NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 78.47 79.01 0.54 0.7% 75.63
High 79.62 81.08 1.46 1.8% 79.62
Low 78.20 78.95 0.75 1.0% 74.67
Close 78.76 79.92 1.16 1.5% 78.76
Range 1.42 2.13 0.71 50.0% 4.95
ATR 2.17 2.18 0.01 0.5% 0.00
Volume 446,498 452,229 5,731 1.3% 1,367,540
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 86.37 85.28 81.09
R3 84.24 83.15 80.51
R2 82.11 82.11 80.31
R1 81.02 81.02 80.12 81.57
PP 79.98 79.98 79.98 80.26
S1 78.89 78.89 79.72 79.44
S2 77.85 77.85 79.53
S3 75.72 76.76 79.33
S4 73.59 74.63 78.75
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 92.53 90.60 81.48
R3 87.58 85.65 80.12
R2 82.63 82.63 79.67
R1 80.70 80.70 79.21 81.67
PP 77.68 77.68 77.68 78.17
S1 75.75 75.75 78.31 76.72
S2 72.73 72.73 77.85
S3 67.78 70.80 77.40
S4 62.83 65.85 76.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.08 74.67 6.41 8.0% 2.45 3.1% 82% True False 320,589
10 81.08 72.82 8.26 10.3% 2.44 3.0% 86% True False 257,575
20 81.08 69.05 12.03 15.1% 2.07 2.6% 90% True False 202,732
40 81.08 61.11 19.97 25.0% 2.01 2.5% 94% True False 154,656
60 81.08 61.11 19.97 25.0% 2.04 2.5% 94% True False 132,365
80 81.08 61.11 19.97 25.0% 1.96 2.5% 94% True False 121,059
100 81.08 59.83 21.25 26.6% 1.85 2.3% 95% True False 111,173
120 81.08 58.74 22.34 28.0% 1.81 2.3% 95% True False 102,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.13
2.618 86.66
1.618 84.53
1.000 83.21
0.618 82.40
HIGH 81.08
0.618 80.27
0.500 80.02
0.382 79.76
LOW 78.95
0.618 77.63
1.000 76.82
1.618 75.50
2.618 73.37
4.250 69.90
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 80.02 79.24
PP 79.98 78.56
S1 79.95 77.88

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

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