NYMEX Light Sweet Crude Oil Future December 2021

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	84.53	81.41	-3.12	-3.7%	83.36
High	84.97	82.33	-2.64	-3.1%	84.88
Low	80.81	80.20	-0.61	-0.8%	78.25
Close	81.34	81.59	0.25	0.3%	81.27
Range	4.16	2.13	-2.03	-48.8%	6.63
ATR	2.62	2.59	-0.04	-1.3%	0.00
Volume	555,215	475,436	-79,779	-14.4%	2,620,667

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	87.76	86.81	82.76
R3	85.63	84.68	82.18
R2	83.50	83.50	81.98
R1	82.55	82.55	81.79	83.03
PP	81.37	81.37	81.37	81.61
S1	80.42	80.42	81.39	80.90
S2	79.24	79.24	81.20
S3	77.11	78.29	81.00
S4	74.98	76.16	80.42

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	101.36	97.94	84.92
R3	94.73	91.31	83.09
R2	88.10	88.10	82.49
R1	84.68	84.68	81.88	83.08
PP	81.47	81.47	81.47	80.66
S1	78.05	78.05	80.66	76.45
S2	74.84	74.84	80.05
S3	68.21	71.42	79.45
S4	61.58	64.79	77.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.97	78.96	6.01	7.4%	2.72	3.3%	44%	False	False	492,098
10	84.97	78.25	6.72	8.2%	2.81	3.4%	50%	False	False	505,741
20	85.41	78.25	7.16	8.8%	2.54	3.1%	47%	False	False	499,810
40	85.41	69.05	16.36	20.1%	2.30	2.8%	77%	False	False	364,778
60	85.41	61.11	24.30	29.8%	2.16	2.6%	84%	False	False	281,858
80	85.41	61.11	24.30	29.8%	2.08	2.6%	84%	False	False	231,692
100	85.41	61.11	24.30	29.8%	2.08	2.6%	84%	False	False	203,654
120	85.41	61.11	24.30	29.8%	1.95	2.4%	84%	False	False	182,005

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	0.60
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	91.38
2.618	87.91
1.618	85.78
1.000	84.46
0.618	83.65
HIGH	82.33
0.618	81.52
0.500	81.27
0.382	81.01
LOW	80.20
0.618	78.88
1.000	78.07
1.618	76.75
2.618	74.62
4.250	71.15

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	81.48	82.59
PP	81.37	82.25
S1	81.27	81.92

Download as Excel Spreadsheet

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

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