NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 82.37 83.34 0.97 1.2% 79.59
High 83.74 84.25 0.51 0.6% 82.66
Low 81.80 81.30 -0.50 -0.6% 79.42
Close 82.96 83.87 0.91 1.1% 82.28
Range 1.94 2.95 1.01 52.1% 3.24
ATR 2.07 2.14 0.06 3.0% 0.00
Volume 82,607 20,021 -62,586 -75.8% 2,416,923
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 91.99 90.88 85.49
R3 89.04 87.93 84.68
R2 86.09 86.09 84.41
R1 84.98 84.98 84.14 85.54
PP 83.14 83.14 83.14 83.42
S1 82.03 82.03 83.60 82.59
S2 80.19 80.19 83.33
S3 77.24 79.08 83.06
S4 74.29 76.13 82.25
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 84.25 80.38 3.87 4.6% 1.90 2.3% 90% True False 182,898
10 84.25 74.96 9.29 11.1% 2.13 2.5% 96% True False 386,066
20 84.25 71.61 12.64 15.1% 2.17 2.6% 97% True False 413,574
40 84.25 66.63 17.62 21.0% 1.97 2.3% 98% True False 307,841
60 84.25 61.50 22.75 27.1% 2.03 2.4% 98% True False 232,204
80 84.25 61.50 22.75 27.1% 2.06 2.5% 98% True False 186,658
100 84.25 61.50 22.75 27.1% 1.92 2.3% 98% True False 155,470
120 84.25 60.43 23.82 28.4% 1.87 2.2% 98% True False 132,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 96.79
2.618 91.97
1.618 89.02
1.000 87.20
0.618 86.07
HIGH 84.25
0.618 83.12
0.500 82.78
0.382 82.43
LOW 81.30
0.618 79.48
1.000 78.35
1.618 76.53
2.618 73.58
4.250 68.76
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 83.51 83.51
PP 83.14 83.14
S1 82.78 82.78

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

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