NYMEX Light Sweet Crude Oil Future January 2022

Trading Metrics calculated at close of trading on 12-Nov-2021

Day Change Summary
	Previous	Current
	11-Nov-2021	12-Nov-2021	Change	Change %	Previous Week
Open	80.10	80.08	-0.02	0.0%	80.00
High	80.95	80.36	-0.59	-0.7%	83.30
Low	78.98	78.67	-0.31	-0.4%	78.67
Close	80.42	79.69	-0.73	-0.9%	79.69
Range	1.97	1.69	-0.28	-14.2%	4.63
ATR	2.37	2.33	-0.04	-1.9%	0.00
Volume	209,700	185,196	-24,504	-11.7%	1,052,589

Daily Pivots for day following 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	84.64	83.86	80.62
R3	82.95	82.17	80.15
R2	81.26	81.26	80.00
R1	80.48	80.48	79.84	80.03
PP	79.57	79.57	79.57	79.35
S1	78.79	78.79	79.54	78.34
S2	77.88	77.88	79.38
S3	76.19	77.10	79.23
S4	74.50	75.41	78.76

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	94.44	91.70	82.24
R3	89.81	87.07	80.96
R2	85.18	85.18	80.54
R1	82.44	82.44	80.11	81.50
PP	80.55	80.55	80.55	80.08
S1	77.81	77.81	79.27	76.87
S2	75.92	75.92	78.84
S3	71.29	73.18	78.42
S4	66.66	68.55	77.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.30	78.67	4.63	5.8%	2.27	2.8%	22%	False	True	210,517
10	83.30	77.23	6.07	7.6%	2.55	3.2%	41%	False	False	197,331
20	83.83	77.23	6.60	8.3%	2.33	2.9%	37%	False	False	186,920
40	83.83	68.61	15.22	19.1%	2.15	2.7%	73%	False	False	142,665
60	83.83	60.77	23.06	28.9%	2.03	2.5%	82%	False	False	108,027
80	83.83	60.77	23.06	28.9%	1.96	2.5%	82%	False	False	87,878
100	83.83	60.77	23.06	28.9%	1.97	2.5%	82%	False	False	74,798
120	83.83	60.77	23.06	28.9%	1.84	2.3%	82%	False	False	63,956

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	87.54
2.618	84.78
1.618	83.09
1.000	82.05
0.618	81.40
HIGH	80.36
0.618	79.71
0.500	79.52
0.382	79.32
LOW	78.67
0.618	77.63
1.000	76.98
1.618	75.94
2.618	74.25
4.250	71.49

Fisher Pivots for day following 12-Nov-2021
Pivot	1 day	3 day
R1	79.63	80.99
PP	79.57	80.55
S1	79.52	80.12

Download as Excel Spreadsheet

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

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