NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 06-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
77.29 |
78.66 |
1.37 |
1.8% |
73.83 |
| High |
79.09 |
79.39 |
0.30 |
0.4% |
76.26 |
| Low |
77.17 |
76.48 |
-0.69 |
-0.9% |
72.82 |
| Close |
78.57 |
77.06 |
-1.51 |
-1.9% |
75.58 |
| Range |
1.92 |
2.91 |
0.99 |
51.6% |
3.44 |
| ATR |
2.01 |
2.08 |
0.06 |
3.2% |
0.00 |
| Volume |
238,916 |
200,174 |
-38,742 |
-16.2% |
963,094 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.37 |
84.63 |
78.66 |
|
| R3 |
83.46 |
81.72 |
77.86 |
|
| R2 |
80.55 |
80.55 |
77.59 |
|
| R1 |
78.81 |
78.81 |
77.33 |
78.23 |
| PP |
77.64 |
77.64 |
77.64 |
77.35 |
| S1 |
75.90 |
75.90 |
76.79 |
75.32 |
| S2 |
74.73 |
74.73 |
76.53 |
|
| S3 |
71.82 |
72.99 |
76.26 |
|
| S4 |
68.91 |
70.08 |
75.46 |
|
|
| 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 |
79.39 |
72.82 |
6.57 |
8.5% |
2.51 |
3.3% |
65% |
True |
False |
212,860 |
| 10 |
79.39 |
71.29 |
8.10 |
10.5% |
2.17 |
2.8% |
71% |
True |
False |
195,746 |
| 20 |
79.39 |
67.04 |
12.35 |
16.0% |
1.98 |
2.6% |
81% |
True |
False |
164,566 |
| 40 |
79.39 |
61.11 |
18.28 |
23.7% |
1.96 |
2.5% |
87% |
True |
False |
130,977 |
| 60 |
79.39 |
61.11 |
18.28 |
23.7% |
2.01 |
2.6% |
87% |
True |
False |
117,498 |
| 80 |
79.39 |
61.11 |
18.28 |
23.7% |
1.93 |
2.5% |
87% |
True |
False |
109,902 |
| 100 |
79.39 |
59.83 |
19.56 |
25.4% |
1.84 |
2.4% |
88% |
True |
False |
101,734 |
| 120 |
79.39 |
58.73 |
20.66 |
26.8% |
1.79 |
2.3% |
89% |
True |
False |
94,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.76 |
|
2.618 |
87.01 |
|
1.618 |
84.10 |
|
1.000 |
82.30 |
|
0.618 |
81.19 |
|
HIGH |
79.39 |
|
0.618 |
78.28 |
|
0.500 |
77.94 |
|
0.382 |
77.59 |
|
LOW |
76.48 |
|
0.618 |
74.68 |
|
1.000 |
73.57 |
|
1.618 |
71.77 |
|
2.618 |
68.86 |
|
4.250 |
64.11 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
77.94 |
77.21 |
| PP |
77.64 |
77.16 |
| S1 |
77.35 |
77.11 |
|