NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 79.48 80.29 0.81 1.0% 76.97
High 80.34 80.44 0.10 0.1% 79.44
Low 78.12 77.76 -0.36 -0.5% 76.66
Close 80.30 79.02 -1.28 -1.6% 79.13
Range 2.22 2.68 0.46 20.7% 2.78
ATR 1.78 1.85 0.06 3.6% 0.00
Volume 51,911 83,265 31,354 60.4% 254,418
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 87.11 85.75 80.49
R3 84.43 83.07 79.76
R2 81.75 81.75 79.51
R1 80.39 80.39 79.27 79.73
PP 79.07 79.07 79.07 78.75
S1 77.71 77.71 78.77 77.05
S2 76.39 76.39 78.53
S3 73.71 75.03 78.28
S4 71.03 72.35 77.55
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 80.44 77.76 2.68 3.4% 1.79 2.3% 47% True True 61,529
10 80.44 76.30 4.14 5.2% 1.61 2.0% 66% True False 61,089
20 80.44 70.84 9.60 12.1% 1.89 2.4% 85% True False 50,680
40 80.44 65.08 15.36 19.4% 1.69 2.1% 91% True False 40,735
60 80.44 60.21 20.23 25.6% 1.74 2.2% 93% True False 33,568
80 80.44 60.21 20.23 25.6% 1.76 2.2% 93% True False 28,909
100 80.44 60.21 20.23 25.6% 1.62 2.1% 93% True False 25,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 91.83
2.618 87.46
1.618 84.78
1.000 83.12
0.618 82.10
HIGH 80.44
0.618 79.42
0.500 79.10
0.382 78.78
LOW 77.76
0.618 76.10
1.000 75.08
1.618 73.42
2.618 70.74
4.250 66.37
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 79.10 79.10
PP 79.07 79.07
S1 79.05 79.05

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

View Archives - Comment on this page... - Back to Index of Symbols