NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
78.47 |
79.01 |
0.54 |
0.7% |
75.63 |
| High |
79.62 |
81.08 |
1.46 |
1.8% |
79.62 |
| Low |
78.20 |
78.95 |
0.75 |
1.0% |
74.67 |
| Close |
78.76 |
79.92 |
1.16 |
1.5% |
78.76 |
| Range |
1.42 |
2.13 |
0.71 |
50.0% |
4.95 |
| ATR |
2.17 |
2.18 |
0.01 |
0.5% |
0.00 |
| Volume |
446,498 |
452,229 |
5,731 |
1.3% |
1,367,540 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.37 |
85.28 |
81.09 |
|
| R3 |
84.24 |
83.15 |
80.51 |
|
| R2 |
82.11 |
82.11 |
80.31 |
|
| R1 |
81.02 |
81.02 |
80.12 |
81.57 |
| PP |
79.98 |
79.98 |
79.98 |
80.26 |
| S1 |
78.89 |
78.89 |
79.72 |
79.44 |
| S2 |
77.85 |
77.85 |
79.53 |
|
| S3 |
75.72 |
76.76 |
79.33 |
|
| S4 |
73.59 |
74.63 |
78.75 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.53 |
90.60 |
81.48 |
|
| R3 |
87.58 |
85.65 |
80.12 |
|
| R2 |
82.63 |
82.63 |
79.67 |
|
| R1 |
80.70 |
80.70 |
79.21 |
81.67 |
| PP |
77.68 |
77.68 |
77.68 |
78.17 |
| S1 |
75.75 |
75.75 |
78.31 |
76.72 |
| S2 |
72.73 |
72.73 |
77.85 |
|
| S3 |
67.78 |
70.80 |
77.40 |
|
| S4 |
62.83 |
65.85 |
76.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.08 |
74.67 |
6.41 |
8.0% |
2.45 |
3.1% |
82% |
True |
False |
320,589 |
| 10 |
81.08 |
72.82 |
8.26 |
10.3% |
2.44 |
3.0% |
86% |
True |
False |
257,575 |
| 20 |
81.08 |
69.05 |
12.03 |
15.1% |
2.07 |
2.6% |
90% |
True |
False |
202,732 |
| 40 |
81.08 |
61.11 |
19.97 |
25.0% |
2.01 |
2.5% |
94% |
True |
False |
154,656 |
| 60 |
81.08 |
61.11 |
19.97 |
25.0% |
2.04 |
2.5% |
94% |
True |
False |
132,365 |
| 80 |
81.08 |
61.11 |
19.97 |
25.0% |
1.96 |
2.5% |
94% |
True |
False |
121,059 |
| 100 |
81.08 |
59.83 |
21.25 |
26.6% |
1.85 |
2.3% |
95% |
True |
False |
111,173 |
| 120 |
81.08 |
58.74 |
22.34 |
28.0% |
1.81 |
2.3% |
95% |
True |
False |
102,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.13 |
|
2.618 |
86.66 |
|
1.618 |
84.53 |
|
1.000 |
83.21 |
|
0.618 |
82.40 |
|
HIGH |
81.08 |
|
0.618 |
80.27 |
|
0.500 |
80.02 |
|
0.382 |
79.76 |
|
LOW |
78.95 |
|
0.618 |
77.63 |
|
1.000 |
76.82 |
|
1.618 |
75.50 |
|
2.618 |
73.37 |
|
4.250 |
69.90 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
80.02 |
79.24 |
| PP |
79.98 |
78.56 |
| S1 |
79.95 |
77.88 |
|