NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
82.61 |
83.98 |
1.37 |
1.7% |
82.00 |
| High |
84.22 |
85.41 |
1.19 |
1.4% |
84.22 |
| Low |
81.76 |
83.39 |
1.63 |
2.0% |
80.78 |
| Close |
83.76 |
83.76 |
0.00 |
0.0% |
83.76 |
| Range |
2.46 |
2.02 |
-0.44 |
-17.9% |
3.44 |
| ATR |
2.16 |
2.15 |
-0.01 |
-0.5% |
0.00 |
| Volume |
465,355 |
568,725 |
103,370 |
22.2% |
2,596,089 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.25 |
89.02 |
84.87 |
|
| R3 |
88.23 |
87.00 |
84.32 |
|
| R2 |
86.21 |
86.21 |
84.13 |
|
| R1 |
84.98 |
84.98 |
83.95 |
84.59 |
| PP |
84.19 |
84.19 |
84.19 |
83.99 |
| S1 |
82.96 |
82.96 |
83.57 |
82.57 |
| S2 |
82.17 |
82.17 |
83.39 |
|
| S3 |
80.15 |
80.94 |
83.20 |
|
| S4 |
78.13 |
78.92 |
82.65 |
|
|
| 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 |
85.41 |
80.78 |
4.63 |
5.5% |
2.49 |
3.0% |
64% |
True |
False |
532,748 |
| 10 |
85.41 |
78.78 |
6.63 |
7.9% |
2.04 |
2.4% |
75% |
True |
False |
441,325 |
| 20 |
85.41 |
72.82 |
12.59 |
15.0% |
2.24 |
2.7% |
87% |
True |
False |
349,450 |
| 40 |
85.41 |
66.65 |
18.76 |
22.4% |
1.99 |
2.4% |
91% |
True |
False |
241,458 |
| 60 |
85.41 |
61.11 |
24.30 |
29.0% |
2.04 |
2.4% |
93% |
True |
False |
192,120 |
| 80 |
85.41 |
61.11 |
24.30 |
29.0% |
2.04 |
2.4% |
93% |
True |
False |
166,252 |
| 100 |
85.41 |
61.11 |
24.30 |
29.0% |
1.91 |
2.3% |
93% |
True |
False |
148,254 |
| 120 |
85.41 |
59.83 |
25.58 |
30.5% |
1.86 |
2.2% |
94% |
True |
False |
134,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.00 |
|
2.618 |
90.70 |
|
1.618 |
88.68 |
|
1.000 |
87.43 |
|
0.618 |
86.66 |
|
HIGH |
85.41 |
|
0.618 |
84.64 |
|
0.500 |
84.40 |
|
0.382 |
84.16 |
|
LOW |
83.39 |
|
0.618 |
82.14 |
|
1.000 |
81.37 |
|
1.618 |
80.12 |
|
2.618 |
78.10 |
|
4.250 |
74.81 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
84.40 |
83.54 |
| PP |
84.19 |
83.32 |
| S1 |
83.97 |
83.10 |
|