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 |
|
|
|
| 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 |
|