NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 78.93 78.32 -0.61 -0.8% 81.58
High 82.05 80.51 -1.54 -1.9% 83.07
Low 77.23 77.78 0.55 0.7% 77.23
Close 77.70 80.13 2.43 3.1% 80.13
Range 4.82 2.73 -2.09 -43.4% 5.84
ATR 2.31 2.35 0.04 1.5% 0.00
Volume 249,197 184,244 -64,953 -26.1% 920,723
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 87.66 86.63 81.63
R3 84.93 83.90 80.88
R2 82.20 82.20 80.63
R1 81.17 81.17 80.38 81.69
PP 79.47 79.47 79.47 79.73
S1 78.44 78.44 79.88 78.96
S2 76.74 76.74 79.63
S3 74.01 75.71 79.38
S4 71.28 72.98 78.63
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 97.66 94.74 83.34
R3 91.82 88.90 81.74
R2 85.98 85.98 81.20
R1 83.06 83.06 80.67 81.60
PP 80.14 80.14 80.14 79.42
S1 77.22 77.22 79.59 75.76
S2 74.30 74.30 79.06
S3 68.46 71.38 78.52
S4 62.62 65.54 76.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.07 77.23 5.84 7.3% 2.82 3.5% 50% False False 184,144
10 83.83 77.23 6.60 8.2% 2.39 3.0% 44% False False 181,873
20 83.83 77.23 6.60 8.2% 2.14 2.7% 44% False False 170,423
40 83.83 68.50 15.33 19.1% 2.05 2.6% 76% False False 122,496
60 83.83 60.77 23.06 28.8% 2.00 2.5% 84% False False 92,683
80 83.83 60.77 23.06 28.8% 1.99 2.5% 84% False False 76,843
100 83.83 60.77 23.06 28.8% 1.93 2.4% 84% False False 64,863
120 83.83 59.63 24.20 30.2% 1.81 2.3% 85% False False 55,521
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.11
2.618 87.66
1.618 84.93
1.000 83.24
0.618 82.20
HIGH 80.51
0.618 79.47
0.500 79.15
0.382 78.82
LOW 77.78
0.618 76.09
1.000 75.05
1.618 73.36
2.618 70.63
4.250 66.18
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 79.80 79.97
PP 79.47 79.80
S1 79.15 79.64

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

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