NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
78.86 |
79.59 |
0.73 |
0.9% |
75.90 |
| High |
80.11 |
82.18 |
2.07 |
2.6% |
80.11 |
| Low |
78.63 |
79.55 |
0.92 |
1.2% |
74.96 |
| Close |
79.35 |
80.52 |
1.17 |
1.5% |
79.35 |
| Range |
1.48 |
2.63 |
1.15 |
77.7% |
5.15 |
| ATR |
2.22 |
2.26 |
0.04 |
2.0% |
0.00 |
| Volume |
662,010 |
653,756 |
-8,254 |
-1.2% |
2,573,696 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.64 |
87.21 |
81.97 |
|
| R3 |
86.01 |
84.58 |
81.24 |
|
| R2 |
83.38 |
83.38 |
81.00 |
|
| R1 |
81.95 |
81.95 |
80.76 |
82.67 |
| PP |
80.75 |
80.75 |
80.75 |
81.11 |
| S1 |
79.32 |
79.32 |
80.28 |
80.04 |
| S2 |
78.12 |
78.12 |
80.04 |
|
| S3 |
75.49 |
76.69 |
79.80 |
|
| S4 |
72.86 |
74.06 |
79.07 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.59 |
91.62 |
82.18 |
|
| R3 |
88.44 |
86.47 |
80.77 |
|
| R2 |
83.29 |
83.29 |
80.29 |
|
| R1 |
81.32 |
81.32 |
79.82 |
82.31 |
| PP |
78.14 |
78.14 |
78.14 |
78.63 |
| S1 |
76.17 |
76.17 |
78.88 |
77.16 |
| S2 |
72.99 |
72.99 |
78.41 |
|
| S3 |
67.84 |
71.02 |
77.93 |
|
| S4 |
62.69 |
65.87 |
76.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.18 |
74.96 |
7.22 |
9.0% |
2.60 |
3.2% |
77% |
True |
False |
553,889 |
| 10 |
82.18 |
73.14 |
9.04 |
11.2% |
2.52 |
3.1% |
82% |
True |
False |
509,997 |
| 20 |
82.18 |
69.39 |
12.79 |
15.9% |
2.14 |
2.7% |
87% |
True |
False |
422,801 |
| 40 |
82.18 |
61.50 |
20.68 |
25.7% |
2.07 |
2.6% |
92% |
True |
False |
273,092 |
| 60 |
82.18 |
61.50 |
20.68 |
25.7% |
2.09 |
2.6% |
92% |
True |
False |
206,050 |
| 80 |
82.18 |
61.50 |
20.68 |
25.7% |
2.01 |
2.5% |
92% |
True |
False |
164,728 |
| 100 |
82.18 |
60.43 |
21.75 |
27.0% |
1.89 |
2.3% |
92% |
True |
False |
137,107 |
| 120 |
82.18 |
59.20 |
22.98 |
28.5% |
1.84 |
2.3% |
93% |
True |
False |
116,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.36 |
|
2.618 |
89.07 |
|
1.618 |
86.44 |
|
1.000 |
84.81 |
|
0.618 |
83.81 |
|
HIGH |
82.18 |
|
0.618 |
81.18 |
|
0.500 |
80.87 |
|
0.382 |
80.55 |
|
LOW |
79.55 |
|
0.618 |
77.92 |
|
1.000 |
76.92 |
|
1.618 |
75.29 |
|
2.618 |
72.66 |
|
4.250 |
68.37 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
80.87 |
79.87 |
| PP |
80.75 |
79.22 |
| S1 |
80.64 |
78.57 |
|