NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 75.01 77.10 2.09 2.8% 77.32
High 77.53 77.85 0.32 0.4% 78.17
Low 74.15 76.72 2.57 3.5% 73.69
Close 77.27 77.15 -0.12 -0.2% 74.42
Range 3.38 1.13 -2.25 -66.6% 4.48
ATR 2.24 2.16 -0.08 -3.5% 0.00
Volume 121,052 46,328 -74,724 -61.7% 335,011
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 80.63 80.02 77.77
R3 79.50 78.89 77.46
R2 78.37 78.37 77.36
R1 77.76 77.76 77.25 78.07
PP 77.24 77.24 77.24 77.39
S1 76.63 76.63 77.05 76.94
S2 76.11 76.11 76.94
S3 74.98 75.50 76.84
S4 73.85 74.37 76.53
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 88.87 86.12 76.88
R3 84.39 81.64 75.65
R2 79.91 79.91 75.24
R1 77.16 77.16 74.83 76.30
PP 75.43 75.43 75.43 74.99
S1 72.68 72.68 74.01 71.82
S2 70.95 70.95 73.60
S3 66.47 68.20 73.19
S4 61.99 63.72 71.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.85 73.27 4.58 5.9% 2.59 3.4% 85% True False 80,612
10 78.26 73.27 4.99 6.5% 2.17 2.8% 78% False False 69,323
20 80.25 73.27 6.98 9.0% 2.21 2.9% 56% False False 67,824
40 80.72 71.31 9.41 12.2% 2.04 2.6% 62% False False 64,249
60 80.72 65.70 15.02 19.5% 1.89 2.4% 76% False False 53,655
80 80.72 60.21 20.51 26.6% 1.85 2.4% 83% False False 45,479
100 80.72 60.21 20.51 26.6% 1.84 2.4% 83% False False 39,250
120 80.72 60.21 20.51 26.6% 1.74 2.3% 83% False False 34,829
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 82.65
2.618 80.81
1.618 79.68
1.000 78.98
0.618 78.55
HIGH 77.85
0.618 77.42
0.500 77.29
0.382 77.15
LOW 76.72
0.618 76.02
1.000 75.59
1.618 74.89
2.618 73.76
4.250 71.92
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 77.29 76.62
PP 77.24 76.09
S1 77.20 75.56

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

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