NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
79.01 |
79.87 |
0.86 |
1.1% |
75.63 |
| High |
81.08 |
80.79 |
-0.29 |
-0.4% |
79.62 |
| Low |
78.95 |
78.88 |
-0.07 |
-0.1% |
74.67 |
| Close |
79.92 |
79.92 |
0.00 |
0.0% |
78.76 |
| Range |
2.13 |
1.91 |
-0.22 |
-10.3% |
4.95 |
| ATR |
2.18 |
2.16 |
-0.02 |
-0.9% |
0.00 |
| Volume |
452,229 |
358,195 |
-94,034 |
-20.8% |
1,367,540 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.59 |
84.67 |
80.97 |
|
| R3 |
83.68 |
82.76 |
80.45 |
|
| R2 |
81.77 |
81.77 |
80.27 |
|
| R1 |
80.85 |
80.85 |
80.10 |
81.31 |
| PP |
79.86 |
79.86 |
79.86 |
80.10 |
| S1 |
78.94 |
78.94 |
79.74 |
79.40 |
| S2 |
77.95 |
77.95 |
79.57 |
|
| S3 |
76.04 |
77.03 |
79.39 |
|
| S4 |
74.13 |
75.12 |
78.87 |
|
|
| 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% |
False |
False |
344,445 |
| 10 |
81.08 |
72.82 |
8.26 |
10.3% |
2.39 |
3.0% |
86% |
False |
False |
275,626 |
| 20 |
81.08 |
69.05 |
12.03 |
15.1% |
2.10 |
2.6% |
90% |
False |
False |
214,332 |
| 40 |
81.08 |
61.11 |
19.97 |
25.0% |
2.00 |
2.5% |
94% |
False |
False |
161,818 |
| 60 |
81.08 |
61.11 |
19.97 |
25.0% |
1.98 |
2.5% |
94% |
False |
False |
136,104 |
| 80 |
81.08 |
61.11 |
19.97 |
25.0% |
1.97 |
2.5% |
94% |
False |
False |
124,637 |
| 100 |
81.08 |
59.83 |
21.25 |
26.6% |
1.85 |
2.3% |
95% |
False |
False |
113,993 |
| 120 |
81.08 |
58.74 |
22.34 |
28.0% |
1.82 |
2.3% |
95% |
False |
False |
105,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.91 |
|
2.618 |
85.79 |
|
1.618 |
83.88 |
|
1.000 |
82.70 |
|
0.618 |
81.97 |
|
HIGH |
80.79 |
|
0.618 |
80.06 |
|
0.500 |
79.84 |
|
0.382 |
79.61 |
|
LOW |
78.88 |
|
0.618 |
77.70 |
|
1.000 |
76.97 |
|
1.618 |
75.79 |
|
2.618 |
73.88 |
|
4.250 |
70.76 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
79.89 |
79.83 |
| PP |
79.86 |
79.73 |
| S1 |
79.84 |
79.64 |
|