NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 79.94 80.93 0.99 1.2% 79.01
High 81.14 82.00 0.86 1.1% 82.00
Low 79.79 80.86 1.07 1.3% 78.78
Close 80.77 81.73 0.96 1.2% 81.73
Range 1.35 1.14 -0.21 -15.6% 3.22
ATR 2.06 2.00 -0.06 -2.9% 0.00
Volume 300,565 284,728 -15,837 -5.3% 1,700,673
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 84.95 84.48 82.36
R3 83.81 83.34 82.04
R2 82.67 82.67 81.94
R1 82.20 82.20 81.83 82.44
PP 81.53 81.53 81.53 81.65
S1 81.06 81.06 81.63 81.30
S2 80.39 80.39 81.52
S3 79.25 79.92 81.42
S4 78.11 78.78 81.10
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 90.50 89.33 83.50
R3 87.28 86.11 82.62
R2 84.06 84.06 82.32
R1 82.89 82.89 82.03 83.48
PP 80.84 80.84 80.84 81.13
S1 79.67 79.67 81.43 80.26
S2 77.62 77.62 81.14
S3 74.40 76.45 80.84
S4 71.18 73.23 79.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.00 78.78 3.22 3.9% 1.62 2.0% 92% True False 340,134
10 82.00 74.67 7.33 9.0% 2.13 2.6% 96% True False 306,821
20 82.00 69.05 12.95 15.8% 2.05 2.5% 98% True False 238,600
40 82.00 61.11 20.89 25.6% 1.95 2.4% 99% True False 177,029
60 82.00 61.11 20.89 25.6% 1.92 2.3% 99% True False 145,491
80 82.00 61.11 20.89 25.6% 1.97 2.4% 99% True False 132,219
100 82.00 61.11 20.89 25.6% 1.84 2.2% 99% True False 120,324
120 82.00 59.83 22.17 27.1% 1.82 2.2% 99% True False 111,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.54
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 86.85
2.618 84.98
1.618 83.84
1.000 83.14
0.618 82.70
HIGH 82.00
0.618 81.56
0.500 81.43
0.382 81.30
LOW 80.86
0.618 80.16
1.000 79.72
1.618 79.02
2.618 77.88
4.250 76.02
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 81.63 81.28
PP 81.53 80.84
S1 81.43 80.39

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

View Archives - Comment on this page... - Back to Index of Symbols