NYMEX Light Sweet Crude Oil Future March 2022

Trading Metrics calculated at close of trading on 15-Oct-2021

Day Change Summary
	Previous	Current
	14-Oct-2021	15-Oct-2021	Change	Change %	Previous Week
Open	77.92	78.69	0.77	1.0%	76.97
High	78.83	79.44	0.61	0.8%	79.44
Low	77.76	78.65	0.89	1.1%	76.66
Close	78.53	79.13	0.60	0.8%	79.13
Range	1.07	0.79	-0.28	-26.2%	2.78
ATR	1.84	1.77	-0.07	-3.6%	0.00
Volume	40,659	46,111	5,452	13.4%	254,418

Daily Pivots for day following 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	81.44	81.08	79.56
R3	80.65	80.29	79.35
R2	79.86	79.86	79.27
R1	79.50	79.50	79.20	79.68
PP	79.07	79.07	79.07	79.17
S1	78.71	78.71	79.06	78.89
S2	78.28	78.28	78.99
S3	77.49	77.92	78.91
S4	76.70	77.13	78.70

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	86.75	85.72	80.66
R3	83.97	82.94	79.89
R2	81.19	81.19	79.64
R1	80.16	80.16	79.38	80.68
PP	78.41	78.41	78.41	78.67
S1	77.38	77.38	78.88	77.90
S2	75.63	75.63	78.62
S3	72.85	74.60	78.37
S4	70.07	71.82	77.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.44	76.66	2.78	3.5%	1.31	1.7%	89%	True	False	50,883
10	79.44	73.24	6.20	7.8%	1.86	2.4%	95%	True	False	56,448
20	79.44	67.60	11.84	15.0%	1.82	2.3%	97%	True	False	43,725
40	79.44	60.21	19.23	24.3%	1.70	2.1%	98%	True	False	36,241
60	79.44	60.21	19.23	24.3%	1.66	2.1%	98%	True	False	30,225
80	79.44	60.21	19.23	24.3%	1.71	2.2%	98%	True	False	25,943
100	79.44	60.21	19.23	24.3%	1.59	2.0%	98%	True	False	23,079

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	82.80
2.618	81.51
1.618	80.72
1.000	80.23
0.618	79.93
HIGH	79.44
0.618	79.14
0.500	79.05
0.382	78.95
LOW	78.65
0.618	78.16
1.000	77.86
1.618	77.37
2.618	76.58
4.250	75.29

Fisher Pivots for day following 15-Oct-2021
Pivot	1 day	3 day
R1	79.10	78.77
PP	79.07	78.41
S1	79.05	78.05

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

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