NYMEX Light Sweet Crude Oil Future February 2022


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 77.42 77.58 0.16 0.2% 74.71
High 78.27 79.38 1.11 1.4% 78.27
Low 76.97 77.58 0.61 0.8% 73.76
Close 77.31 78.56 1.25 1.6% 77.31
Range 1.30 1.80 0.50 38.5% 4.51
ATR 2.00 2.01 0.00 0.2% 0.00
Volume 67,343 84,214 16,871 25.1% 269,724
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 83.91 83.03 79.55
R3 82.11 81.23 79.06
R2 80.31 80.31 78.89
R1 79.43 79.43 78.73 79.87
PP 78.51 78.51 78.51 78.73
S1 77.63 77.63 78.40 78.07
S2 76.71 76.71 78.23
S3 74.91 75.83 78.07
S4 73.11 74.03 77.57
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 89.98 88.15 79.79
R3 85.47 83.64 78.55
R2 80.96 80.96 78.14
R1 79.13 79.13 77.72 80.05
PP 76.45 76.45 76.45 76.90
S1 74.62 74.62 76.90 75.54
S2 71.94 71.94 76.48
S3 67.43 70.11 76.07
S4 62.92 65.60 74.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.38 73.76 5.62 7.2% 2.24 2.8% 85% True False 62,686
10 79.38 71.83 7.55 9.6% 2.28 2.9% 89% True False 46,238
20 79.38 68.13 11.25 14.3% 1.91 2.4% 93% True False 36,221
40 79.38 60.52 18.86 24.0% 1.84 2.3% 96% True False 28,841
60 79.38 60.52 18.86 24.0% 1.85 2.4% 96% True False 23,158
80 79.38 60.52 18.86 24.0% 1.76 2.2% 96% True False 19,234
100 79.38 59.21 20.17 25.7% 1.65 2.1% 96% True False 16,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.03
2.618 84.09
1.618 82.29
1.000 81.18
0.618 80.49
HIGH 79.38
0.618 78.69
0.500 78.48
0.382 78.27
LOW 77.58
0.618 76.47
1.000 75.78
1.618 74.67
2.618 72.87
4.250 69.93
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 78.53 77.90
PP 78.51 77.23
S1 78.48 76.57

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

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