NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
82.37 |
83.34 |
0.97 |
1.2% |
79.59 |
| High |
83.74 |
84.25 |
0.51 |
0.6% |
82.66 |
| Low |
81.80 |
81.30 |
-0.50 |
-0.6% |
79.42 |
| Close |
82.96 |
83.87 |
0.91 |
1.1% |
82.28 |
| Range |
1.94 |
2.95 |
1.01 |
52.1% |
3.24 |
| ATR |
2.07 |
2.14 |
0.06 |
3.0% |
0.00 |
| Volume |
82,607 |
20,021 |
-62,586 |
-75.8% |
2,416,923 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.99 |
90.88 |
85.49 |
|
| R3 |
89.04 |
87.93 |
84.68 |
|
| R2 |
86.09 |
86.09 |
84.41 |
|
| R1 |
84.98 |
84.98 |
84.14 |
85.54 |
| PP |
83.14 |
83.14 |
83.14 |
83.42 |
| S1 |
82.03 |
82.03 |
83.60 |
82.59 |
| S2 |
80.19 |
80.19 |
83.33 |
|
| S3 |
77.24 |
79.08 |
83.06 |
|
| S4 |
74.29 |
76.13 |
82.25 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.17 |
89.97 |
84.06 |
|
| R3 |
87.93 |
86.73 |
83.17 |
|
| R2 |
84.69 |
84.69 |
82.87 |
|
| R1 |
83.49 |
83.49 |
82.58 |
84.09 |
| PP |
81.45 |
81.45 |
81.45 |
81.76 |
| S1 |
80.25 |
80.25 |
81.98 |
80.85 |
| S2 |
78.21 |
78.21 |
81.69 |
|
| S3 |
74.97 |
77.01 |
81.39 |
|
| S4 |
71.73 |
73.77 |
80.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.25 |
80.38 |
3.87 |
4.6% |
1.90 |
2.3% |
90% |
True |
False |
182,898 |
| 10 |
84.25 |
74.96 |
9.29 |
11.1% |
2.13 |
2.5% |
96% |
True |
False |
386,066 |
| 20 |
84.25 |
71.61 |
12.64 |
15.1% |
2.17 |
2.6% |
97% |
True |
False |
413,574 |
| 40 |
84.25 |
66.63 |
17.62 |
21.0% |
1.97 |
2.3% |
98% |
True |
False |
307,841 |
| 60 |
84.25 |
61.50 |
22.75 |
27.1% |
2.03 |
2.4% |
98% |
True |
False |
232,204 |
| 80 |
84.25 |
61.50 |
22.75 |
27.1% |
2.06 |
2.5% |
98% |
True |
False |
186,658 |
| 100 |
84.25 |
61.50 |
22.75 |
27.1% |
1.92 |
2.3% |
98% |
True |
False |
155,470 |
| 120 |
84.25 |
60.43 |
23.82 |
28.4% |
1.87 |
2.2% |
98% |
True |
False |
132,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.79 |
|
2.618 |
91.97 |
|
1.618 |
89.02 |
|
1.000 |
87.20 |
|
0.618 |
86.07 |
|
HIGH |
84.25 |
|
0.618 |
83.12 |
|
0.500 |
82.78 |
|
0.382 |
82.43 |
|
LOW |
81.30 |
|
0.618 |
79.48 |
|
1.000 |
78.35 |
|
1.618 |
76.53 |
|
2.618 |
73.58 |
|
4.250 |
68.76 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
83.51 |
83.51 |
| PP |
83.14 |
83.14 |
| S1 |
82.78 |
82.78 |
|