NYMEX Light Sweet Crude Oil Future March 2022
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
80.01 |
80.29 |
0.28 |
0.3% |
79.13 |
| High |
80.72 |
80.42 |
-0.30 |
-0.4% |
80.44 |
| Low |
79.52 |
78.31 |
-1.21 |
-1.5% |
77.76 |
| Close |
80.56 |
78.84 |
-1.72 |
-2.1% |
79.62 |
| Range |
1.20 |
2.11 |
0.91 |
75.8% |
2.68 |
| ATR |
1.75 |
1.78 |
0.04 |
2.1% |
0.00 |
| Volume |
48,960 |
49,055 |
95 |
0.2% |
367,509 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.52 |
84.29 |
80.00 |
|
| R3 |
83.41 |
82.18 |
79.42 |
|
| R2 |
81.30 |
81.30 |
79.23 |
|
| R1 |
80.07 |
80.07 |
79.03 |
79.63 |
| PP |
79.19 |
79.19 |
79.19 |
78.97 |
| S1 |
77.96 |
77.96 |
78.65 |
77.52 |
| S2 |
77.08 |
77.08 |
78.45 |
|
| S3 |
74.97 |
75.85 |
78.26 |
|
| S4 |
72.86 |
73.74 |
77.68 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.31 |
86.15 |
81.09 |
|
| R3 |
84.63 |
83.47 |
80.36 |
|
| R2 |
81.95 |
81.95 |
80.11 |
|
| R1 |
80.79 |
80.79 |
79.87 |
81.37 |
| PP |
79.27 |
79.27 |
79.27 |
79.57 |
| S1 |
78.11 |
78.11 |
79.37 |
78.69 |
| S2 |
76.59 |
76.59 |
79.13 |
|
| S3 |
73.91 |
75.43 |
78.88 |
|
| S4 |
71.23 |
72.75 |
78.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.72 |
77.76 |
2.96 |
3.8% |
1.77 |
2.2% |
36% |
False |
False |
81,231 |
| 10 |
80.72 |
77.76 |
2.96 |
3.8% |
1.62 |
2.1% |
36% |
False |
False |
67,120 |
| 20 |
80.72 |
71.31 |
9.41 |
11.9% |
1.87 |
2.4% |
80% |
False |
False |
60,673 |
| 40 |
80.72 |
65.70 |
15.02 |
19.1% |
1.73 |
2.2% |
87% |
False |
False |
46,570 |
| 60 |
80.72 |
60.21 |
20.51 |
26.0% |
1.73 |
2.2% |
91% |
False |
False |
38,030 |
| 80 |
80.72 |
60.21 |
20.51 |
26.0% |
1.75 |
2.2% |
91% |
False |
False |
32,106 |
| 100 |
80.72 |
60.21 |
20.51 |
26.0% |
1.65 |
2.1% |
91% |
False |
False |
28,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.39 |
|
2.618 |
85.94 |
|
1.618 |
83.83 |
|
1.000 |
82.53 |
|
0.618 |
81.72 |
|
HIGH |
80.42 |
|
0.618 |
79.61 |
|
0.500 |
79.37 |
|
0.382 |
79.12 |
|
LOW |
78.31 |
|
0.618 |
77.01 |
|
1.000 |
76.20 |
|
1.618 |
74.90 |
|
2.618 |
72.79 |
|
4.250 |
69.34 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
79.37 |
79.52 |
| PP |
79.19 |
79.29 |
| S1 |
79.02 |
79.07 |
|