NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 75.68 76.98 1.30 1.7% 72.24
High 77.28 77.60 0.32 0.4% 74.41
Low 75.56 74.94 -0.62 -0.8% 71.31
Close 76.92 75.47 -1.45 -1.9% 73.98
Range 1.72 2.66 0.94 54.7% 3.10
ATR 1.82 1.88 0.06 3.3% 0.00
Volume 65,477 50,740 -14,737 -22.5% 163,331
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 83.98 82.39 76.93
R3 81.32 79.73 76.20
R2 78.66 78.66 75.96
R1 77.07 77.07 75.71 76.54
PP 76.00 76.00 76.00 75.74
S1 74.41 74.41 75.23 73.88
S2 73.34 73.34 74.98
S3 70.68 71.75 74.74
S4 68.02 69.09 74.01
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 77.60 71.31 6.29 8.3% 2.33 3.1% 66% True False 45,642
10 77.60 69.75 7.85 10.4% 1.99 2.6% 73% True False 39,470
20 77.60 65.97 11.63 15.4% 1.77 2.3% 82% True False 35,675
40 77.60 60.21 17.39 23.0% 1.72 2.3% 88% True False 29,761
60 77.60 60.21 17.39 23.0% 1.75 2.3% 88% True False 25,451
80 77.60 60.21 17.39 23.0% 1.68 2.2% 88% True False 22,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.91
2.618 84.56
1.618 81.90
1.000 80.26
0.618 79.24
HIGH 77.60
0.618 76.58
0.500 76.27
0.382 75.96
LOW 74.94
0.618 73.30
1.000 72.28
1.618 70.64
2.618 67.98
4.250 63.64
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 76.27 75.57
PP 76.00 75.54
S1 75.74 75.50

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

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