NYMEX Light Sweet Crude Oil Future November 2021

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	79.59	80.50	0.91	1.1%	75.90
High	82.18	81.62	-0.56	-0.7%	80.11
Low	79.55	79.47	-0.08	-0.1%	74.96
Close	80.52	80.64	0.12	0.1%	79.35
Range	2.63	2.15	-0.48	-18.3%	5.15
ATR	2.26	2.25	-0.01	-0.4%	0.00
Volume	653,756	598,181	-55,575	-8.5%	2,573,696

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	87.03	85.98	81.82
R3	84.88	83.83	81.23
R2	82.73	82.73	81.03
R1	81.68	81.68	80.84	82.21
PP	80.58	80.58	80.58	80.84
S1	79.53	79.53	80.44	80.06
S2	78.43	78.43	80.25
S3	76.28	77.38	80.05
S4	74.13	75.23	79.46

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%	2.63	3.3%	79%	False	False	583,602
10	82.18	73.14	9.04	11.2%	2.50	3.1%	83%	False	False	522,201
20	82.18	69.39	12.79	15.9%	2.18	2.7%	88%	False	False	440,589
40	82.18	61.50	20.68	25.6%	2.07	2.6%	93%	False	False	286,421
60	82.18	61.50	20.68	25.6%	2.04	2.5%	93%	False	False	214,944
80	82.18	61.50	20.68	25.6%	2.02	2.5%	93%	False	False	171,873
100	82.18	60.43	21.75	27.0%	1.89	2.3%	93%	False	False	142,877
120	82.18	59.23	22.95	28.5%	1.85	2.3%	93%	False	False	121,840

Crabel Price Patterns
NR	True
NR4	False
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	0.74
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.76
2.618	87.25
1.618	85.10
1.000	83.77
0.618	82.95
HIGH	81.62
0.618	80.80
0.500	80.55
0.382	80.29
LOW	79.47
0.618	78.14
1.000	77.32
1.618	75.99
2.618	73.84
4.250	70.33

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	80.61	80.56
PP	80.58	80.48
S1	80.55	80.41

Download as Excel Spreadsheet

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

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