NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
83.09 |
83.36 |
0.27 |
0.3% |
83.98 |
| High |
83.74 |
84.88 |
1.14 |
1.4% |
85.41 |
| Low |
81.41 |
82.74 |
1.33 |
1.6% |
80.58 |
| Close |
83.57 |
84.05 |
0.48 |
0.6% |
83.57 |
| Range |
2.33 |
2.14 |
-0.19 |
-8.2% |
4.83 |
| ATR |
2.21 |
2.21 |
-0.01 |
-0.2% |
0.00 |
| Volume |
507,309 |
412,309 |
-95,000 |
-18.7% |
2,565,287 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.31 |
89.32 |
85.23 |
|
| R3 |
88.17 |
87.18 |
84.64 |
|
| R2 |
86.03 |
86.03 |
84.44 |
|
| R1 |
85.04 |
85.04 |
84.25 |
85.54 |
| PP |
83.89 |
83.89 |
83.89 |
84.14 |
| S1 |
82.90 |
82.90 |
83.85 |
83.40 |
| S2 |
81.75 |
81.75 |
83.66 |
|
| S3 |
79.61 |
80.76 |
83.46 |
|
| S4 |
77.47 |
78.62 |
82.87 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.68 |
95.45 |
86.23 |
|
| R3 |
92.85 |
90.62 |
84.90 |
|
| R2 |
88.02 |
88.02 |
84.46 |
|
| R1 |
85.79 |
85.79 |
84.01 |
84.49 |
| PP |
83.19 |
83.19 |
83.19 |
82.54 |
| S1 |
80.96 |
80.96 |
83.13 |
79.66 |
| S2 |
78.36 |
78.36 |
82.68 |
|
| S3 |
73.53 |
76.13 |
82.24 |
|
| S4 |
68.70 |
71.30 |
80.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.88 |
80.58 |
4.30 |
5.1% |
2.30 |
2.7% |
81% |
True |
False |
481,774 |
| 10 |
85.41 |
80.58 |
4.83 |
5.7% |
2.39 |
2.8% |
72% |
False |
False |
507,261 |
| 20 |
85.41 |
74.67 |
10.74 |
12.8% |
2.21 |
2.6% |
87% |
False |
False |
421,253 |
| 40 |
85.41 |
67.04 |
18.37 |
21.9% |
2.05 |
2.4% |
93% |
False |
False |
288,420 |
| 60 |
85.41 |
61.11 |
24.30 |
28.9% |
2.04 |
2.4% |
94% |
False |
False |
223,914 |
| 80 |
85.41 |
61.11 |
24.30 |
28.9% |
2.04 |
2.4% |
94% |
False |
False |
189,996 |
| 100 |
85.41 |
61.11 |
24.30 |
28.9% |
1.96 |
2.3% |
94% |
False |
False |
169,396 |
| 120 |
85.41 |
59.83 |
25.58 |
30.4% |
1.90 |
2.3% |
95% |
False |
False |
152,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.98 |
|
2.618 |
90.48 |
|
1.618 |
88.34 |
|
1.000 |
87.02 |
|
0.618 |
86.20 |
|
HIGH |
84.88 |
|
0.618 |
84.06 |
|
0.500 |
83.81 |
|
0.382 |
83.56 |
|
LOW |
82.74 |
|
0.618 |
81.42 |
|
1.000 |
80.60 |
|
1.618 |
79.28 |
|
2.618 |
77.14 |
|
4.250 |
73.65 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
83.97 |
83.61 |
| PP |
83.89 |
83.17 |
| S1 |
83.81 |
82.73 |
|