NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 77.29 78.66 1.37 1.8% 73.83
High 79.09 79.39 0.30 0.4% 76.26
Low 77.17 76.48 -0.69 -0.9% 72.82
Close 78.57 77.06 -1.51 -1.9% 75.58
Range 1.92 2.91 0.99 51.6% 3.44
ATR 2.01 2.08 0.06 3.2% 0.00
Volume 238,916 200,174 -38,742 -16.2% 963,094
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 86.37 84.63 78.66
R3 83.46 81.72 77.86
R2 80.55 80.55 77.59
R1 78.81 78.81 77.33 78.23
PP 77.64 77.64 77.64 77.35
S1 75.90 75.90 76.79 75.32
S2 74.73 74.73 76.53
S3 71.82 72.99 76.26
S4 68.91 70.08 75.46
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 79.39 72.82 6.57 8.5% 2.51 3.3% 65% True False 212,860
10 79.39 71.29 8.10 10.5% 2.17 2.8% 71% True False 195,746
20 79.39 67.04 12.35 16.0% 1.98 2.6% 81% True False 164,566
40 79.39 61.11 18.28 23.7% 1.96 2.5% 87% True False 130,977
60 79.39 61.11 18.28 23.7% 2.01 2.6% 87% True False 117,498
80 79.39 61.11 18.28 23.7% 1.93 2.5% 87% True False 109,902
100 79.39 59.83 19.56 25.4% 1.84 2.4% 88% True False 101,734
120 79.39 58.73 20.66 26.8% 1.79 2.3% 89% True False 94,478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.76
2.618 87.01
1.618 84.10
1.000 82.30
0.618 81.19
HIGH 79.39
0.618 78.28
0.500 77.94
0.382 77.59
LOW 76.48
0.618 74.68
1.000 73.57
1.618 71.77
2.618 68.86
4.250 64.11
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 77.94 77.21
PP 77.64 77.16
S1 77.35 77.11

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

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