NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
81.48 |
82.60 |
1.12 |
1.4% |
79.59 |
| High |
82.66 |
83.87 |
1.21 |
1.5% |
82.66 |
| Low |
81.39 |
81.84 |
0.45 |
0.6% |
79.42 |
| Close |
82.28 |
82.44 |
0.16 |
0.2% |
82.28 |
| Range |
1.27 |
2.03 |
0.76 |
59.8% |
3.24 |
| ATR |
2.09 |
2.08 |
0.00 |
-0.2% |
0.00 |
| Volume |
277,953 |
134,098 |
-143,855 |
-51.8% |
2,416,923 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.81 |
87.65 |
83.56 |
|
| R3 |
86.78 |
85.62 |
83.00 |
|
| R2 |
84.75 |
84.75 |
82.81 |
|
| R1 |
83.59 |
83.59 |
82.63 |
83.16 |
| PP |
82.72 |
82.72 |
82.72 |
82.50 |
| S1 |
81.56 |
81.56 |
82.25 |
81.13 |
| S2 |
80.69 |
80.69 |
82.07 |
|
| S3 |
78.66 |
79.53 |
81.88 |
|
| S4 |
76.63 |
77.50 |
81.32 |
|
|
| 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 |
83.87 |
79.42 |
4.45 |
5.4% |
1.67 |
2.0% |
68% |
True |
False |
379,453 |
| 10 |
83.87 |
74.96 |
8.91 |
10.8% |
2.14 |
2.6% |
84% |
True |
False |
466,671 |
| 20 |
83.87 |
69.39 |
14.48 |
17.6% |
2.11 |
2.6% |
90% |
True |
False |
447,165 |
| 40 |
83.87 |
61.50 |
22.37 |
27.1% |
2.01 |
2.4% |
94% |
True |
False |
310,230 |
| 60 |
83.87 |
61.50 |
22.37 |
27.1% |
1.99 |
2.4% |
94% |
True |
False |
232,108 |
| 80 |
83.87 |
61.50 |
22.37 |
27.1% |
2.04 |
2.5% |
94% |
True |
False |
185,987 |
| 100 |
83.87 |
61.50 |
22.37 |
27.1% |
1.89 |
2.3% |
94% |
True |
False |
154,851 |
| 120 |
83.87 |
60.43 |
23.44 |
28.4% |
1.86 |
2.3% |
94% |
True |
False |
132,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.50 |
|
2.618 |
89.18 |
|
1.618 |
87.15 |
|
1.000 |
85.90 |
|
0.618 |
85.12 |
|
HIGH |
83.87 |
|
0.618 |
83.09 |
|
0.500 |
82.86 |
|
0.382 |
82.62 |
|
LOW |
81.84 |
|
0.618 |
80.59 |
|
1.000 |
79.81 |
|
1.618 |
78.56 |
|
2.618 |
76.53 |
|
4.250 |
73.21 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
82.86 |
82.34 |
| PP |
82.72 |
82.23 |
| S1 |
82.58 |
82.13 |
|