NYMEX Light Sweet Crude Oil Future February 2022
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
68.93 |
69.69 |
0.76 |
1.1% |
75.07 |
| High |
72.48 |
70.86 |
-1.62 |
-2.2% |
78.59 |
| Low |
68.40 |
64.16 |
-4.24 |
-6.2% |
67.14 |
| Close |
69.62 |
65.85 |
-3.77 |
-5.4% |
67.84 |
| Range |
4.08 |
6.70 |
2.62 |
64.2% |
11.45 |
| ATR |
3.02 |
3.28 |
0.26 |
8.7% |
0.00 |
| Volume |
169,526 |
184,461 |
14,935 |
8.8% |
607,288 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.06 |
83.15 |
69.54 |
|
| R3 |
80.36 |
76.45 |
67.69 |
|
| R2 |
73.66 |
73.66 |
67.08 |
|
| R1 |
69.75 |
69.75 |
66.46 |
68.36 |
| PP |
66.96 |
66.96 |
66.96 |
66.26 |
| S1 |
63.05 |
63.05 |
65.24 |
61.66 |
| S2 |
60.26 |
60.26 |
64.62 |
|
| S3 |
53.56 |
56.35 |
64.01 |
|
| S4 |
46.86 |
49.65 |
62.17 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.54 |
98.14 |
74.14 |
|
| R3 |
94.09 |
86.69 |
70.99 |
|
| R2 |
82.64 |
82.64 |
69.94 |
|
| R1 |
75.24 |
75.24 |
68.89 |
73.22 |
| PP |
71.19 |
71.19 |
71.19 |
70.18 |
| S1 |
63.79 |
63.79 |
66.79 |
61.77 |
| S2 |
59.74 |
59.74 |
65.74 |
|
| S3 |
48.29 |
52.34 |
64.69 |
|
| S4 |
36.84 |
40.89 |
61.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.59 |
64.16 |
14.43 |
21.9% |
5.27 |
8.0% |
12% |
False |
True |
169,727 |
| 10 |
79.40 |
64.16 |
15.24 |
23.1% |
3.92 |
6.0% |
11% |
False |
True |
140,162 |
| 20 |
81.73 |
64.16 |
17.57 |
26.7% |
3.13 |
4.8% |
10% |
False |
True |
116,198 |
| 40 |
82.13 |
64.16 |
17.97 |
27.3% |
2.50 |
3.8% |
9% |
False |
True |
92,918 |
| 60 |
82.13 |
64.16 |
17.97 |
27.3% |
2.26 |
3.4% |
9% |
False |
True |
71,108 |
| 80 |
82.13 |
60.52 |
21.61 |
32.8% |
2.14 |
3.3% |
25% |
False |
False |
57,612 |
| 100 |
82.13 |
60.52 |
21.61 |
32.8% |
2.08 |
3.2% |
25% |
False |
False |
48,344 |
| 120 |
82.13 |
60.52 |
21.61 |
32.8% |
1.96 |
3.0% |
25% |
False |
False |
41,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.34 |
|
2.618 |
88.40 |
|
1.618 |
81.70 |
|
1.000 |
77.56 |
|
0.618 |
75.00 |
|
HIGH |
70.86 |
|
0.618 |
68.30 |
|
0.500 |
67.51 |
|
0.382 |
66.72 |
|
LOW |
64.16 |
|
0.618 |
60.02 |
|
1.000 |
57.46 |
|
1.618 |
53.32 |
|
2.618 |
46.62 |
|
4.250 |
35.69 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
67.51 |
71.12 |
| PP |
66.96 |
69.36 |
| S1 |
66.40 |
67.61 |
|