NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 74.74 75.63 0.89 1.2% 73.83
High 75.68 78.07 2.39 3.2% 76.26
Low 73.92 75.03 1.11 1.5% 72.82
Close 75.58 77.33 1.75 2.3% 75.58
Range 1.76 3.04 1.28 72.7% 3.44
ATR 1.94 2.02 0.08 4.0% 0.00
Volume 169,247 216,820 47,573 28.1% 963,094
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 85.93 84.67 79.00
R3 82.89 81.63 78.17
R2 79.85 79.85 77.89
R1 78.59 78.59 77.61 79.22
PP 76.81 76.81 76.81 77.13
S1 75.55 75.55 77.05 76.18
S2 73.77 73.77 76.77
S3 70.73 72.51 76.49
S4 67.69 69.47 75.66
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 85.21 83.83 77.47
R3 81.77 80.39 76.53
R2 78.33 78.33 76.21
R1 76.95 76.95 75.90 77.64
PP 74.89 74.89 74.89 75.23
S1 73.51 73.51 75.26 74.20
S2 71.45 71.45 74.95
S3 68.01 70.07 74.63
S4 64.57 66.63 73.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.07 72.82 5.25 6.8% 2.42 3.1% 86% True False 194,560
10 78.07 69.05 9.02 11.7% 2.06 2.7% 92% True False 179,954
20 78.07 67.04 11.03 14.3% 1.90 2.5% 93% True False 155,586
40 78.07 61.11 16.96 21.9% 1.96 2.5% 96% True False 125,244
60 78.07 61.11 16.96 21.9% 1.98 2.6% 96% True False 112,910
80 78.07 61.11 16.96 21.9% 1.89 2.4% 96% True False 106,432
100 78.07 59.83 18.24 23.6% 1.84 2.4% 96% True False 98,583
120 78.07 58.73 19.34 25.0% 1.76 2.3% 96% True False 91,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 90.99
2.618 86.03
1.618 82.99
1.000 81.11
0.618 79.95
HIGH 78.07
0.618 76.91
0.500 76.55
0.382 76.19
LOW 75.03
0.618 73.15
1.000 71.99
1.618 70.11
2.618 67.07
4.250 62.11
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 77.07 76.70
PP 76.81 76.07
S1 76.55 75.45

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

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