NYMEX Light Sweet Crude Oil Future January 2022

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	83.11	81.05	-2.06	-2.5%	81.14
High	83.21	81.85	-1.36	-1.6%	82.92
Low	80.84	79.37	-1.47	-1.8%	79.79
Close	81.48	81.46	-0.02	0.0%	82.50
Range	2.37	2.48	0.11	4.6%	3.13
ATR	2.01	2.04	0.03	1.7%	0.00
Volume	142,725	155,200	12,475	8.7%	867,076

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	88.33	87.38	82.82
R3	85.85	84.90	82.14
R2	83.37	83.37	81.91
R1	82.42	82.42	81.69	82.90
PP	80.89	80.89	80.89	81.13
S1	79.94	79.94	81.23	80.42
S2	78.41	78.41	81.01
S3	75.93	77.46	80.78
S4	73.45	74.98	80.10

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	79.37	4.46	5.5%	2.06	2.5%	47%	False	True	179,509
10	83.83	79.37	4.46	5.5%	2.03	2.5%	47%	False	True	169,975
20	83.83	73.43	10.40	12.8%	2.07	2.5%	77%	False	False	150,730
40	83.83	66.67	17.16	21.1%	1.93	2.4%	86%	False	False	101,531
60	83.83	60.77	23.06	28.3%	1.93	2.4%	90%	False	False	77,801
80	83.83	60.77	23.06	28.3%	1.93	2.4%	90%	False	False	64,649
100	83.83	60.77	23.06	28.3%	1.83	2.2%	90%	False	False	54,512
120	83.83	59.63	24.20	29.7%	1.77	2.2%	90%	False	False	46,744

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	92.39
2.618	88.34
1.618	85.86
1.000	84.33
0.618	83.38
HIGH	81.85
0.618	80.90
0.500	80.61
0.382	80.32
LOW	79.37
0.618	77.84
1.000	76.89
1.618	75.36
2.618	72.88
4.250	68.83

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	81.18	81.45
PP	80.89	81.45
S1	80.61	81.44

Download as Excel Spreadsheet

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

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