NYMEX Light Sweet Crude Oil Future March 2022

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	76.97	77.76	0.79	1.0%	74.12
High	78.66	78.44	-0.22	-0.3%	77.64
Low	76.97	76.92	-0.05	-0.1%	73.24
Close	77.88	77.79	-0.09	-0.1%	76.64
Range	1.69	1.52	-0.17	-10.1%	4.40
ATR	1.96	1.92	-0.03	-1.6%	0.00
Volume	77,309	51,913	-25,396	-32.8%	310,066

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	82.28	81.55	78.63
R3	80.76	80.03	78.21
R2	79.24	79.24	78.07
R1	78.51	78.51	77.93	78.88
PP	77.72	77.72	77.72	77.90
S1	76.99	76.99	77.65	77.36
S2	76.20	76.20	77.51
S3	74.68	75.47	77.37
S4	73.16	73.95	76.95

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	89.04	87.24	79.06
R3	84.64	82.84	77.85
R2	80.24	80.24	77.45
R1	78.44	78.44	77.04	79.34
PP	75.84	75.84	75.84	76.29
S1	74.04	74.04	76.24	74.94
S2	71.44	71.44	75.83
S3	67.04	69.64	75.43
S4	62.64	65.24	74.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.66	73.24	5.42	7.0%	2.15	2.8%	84%	False	False	65,275
10	78.66	71.31	7.35	9.4%	2.16	2.8%	88%	False	False	53,107
20	78.66	67.60	11.06	14.2%	1.87	2.4%	92%	False	False	43,295
40	78.66	60.21	18.45	23.7%	1.76	2.3%	95%	False	False	34,913
60	78.66	60.21	18.45	23.7%	1.72	2.2%	95%	False	False	28,992
80	78.66	60.21	18.45	23.7%	1.71	2.2%	95%	False	False	24,886

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.67
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.90
2.618	82.42
1.618	80.90
1.000	79.96
0.618	79.38
HIGH	78.44
0.618	77.86
0.500	77.68
0.382	77.50
LOW	76.92
0.618	75.98
1.000	75.40
1.618	74.46
2.618	72.94
4.250	70.46

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	77.75	77.69
PP	77.72	77.58
S1	77.68	77.48

Download as Excel Spreadsheet

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

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