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 |
|
|
|
| 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 |
|