NYMEX Light Sweet Crude Oil Future January 2022

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	82.89	80.10	-2.79	-3.4%	81.58
High	83.30	80.95	-2.35	-2.8%	83.07
Low	79.53	78.98	-0.55	-0.7%	77.23
Close	80.06	80.42	0.36	0.4%	80.13
Range	3.77	1.97	-1.80	-47.7%	5.84
ATR	2.40	2.37	-0.03	-1.3%	0.00
Volume	242,719	209,700	-33,019	-13.6%	920,723

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	86.03	85.19	81.50
R3	84.06	83.22	80.96
R2	82.09	82.09	80.78
R1	81.25	81.25	80.60	81.67
PP	80.12	80.12	80.12	80.33
S1	79.28	79.28	80.24	79.70
S2	78.15	78.15	80.06
S3	76.18	77.31	79.88
S4	74.21	75.34	79.34

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	83.30	77.78	5.52	6.9%	2.47	3.1%	48%	False	False	210,327
10	83.30	77.23	6.07	7.5%	2.56	3.2%	53%	False	False	196,183
20	83.83	77.23	6.60	8.2%	2.29	2.9%	48%	False	False	183,079
40	83.83	68.61	15.22	18.9%	2.14	2.7%	78%	False	False	139,028
60	83.83	60.77	23.06	28.7%	2.04	2.5%	85%	False	False	105,569
80	83.83	60.77	23.06	28.7%	1.96	2.4%	85%	False	False	85,948
100	83.83	60.77	23.06	28.7%	1.96	2.4%	85%	False	False	73,078
120	83.83	60.77	23.06	28.7%	1.83	2.3%	85%	False	False	62,520

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.52
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.32
2.618	86.11
1.618	84.14
1.000	82.92
0.618	82.17
HIGH	80.95
0.618	80.20
0.500	79.97
0.382	79.73
LOW	78.98
0.618	77.76
1.000	77.01
1.618	75.79
2.618	73.82
4.250	70.61

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	80.27	81.14
PP	80.12	80.90
S1	79.97	80.66

Download as Excel Spreadsheet

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

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