NYMEX Light Sweet Crude Oil Future December 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 |
81.58 |
82.46 |
0.88 |
1.1% |
79.01 |
| High |
82.99 |
83.65 |
0.66 |
0.8% |
82.00 |
| Low |
81.08 |
80.78 |
-0.30 |
-0.4% |
78.78 |
| Close |
82.44 |
83.42 |
0.98 |
1.2% |
81.73 |
| Range |
1.91 |
2.87 |
0.96 |
50.3% |
3.22 |
| ATR |
1.99 |
2.06 |
0.06 |
3.1% |
0.00 |
| Volume |
531,465 |
530,693 |
-772 |
-0.1% |
1,700,673 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.23 |
90.19 |
85.00 |
|
| R3 |
88.36 |
87.32 |
84.21 |
|
| R2 |
85.49 |
85.49 |
83.95 |
|
| R1 |
84.45 |
84.45 |
83.68 |
84.97 |
| PP |
82.62 |
82.62 |
82.62 |
82.88 |
| S1 |
81.58 |
81.58 |
83.16 |
82.10 |
| S2 |
79.75 |
79.75 |
82.89 |
|
| S3 |
76.88 |
78.71 |
82.63 |
|
| S4 |
74.01 |
75.84 |
81.84 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.50 |
89.33 |
83.50 |
|
| R3 |
87.28 |
86.11 |
82.62 |
|
| R2 |
84.06 |
84.06 |
82.32 |
|
| R1 |
82.89 |
82.89 |
82.03 |
83.48 |
| PP |
80.84 |
80.84 |
80.84 |
81.13 |
| S1 |
79.67 |
79.67 |
81.43 |
80.26 |
| S2 |
77.62 |
77.62 |
81.14 |
|
| S3 |
74.40 |
76.45 |
80.84 |
|
| S4 |
71.18 |
73.23 |
79.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.65 |
79.79 |
3.86 |
4.6% |
1.85 |
2.2% |
94% |
True |
False |
429,704 |
| 10 |
83.65 |
74.67 |
8.98 |
10.8% |
2.02 |
2.4% |
97% |
True |
False |
397,553 |
| 20 |
83.65 |
71.29 |
12.36 |
14.8% |
2.09 |
2.5% |
98% |
True |
False |
296,650 |
| 40 |
83.65 |
66.25 |
17.40 |
20.9% |
1.90 |
2.3% |
99% |
True |
False |
208,676 |
| 60 |
83.65 |
61.11 |
22.54 |
27.0% |
1.97 |
2.4% |
99% |
True |
False |
168,519 |
| 80 |
83.65 |
61.11 |
22.54 |
27.0% |
2.01 |
2.4% |
99% |
True |
False |
149,514 |
| 100 |
83.65 |
61.11 |
22.54 |
27.0% |
1.87 |
2.2% |
99% |
True |
False |
134,148 |
| 120 |
83.65 |
59.83 |
23.82 |
28.6% |
1.84 |
2.2% |
99% |
True |
False |
123,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.85 |
|
2.618 |
91.16 |
|
1.618 |
88.29 |
|
1.000 |
86.52 |
|
0.618 |
85.42 |
|
HIGH |
83.65 |
|
0.618 |
82.55 |
|
0.500 |
82.22 |
|
0.382 |
81.88 |
|
LOW |
80.78 |
|
0.618 |
79.01 |
|
1.000 |
77.91 |
|
1.618 |
76.14 |
|
2.618 |
73.27 |
|
4.250 |
68.58 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
83.02 |
83.02 |
| PP |
82.62 |
82.62 |
| S1 |
82.22 |
82.22 |
|