NYMEX Light Sweet Crude Oil Future January 2022
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
77.91 |
78.25 |
0.34 |
0.4% |
75.28 |
| High |
78.97 |
80.18 |
1.21 |
1.5% |
78.97 |
| Low |
77.59 |
78.19 |
0.60 |
0.8% |
74.25 |
| Close |
78.03 |
79.25 |
1.22 |
1.6% |
78.03 |
| Range |
1.38 |
1.99 |
0.61 |
44.2% |
4.72 |
| ATR |
2.09 |
2.10 |
0.00 |
0.2% |
0.00 |
| Volume |
203,756 |
255,143 |
51,387 |
25.2% |
619,282 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.18 |
84.20 |
80.34 |
|
| R3 |
83.19 |
82.21 |
79.80 |
|
| R2 |
81.20 |
81.20 |
79.61 |
|
| R1 |
80.22 |
80.22 |
79.43 |
80.71 |
| PP |
79.21 |
79.21 |
79.21 |
79.45 |
| S1 |
78.23 |
78.23 |
79.07 |
78.72 |
| S2 |
77.22 |
77.22 |
78.89 |
|
| S3 |
75.23 |
76.24 |
78.70 |
|
| S4 |
73.24 |
74.25 |
78.16 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.24 |
89.36 |
80.63 |
|
| R3 |
86.52 |
84.64 |
79.33 |
|
| R2 |
81.80 |
81.80 |
78.90 |
|
| R1 |
79.92 |
79.92 |
78.46 |
80.86 |
| PP |
77.08 |
77.08 |
77.08 |
77.56 |
| S1 |
75.20 |
75.20 |
77.60 |
76.14 |
| S2 |
72.36 |
72.36 |
77.16 |
|
| S3 |
67.64 |
70.48 |
76.73 |
|
| S4 |
62.92 |
65.76 |
75.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.18 |
74.25 |
5.93 |
7.5% |
2.35 |
3.0% |
84% |
True |
False |
157,378 |
| 10 |
80.18 |
72.36 |
7.82 |
9.9% |
2.37 |
3.0% |
88% |
True |
False |
116,667 |
| 20 |
80.18 |
68.61 |
11.57 |
14.6% |
2.00 |
2.5% |
92% |
True |
False |
84,785 |
| 40 |
80.18 |
60.77 |
19.41 |
24.5% |
1.95 |
2.5% |
95% |
True |
False |
59,754 |
| 60 |
80.18 |
60.77 |
19.41 |
24.5% |
1.95 |
2.5% |
95% |
True |
False |
49,586 |
| 80 |
80.18 |
60.77 |
19.41 |
24.5% |
1.87 |
2.4% |
95% |
True |
False |
41,526 |
| 100 |
80.18 |
59.63 |
20.55 |
25.9% |
1.74 |
2.2% |
95% |
True |
False |
35,030 |
| 120 |
80.18 |
58.46 |
21.72 |
27.4% |
1.69 |
2.1% |
96% |
True |
False |
30,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.64 |
|
2.618 |
85.39 |
|
1.618 |
83.40 |
|
1.000 |
82.17 |
|
0.618 |
81.41 |
|
HIGH |
80.18 |
|
0.618 |
79.42 |
|
0.500 |
79.19 |
|
0.382 |
78.95 |
|
LOW |
78.19 |
|
0.618 |
76.96 |
|
1.000 |
76.20 |
|
1.618 |
74.97 |
|
2.618 |
72.98 |
|
4.250 |
69.73 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
79.23 |
78.57 |
| PP |
79.21 |
77.89 |
| S1 |
79.19 |
77.22 |
|