |
77.77 |
78.75 |
78.20 |
| S2 |
76.62 |
76.62 |
78.56 |
|
| S3 |
74.61 |
75.76 |
78.38 |
|
| S4 |
72.60 |
73.75 |
77.82 |
|
|
| 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 |
79.48 |
73.14 |
6.34 |
8.0% |
2.36 |
3.0% |
91% |
True |
False |
460,800 |
| 10 |
79.48 |
70.64 |
8.84 |
11.2% |
2.08 |
2.6% |
94% |
True |
False |
433,282 |
| 20 |
79.48 |
67.35 |
12.13 |
15.4% |
1.95 |
2.5% |
95% |
True |
False |
347,738 |
| 40 |
79.48 |
61.50 |
17.98 |
22.8% |
1.99 |
2.5% |
97% |
True |
False |
223,226 |
| 60 |
79.48 |
61.50 |
17.98 |
22.8% |
2.04 |
2.6% |
97% |
True |
False |
170,351 |
| 80 |
79.48 |
61.50 |
17.98 |
22.8% |
1.95 |
2.5% |
97% |
True |
False |
137,158 |
| 100 |
79.48 |
60.43 |
19.05 |
24.1% |
1.86 |
2.4% |
97% |
True |
False |
114,665 |
| 120 |
79.48 |
59.20 |
20.28 |
25.7% |
1.79 |
2.3% |
97% |
True |
False |
98,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.02 |
|
2.618 |
84.74 |
|
1.618 |
82.73 |
|
1.000 |
81.49 |
|
0.618 |
80.72 |
|
HIGH |
79.48 |
|
0.618 |
78.71 |
|
0.500 |
78.48 |
|
0.382 |
78.24 |
|
LOW |
77.47 |
|
0.618 |
76.23 |
|
1.000 |
75.46 |
|
1.618 |
74.22 |
|
2.618 |
72.21 |
|
4.250 |
68.93 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
78.78 |
78.24 |
| PP |
78.63 |
77.55 |
| S1 |
78.48 |
76.86 |
|