NYMEX Light Sweet Crude Oil Future June 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	76.98	77.77	0.79	1.0%	75.06
High	77.88	77.90	0.02	0.0%	77.28
Low	75.84	75.42	-0.42	-0.6%	74.80
Close	77.83	76.38	-1.45	-1.9%	76.93
Range	2.04	2.48	0.44	21.6%	2.48
ATR	1.68	1.74	0.06	3.4%	0.00
Volume	45,638	65,391	19,753	43.3%	203,091

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	84.01	82.67	77.74
R3	81.53	80.19	77.06
R2	79.05	79.05	76.83
R1	77.71	77.71	76.61	77.14
PP	76.57	76.57	76.57	76.28
S1	75.23	75.23	76.15	74.66
S2	74.09	74.09	75.93
S3	71.61	72.75	75.70
S4	69.13	70.27	75.02

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	83.78	82.83	78.29
R3	81.30	80.35	77.61
R2	78.82	78.82	77.38
R1	77.87	77.87	77.16	78.35
PP	76.34	76.34	76.34	76.57
S1	75.39	75.39	76.70	75.87
S2	73.86	73.86	76.48
S3	71.38	72.91	76.25
S4	68.90	70.43	75.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.90	75.42	2.48	3.2%	1.67	2.2%	39%	True	True	52,163
10	77.90	74.38	3.52	4.6%	1.51	2.0%	57%	True	False	49,646
20	77.90	69.09	8.81	11.5%	1.81	2.4%	83%	True	False	43,420
40	77.90	63.90	14.00	18.3%	1.61	2.1%	89%	True	False	36,743

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	0.45
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	88.44
2.618	84.39
1.618	81.91
1.000	80.38
0.618	79.43
HIGH	77.90
0.618	76.95
0.500	76.66
0.382	76.37
LOW	75.42
0.618	73.89
1.000	72.94
1.618	71.41
2.618	68.93
4.250	64.88

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	76.66	76.66
PP	76.57	76.57
S1	76.47	76.47

Download as Excel Spreadsheet

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

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