NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 80.59 81.48 0.89 1.1% 79.59
High 81.68 82.66 0.98 1.2% 82.66
Low 80.38 81.39 1.01 1.3% 79.42
Close 81.31 82.28 0.97 1.2% 82.28
Range 1.30 1.27 -0.03 -2.3% 3.24
ATR 2.14 2.09 -0.06 -2.6% 0.00
Volume 399,813 277,953 -121,860 -30.5% 2,416,923
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 85.92 85.37 82.98
R3 84.65 84.10 82.63
R2 83.38 83.38 82.51
R1 82.83 82.83 82.40 83.11
PP 82.11 82.11 82.11 82.25
S1 81.56 81.56 82.16 81.84
S2 80.84 80.84 82.05
S3 79.57 80.29 81.93
S4 78.30 79.02 81.58
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 91.17 89.97 84.06
R3 87.93 86.73 83.17
R2 84.69 84.69 82.87
R1 83.49 83.49 82.58 84.09
PP 81.45 81.45 81.45 81.76
S1 80.25 80.25 81.98 80.85
S2 78.21 78.21 81.69
S3 74.97 77.01 81.39
S4 71.73 73.77 80.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.66 79.42 3.24 3.9% 1.79 2.2% 88% True False 483,384
10 82.66 74.96 7.70 9.4% 2.24 2.7% 95% True False 499,061
20 82.66 69.39 13.27 16.1% 2.12 2.6% 97% True False 459,358
40 82.66 61.50 21.16 25.7% 2.01 2.4% 98% True False 308,941
60 82.66 61.50 21.16 25.7% 1.97 2.4% 98% True False 230,399
80 82.66 61.50 21.16 25.7% 2.02 2.5% 98% True False 184,666
100 82.66 61.50 21.16 25.7% 1.88 2.3% 98% True False 153,835
120 82.66 60.43 22.23 27.0% 1.85 2.3% 98% True False 131,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.54
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 88.06
2.618 85.98
1.618 84.71
1.000 83.93
0.618 83.44
HIGH 82.66
0.618 82.17
0.500 82.03
0.382 81.88
LOW 81.39
0.618 80.61
1.000 80.12
1.618 79.34
2.618 78.07
4.250 75.99
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 82.20 81.87
PP 82.11 81.45
S1 82.03 81.04

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

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