NYMEX Light Sweet Crude Oil Future January 2022
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
78.34 |
69.23 |
-9.11 |
-11.6% |
75.75 |
| High |
78.65 |
72.93 |
-5.72 |
-7.3% |
79.23 |
| Low |
67.40 |
68.86 |
1.46 |
2.2% |
67.40 |
| Close |
68.15 |
69.95 |
1.80 |
2.6% |
68.15 |
| Range |
11.25 |
4.07 |
-7.18 |
-63.8% |
11.83 |
| ATR |
3.05 |
3.17 |
0.12 |
4.1% |
0.00 |
| Volume |
844,630 |
675,090 |
-169,540 |
-20.1% |
2,146,233 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.79 |
80.44 |
72.19 |
|
| R3 |
78.72 |
76.37 |
71.07 |
|
| R2 |
74.65 |
74.65 |
70.70 |
|
| R1 |
72.30 |
72.30 |
70.32 |
73.48 |
| PP |
70.58 |
70.58 |
70.58 |
71.17 |
| S1 |
68.23 |
68.23 |
69.58 |
69.41 |
| S2 |
66.51 |
66.51 |
69.20 |
|
| S3 |
62.44 |
64.16 |
68.83 |
|
| S4 |
58.37 |
60.09 |
67.71 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.08 |
99.45 |
74.66 |
|
| R3 |
95.25 |
87.62 |
71.40 |
|
| R2 |
83.42 |
83.42 |
70.32 |
|
| R1 |
75.79 |
75.79 |
69.23 |
73.69 |
| PP |
71.59 |
71.59 |
71.59 |
70.55 |
| S1 |
63.96 |
63.96 |
67.07 |
61.86 |
| S2 |
59.76 |
59.76 |
65.98 |
|
| S3 |
47.93 |
52.13 |
64.90 |
|
| S4 |
36.10 |
40.30 |
61.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.23 |
67.40 |
11.83 |
16.9% |
4.51 |
6.4% |
22% |
False |
False |
564,264 |
| 10 |
80.68 |
67.40 |
13.28 |
19.0% |
3.54 |
5.1% |
19% |
False |
False |
477,081 |
| 20 |
83.30 |
67.40 |
15.90 |
22.7% |
3.04 |
4.3% |
16% |
False |
False |
337,206 |
| 40 |
83.83 |
67.40 |
16.43 |
23.5% |
2.56 |
3.7% |
16% |
False |
False |
246,278 |
| 60 |
83.83 |
66.67 |
17.16 |
24.5% |
2.29 |
3.3% |
19% |
False |
False |
182,360 |
| 80 |
83.83 |
60.77 |
23.06 |
33.0% |
2.21 |
3.2% |
40% |
False |
False |
144,518 |
| 100 |
83.83 |
60.77 |
23.06 |
33.0% |
2.15 |
3.1% |
40% |
False |
False |
120,705 |
| 120 |
83.83 |
60.77 |
23.06 |
33.0% |
2.04 |
2.9% |
40% |
False |
False |
102,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.23 |
|
2.618 |
83.59 |
|
1.618 |
79.52 |
|
1.000 |
77.00 |
|
0.618 |
75.45 |
|
HIGH |
72.93 |
|
0.618 |
71.38 |
|
0.500 |
70.90 |
|
0.382 |
70.41 |
|
LOW |
68.86 |
|
0.618 |
66.34 |
|
1.000 |
64.79 |
|
1.618 |
62.27 |
|
2.618 |
58.20 |
|
4.250 |
51.56 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.90 |
73.32 |
| PP |
70.58 |
72.19 |
| S1 |
70.27 |
71.07 |
|