NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 75.28 76.84 1.56 2.1% 73.24
High 77.58 78.55 0.97 1.3% 75.67
Low 74.59 76.72 2.13 2.9% 72.36
Close 76.88 78.09 1.21 1.6% 75.12
Range 2.99 1.83 -1.16 -38.8% 3.31
ATR 1.96 1.95 -0.01 -0.5% 0.00
Volume 87,532 117,157 29,625 33.8% 364,171
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 83.28 82.51 79.10
R3 81.45 80.68 78.59
R2 79.62 79.62 78.43
R1 78.85 78.85 78.26 79.24
PP 77.79 77.79 77.79 77.98
S1 77.02 77.02 77.92 77.41
S2 75.96 75.96 77.75
S3 74.13 75.19 77.59
S4 72.30 73.36 77.08
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 84.31 83.03 76.94
R3 81.00 79.72 76.03
R2 77.69 77.69 75.73
R1 76.41 76.41 75.42 77.05
PP 74.38 74.38 74.38 74.71
S1 73.10 73.10 74.82 73.74
S2 71.07 71.07 74.51
S3 67.76 69.79 74.21
S4 64.45 66.48 73.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.55 72.36 6.19 7.9% 2.28 2.9% 93% True False 86,395
10 78.55 69.82 8.73 11.2% 2.00 2.6% 95% True False 74,923
20 78.55 66.67 11.88 15.2% 1.85 2.4% 96% True False 61,247
40 78.55 60.77 17.78 22.8% 1.87 2.4% 97% True False 45,772
60 78.55 60.77 17.78 22.8% 1.91 2.4% 97% True False 39,757
80 78.55 60.77 17.78 22.8% 1.81 2.3% 97% True False 33,643
100 78.55 59.63 18.92 24.2% 1.72 2.2% 98% True False 28,574
120 78.55 58.31 20.24 25.9% 1.65 2.1% 98% True False 24,876
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.33
2.618 83.34
1.618 81.51
1.000 80.38
0.618 79.68
HIGH 78.55
0.618 77.85
0.500 77.64
0.382 77.42
LOW 76.72
0.618 75.59
1.000 74.89
1.618 73.76
2.618 71.93
4.250 68.94
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 77.94 77.39
PP 77.79 76.69
S1 77.64 75.99

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

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