NYMEX Light Sweet Crude Oil Future January 2022
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
81.48 |
82.45 |
0.97 |
1.2% |
78.25 |
| High |
82.48 |
82.71 |
0.23 |
0.3% |
81.15 |
| Low |
79.96 |
79.79 |
-0.17 |
-0.2% |
78.06 |
| Close |
82.38 |
81.36 |
-1.02 |
-1.2% |
80.88 |
| Range |
2.52 |
2.92 |
0.40 |
15.9% |
3.09 |
| ATR |
1.95 |
2.01 |
0.07 |
3.6% |
0.00 |
| Volume |
178,419 |
169,879 |
-8,540 |
-4.8% |
722,648 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.05 |
88.62 |
82.97 |
|
| R3 |
87.13 |
85.70 |
82.16 |
|
| R2 |
84.21 |
84.21 |
81.90 |
|
| R1 |
82.78 |
82.78 |
81.63 |
82.04 |
| PP |
81.29 |
81.29 |
81.29 |
80.91 |
| S1 |
79.86 |
79.86 |
81.09 |
79.12 |
| S2 |
78.37 |
78.37 |
80.82 |
|
| S3 |
75.45 |
76.94 |
80.56 |
|
| S4 |
72.53 |
74.02 |
79.75 |
|
|
| 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 |
82.71 |
79.79 |
2.92 |
3.6% |
2.00 |
2.5% |
54% |
True |
True |
160,440 |
| 10 |
82.71 |
77.59 |
5.12 |
6.3% |
1.80 |
2.2% |
74% |
True |
False |
162,023 |
| 20 |
82.71 |
71.97 |
10.74 |
13.2% |
2.06 |
2.5% |
87% |
True |
False |
122,538 |
| 40 |
82.71 |
65.91 |
16.80 |
20.6% |
1.86 |
2.3% |
92% |
True |
False |
82,499 |
| 60 |
82.71 |
60.77 |
21.94 |
27.0% |
1.92 |
2.4% |
94% |
True |
False |
65,051 |
| 80 |
82.71 |
60.77 |
21.94 |
27.0% |
1.93 |
2.4% |
94% |
True |
False |
54,937 |
| 100 |
82.71 |
60.77 |
21.94 |
27.0% |
1.78 |
2.2% |
94% |
True |
False |
45,966 |
| 120 |
82.71 |
59.63 |
23.08 |
28.4% |
1.73 |
2.1% |
94% |
True |
False |
39,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.12 |
|
2.618 |
90.35 |
|
1.618 |
87.43 |
|
1.000 |
85.63 |
|
0.618 |
84.51 |
|
HIGH |
82.71 |
|
0.618 |
81.59 |
|
0.500 |
81.25 |
|
0.382 |
80.91 |
|
LOW |
79.79 |
|
0.618 |
77.99 |
|
1.000 |
76.87 |
|
1.618 |
75.07 |
|
2.618 |
72.15 |
|
4.250 |
67.38 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
81.32 |
81.32 |
| PP |
81.29 |
81.29 |
| S1 |
81.25 |
81.25 |
|