NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 74.12 75.68 1.56 2.1% 72.24
High 76.34 77.28 0.94 1.2% 74.41
Low 73.54 75.56 2.02 2.7% 71.31
Close 75.71 76.92 1.21 1.6% 73.98
Range 2.80 1.72 -1.08 -38.6% 3.10
ATR 1.82 1.82 -0.01 -0.4% 0.00
Volume 47,435 65,477 18,042 38.0% 163,331
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 81.75 81.05 77.87
R3 80.03 79.33 77.39
R2 78.31 78.31 77.24
R1 77.61 77.61 77.08 77.96
PP 76.59 76.59 76.59 76.76
S1 75.89 75.89 76.76 76.24
S2 74.87 74.87 76.60
S3 73.15 74.17 76.45
S4 71.43 72.45 75.97
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 82.53 81.36 75.69
R3 79.43 78.26 74.83
R2 76.33 76.33 74.55
R1 75.16 75.16 74.26 75.75
PP 73.23 73.23 73.23 73.53
S1 72.06 72.06 73.70 72.65
S2 70.13 70.13 73.41
S3 67.03 68.96 73.13
S4 63.93 65.86 72.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.28 71.31 5.97 7.8% 2.16 2.8% 94% True False 40,940
10 77.28 68.81 8.47 11.0% 1.87 2.4% 96% True False 37,423
20 77.28 65.97 11.31 14.7% 1.69 2.2% 97% True False 34,894
40 77.28 60.21 17.07 22.2% 1.71 2.2% 98% True False 28,895
60 77.28 60.21 17.07 22.2% 1.73 2.3% 98% True False 24,856
80 77.28 60.21 17.07 22.2% 1.65 2.1% 98% True False 21,606
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.51
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.59
2.618 81.78
1.618 80.06
1.000 79.00
0.618 78.34
HIGH 77.28
0.618 76.62
0.500 76.42
0.382 76.22
LOW 75.56
0.618 74.50
1.000 73.84
1.618 72.78
2.618 71.06
4.250 68.25
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 76.75 76.21
PP 76.59 75.49
S1 76.42 74.78

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

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