NYMEX Light Sweet Crude Oil Future January 2022

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	82.61	83.11	0.50	0.6%	81.14
High	83.51	83.21	-0.30	-0.4%	82.92
Low	81.97	80.84	-1.13	-1.4%	79.79
Close	83.36	81.48	-1.88	-2.3%	82.50
Range	1.54	2.37	0.83	53.9%	3.13
ATR	1.97	2.01	0.04	2.0%	0.00
Volume	171,174	142,725	-28,449	-16.6%	867,076

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	88.95	87.59	82.78
R3	86.58	85.22	82.13
R2	84.21	84.21	81.91
R1	82.85	82.85	81.70	82.35
PP	81.84	81.84	81.84	81.59
S1	80.48	80.48	81.26	79.98
S2	79.47	79.47	81.05
S3	77.10	78.11	80.83
S4	74.73	75.74	80.18

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	91.13	89.94	84.22
R3	88.00	86.81	83.36
R2	84.87	84.87	83.07
R1	83.68	83.68	82.79	84.28
PP	81.74	81.74	81.74	82.03
S1	80.55	80.55	82.21	81.15
S2	78.61	78.61	81.93
S3	75.48	77.42	81.64
S4	72.35	74.29	80.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.83	79.79	4.04	5.0%	2.14	2.6%	42%	False	False	182,445
10	83.83	79.08	4.75	5.8%	1.91	2.3%	51%	False	False	165,298
20	83.83	72.36	11.47	14.1%	2.09	2.6%	80%	False	False	147,299
40	83.83	66.35	17.48	21.5%	1.92	2.4%	87%	False	False	98,599
60	83.83	60.77	23.06	28.3%	1.92	2.4%	90%	False	False	76,004
80	83.83	60.77	23.06	28.3%	1.94	2.4%	90%	False	False	63,051
100	83.83	60.77	23.06	28.3%	1.82	2.2%	90%	False	False	53,055
120	83.83	59.63	24.20	29.7%	1.76	2.2%	90%	False	False	45,505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.46
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	93.28
2.618	89.41
1.618	87.04
1.000	85.58
0.618	84.67
HIGH	83.21
0.618	82.30
0.500	82.03
0.382	81.75
LOW	80.84
0.618	79.38
1.000	78.47
1.618	77.01
2.618	74.64
4.250	70.77

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	82.03	82.34
PP	81.84	82.05
S1	81.66	81.77

Download as Excel Spreadsheet

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

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