NYMEX Light Sweet Crude Oil Future February 2022

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	81.28	81.61	0.33	0.4%	80.09
High	82.05	81.75	-0.30	-0.4%	81.51
Low	80.69	79.50	-1.19	-1.5%	78.74
Close	81.89	80.09	-1.80	-2.2%	80.98
Range	1.36	2.25	0.89	65.4%	2.77
ATR	1.83	1.87	0.04	2.2%	0.00
Volume	77,409	70,508	-6,901	-8.9%	390,884

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	87.20	85.89	81.33
R3	84.95	83.64	80.71
R2	82.70	82.70	80.50
R1	81.39	81.39	80.30	80.92
PP	80.45	80.45	80.45	80.21
S1	79.14	79.14	79.88	78.67
S2	78.20	78.20	79.68
S3	75.95	76.89	79.47
S4	73.70	74.64	78.85

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	88.72	87.62	82.50
R3	85.95	84.85	81.74
R2	83.18	83.18	81.49
R1	82.08	82.08	81.23	82.63
PP	80.41	80.41	80.41	80.69
S1	79.31	79.31	80.73	79.86
S2	77.64	77.64	80.47
S3	74.87	76.54	80.22
S4	72.10	73.77	79.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.13	78.74	3.39	4.2%	1.92	2.4%	40%	False	False	94,839
10	82.13	78.42	3.71	4.6%	1.73	2.2%	45%	False	False	77,079
20	82.13	71.83	10.30	12.9%	1.95	2.4%	80%	False	False	63,255
40	82.13	66.05	16.08	20.1%	1.81	2.3%	87%	False	False	45,174
60	82.13	60.52	21.61	27.0%	1.81	2.3%	91%	False	False	35,134
80	82.13	60.52	21.61	27.0%	1.82	2.3%	91%	False	False	28,888
100	82.13	60.52	21.61	27.0%	1.71	2.1%	91%	False	False	24,405
120	82.13	59.21	22.92	28.6%	1.66	2.1%	91%	False	False	21,083

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	91.31
2.618	87.64
1.618	85.39
1.000	84.00
0.618	83.14
HIGH	81.75
0.618	80.89
0.500	80.63
0.382	80.36
LOW	79.50
0.618	78.11
1.000	77.25
1.618	75.86
2.618	73.61
4.250	69.94

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	80.63	80.82
PP	80.45	80.57
S1	80.27	80.33

Download as Excel Spreadsheet

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

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