NYMEX Light Sweet Crude Oil Future December 2021

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	83.72	84.39	0.67	0.8%	82.00
High	84.88	84.51	-0.37	-0.4%	84.22
Low	82.97	82.01	-0.96	-1.2%	80.78
Close	84.65	82.66	-1.99	-2.4%	83.76
Range	1.91	2.50	0.59	30.9%	3.44
ATR	2.13	2.17	0.04	1.7%	0.00
Volume	467,716	529,952	62,236	13.3%	2,596,089

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	90.56	89.11	84.04
R3	88.06	86.61	83.35
R2	85.56	85.56	83.12
R1	84.11	84.11	82.89	83.59
PP	83.06	83.06	83.06	82.80
S1	81.61	81.61	82.43	81.09
S2	80.56	80.56	82.20
S3	78.06	79.11	81.97
S4	75.56	76.61	81.29

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	80.79	4.62	5.6%	2.41	2.9%	40%	False	False	519,850
10	85.41	79.79	5.62	6.8%	2.13	2.6%	51%	False	False	474,777
20	85.41	72.82	12.59	15.2%	2.24	2.7%	78%	False	False	381,954
40	85.41	66.65	18.76	22.7%	2.03	2.5%	85%	False	False	262,060
60	85.41	61.11	24.30	29.4%	2.03	2.4%	89%	False	False	205,880
80	85.41	61.11	24.30	29.4%	2.04	2.5%	89%	False	False	175,719
100	85.41	61.11	24.30	29.4%	1.93	2.3%	89%	False	False	157,257
120	85.41	59.83	25.58	30.9%	1.88	2.3%	89%	False	False	142,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	95.14
2.618	91.06
1.618	88.56
1.000	87.01
0.618	86.06
HIGH	84.51
0.618	83.56
0.500	83.26
0.382	82.97
LOW	82.01
0.618	80.47
1.000	79.51
1.618	77.97
2.618	75.47
4.250	71.39

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	83.26	83.71
PP	83.06	83.36
S1	82.86	83.01

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols