NYMEX Light Sweet Crude Oil Future January 2022
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
80.54 |
81.48 |
0.94 |
1.2% |
78.25 |
| High |
81.95 |
82.48 |
0.53 |
0.6% |
81.15 |
| Low |
80.18 |
79.96 |
-0.22 |
-0.3% |
78.06 |
| Close |
81.50 |
82.38 |
0.88 |
1.1% |
80.88 |
| Range |
1.77 |
2.52 |
0.75 |
42.4% |
3.09 |
| ATR |
1.90 |
1.95 |
0.04 |
2.3% |
0.00 |
| Volume |
188,311 |
178,419 |
-9,892 |
-5.3% |
722,648 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.17 |
88.29 |
83.77 |
|
| R3 |
86.65 |
85.77 |
83.07 |
|
| R2 |
84.13 |
84.13 |
82.84 |
|
| R1 |
83.25 |
83.25 |
82.61 |
83.69 |
| PP |
81.61 |
81.61 |
81.61 |
81.83 |
| S1 |
80.73 |
80.73 |
82.15 |
81.17 |
| S2 |
79.09 |
79.09 |
81.92 |
|
| S3 |
76.57 |
78.21 |
81.69 |
|
| S4 |
74.05 |
75.69 |
80.99 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.30 |
88.18 |
82.58 |
|
| R3 |
86.21 |
85.09 |
81.73 |
|
| R2 |
83.12 |
83.12 |
81.45 |
|
| R1 |
82.00 |
82.00 |
81.16 |
82.56 |
| PP |
80.03 |
80.03 |
80.03 |
80.31 |
| S1 |
78.91 |
78.91 |
80.60 |
79.47 |
| S2 |
76.94 |
76.94 |
80.31 |
|
| S3 |
73.85 |
75.82 |
80.03 |
|
| S4 |
70.76 |
72.73 |
79.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.48 |
79.08 |
3.40 |
4.1% |
1.68 |
2.0% |
97% |
True |
False |
148,152 |
| 10 |
82.48 |
74.25 |
8.23 |
10.0% |
1.88 |
2.3% |
99% |
True |
False |
157,635 |
| 20 |
82.48 |
70.81 |
11.67 |
14.2% |
2.00 |
2.4% |
99% |
True |
False |
117,971 |
| 40 |
82.48 |
65.87 |
16.61 |
20.2% |
1.82 |
2.2% |
99% |
True |
False |
78,916 |
| 60 |
82.48 |
60.77 |
21.71 |
26.4% |
1.88 |
2.3% |
100% |
True |
False |
62,409 |
| 80 |
82.48 |
60.77 |
21.71 |
26.4% |
1.91 |
2.3% |
100% |
True |
False |
52,929 |
| 100 |
82.48 |
60.77 |
21.71 |
26.4% |
1.77 |
2.1% |
100% |
True |
False |
44,355 |
| 120 |
82.48 |
59.63 |
22.85 |
27.7% |
1.72 |
2.1% |
100% |
True |
False |
38,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.19 |
|
2.618 |
89.08 |
|
1.618 |
86.56 |
|
1.000 |
85.00 |
|
0.618 |
84.04 |
|
HIGH |
82.48 |
|
0.618 |
81.52 |
|
0.500 |
81.22 |
|
0.382 |
80.92 |
|
LOW |
79.96 |
|
0.618 |
78.40 |
|
1.000 |
77.44 |
|
1.618 |
75.88 |
|
2.618 |
73.36 |
|
4.250 |
69.25 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
81.99 |
81.99 |
| PP |
81.61 |
81.61 |
| S1 |
81.22 |
81.22 |
|