NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 83.58 82.61 -0.97 -1.2% 82.00
High 83.96 84.22 0.26 0.3% 84.22
Low 80.79 81.76 0.97 1.2% 80.78
Close 82.50 83.76 1.26 1.5% 83.76
Range 3.17 2.46 -0.71 -22.4% 3.44
ATR 2.14 2.16 0.02 1.1% 0.00
Volume 567,503 465,355 -102,148 -18.0% 2,596,089
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 90.63 89.65 85.11
R3 88.17 87.19 84.44
R2 85.71 85.71 84.21
R1 84.73 84.73 83.99 85.22
PP 83.25 83.25 83.25 83.49
S1 82.27 82.27 83.53 82.76
S2 80.79 80.79 83.31
S3 78.33 79.81 83.08
S4 75.87 77.35 82.41
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 93.24 91.94 85.65
R3 89.80 88.50 84.71
R2 86.36 86.36 84.39
R1 85.06 85.06 84.08 85.71
PP 82.92 82.92 82.92 83.25
S1 81.62 81.62 83.44 82.27
S2 79.48 79.48 83.13
S3 76.04 78.18 82.81
S4 72.60 74.74 81.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.22 80.78 3.44 4.1% 2.48 3.0% 87% True False 519,217
10 84.22 78.78 5.44 6.5% 2.05 2.4% 92% True False 429,676
20 84.22 72.82 11.40 13.6% 2.21 2.6% 96% True False 331,369
40 84.22 66.65 17.57 21.0% 1.97 2.4% 97% True False 229,642
60 84.22 61.11 23.11 27.6% 2.03 2.4% 98% True False 183,742
80 84.22 61.11 23.11 27.6% 2.04 2.4% 98% True False 160,963
100 84.22 61.11 23.11 27.6% 1.90 2.3% 98% True False 143,035
120 84.22 59.83 24.39 29.1% 1.86 2.2% 98% True False 130,867
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 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.68
2.618 90.66
1.618 88.20
1.000 86.68
0.618 85.74
HIGH 84.22
0.618 83.28
0.500 82.99
0.382 82.70
LOW 81.76
0.618 80.24
1.000 79.30
1.618 77.78
2.618 75.32
4.250 71.31
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 83.50 83.34
PP 83.25 82.92
S1 82.99 82.50

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

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