NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 75.63 77.29 1.66 2.2% 73.83
High 78.07 79.09 1.02 1.3% 76.26
Low 75.03 77.17 2.14 2.9% 72.82
Close 77.33 78.57 1.24 1.6% 75.58
Range 3.04 1.92 -1.12 -36.8% 3.44
ATR 2.02 2.01 -0.01 -0.3% 0.00
Volume 216,820 238,916 22,096 10.2% 963,094
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 84.04 83.22 79.63
R3 82.12 81.30 79.10
R2 80.20 80.20 78.92
R1 79.38 79.38 78.75 79.79
PP 78.28 78.28 78.28 78.48
S1 77.46 77.46 78.39 77.87
S2 76.36 76.36 78.22
S3 74.44 75.54 78.04
S4 72.52 73.62 77.51
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 85.21 83.83 77.47
R3 81.77 80.39 76.53
R2 78.33 78.33 76.21
R1 76.95 76.95 75.90 77.64
PP 74.89 74.89 74.89 75.23
S1 73.51 73.51 75.26 74.20
S2 71.45 71.45 74.95
S3 68.01 70.07 74.63
S4 64.57 66.63 73.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.09 72.82 6.27 8.0% 2.33 3.0% 92% True False 206,807
10 79.09 70.27 8.82 11.2% 2.05 2.6% 94% True False 190,419
20 79.09 67.04 12.05 15.3% 1.91 2.4% 96% True False 161,748
40 79.09 61.11 17.98 22.9% 1.94 2.5% 97% True False 128,264
60 79.09 61.11 17.98 22.9% 1.99 2.5% 97% True False 115,779
80 79.09 61.11 17.98 22.9% 1.91 2.4% 97% True False 108,154
100 79.09 59.83 19.26 24.5% 1.83 2.3% 97% True False 100,334
120 79.09 58.73 20.36 25.9% 1.77 2.3% 97% True False 93,244
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.25
2.618 84.12
1.618 82.20
1.000 81.01
0.618 80.28
HIGH 79.09
0.618 78.36
0.500 78.13
0.382 77.90
LOW 77.17
0.618 75.98
1.000 75.25
1.618 74.06
2.618 72.14
4.250 69.01
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 78.42 77.88
PP 78.28 77.19
S1 78.13 76.51

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

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