NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
80.93 |
82.00 |
1.07 |
1.3% |
79.01 |
| High |
82.00 |
83.18 |
1.18 |
1.4% |
82.00 |
| Low |
80.86 |
81.21 |
0.35 |
0.4% |
78.78 |
| Close |
81.73 |
81.69 |
-0.04 |
0.0% |
81.73 |
| Range |
1.14 |
1.97 |
0.83 |
72.8% |
3.22 |
| ATR |
2.00 |
2.00 |
0.00 |
-0.1% |
0.00 |
| Volume |
284,728 |
501,073 |
216,345 |
76.0% |
1,700,673 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.94 |
86.78 |
82.77 |
|
| R3 |
85.97 |
84.81 |
82.23 |
|
| R2 |
84.00 |
84.00 |
82.05 |
|
| R1 |
82.84 |
82.84 |
81.87 |
82.44 |
| PP |
82.03 |
82.03 |
82.03 |
81.82 |
| S1 |
80.87 |
80.87 |
81.51 |
80.47 |
| S2 |
80.06 |
80.06 |
81.33 |
|
| S3 |
78.09 |
78.90 |
81.15 |
|
| S4 |
76.12 |
76.93 |
80.61 |
|
|
| 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 |
83.18 |
78.78 |
4.40 |
5.4% |
1.59 |
1.9% |
66% |
True |
False |
349,903 |
| 10 |
83.18 |
74.67 |
8.51 |
10.4% |
2.02 |
2.5% |
82% |
True |
False |
335,246 |
| 20 |
83.18 |
69.05 |
14.13 |
17.3% |
2.04 |
2.5% |
89% |
True |
False |
257,600 |
| 40 |
83.18 |
61.11 |
22.07 |
27.0% |
1.94 |
2.4% |
93% |
True |
False |
187,336 |
| 60 |
83.18 |
61.11 |
22.07 |
27.0% |
1.94 |
2.4% |
93% |
True |
False |
152,980 |
| 80 |
83.18 |
61.11 |
22.07 |
27.0% |
1.98 |
2.4% |
93% |
True |
False |
137,838 |
| 100 |
83.18 |
61.11 |
22.07 |
27.0% |
1.85 |
2.3% |
93% |
True |
False |
124,810 |
| 120 |
83.18 |
59.83 |
23.35 |
28.6% |
1.82 |
2.2% |
94% |
True |
False |
115,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.55 |
|
2.618 |
88.34 |
|
1.618 |
86.37 |
|
1.000 |
85.15 |
|
0.618 |
84.40 |
|
HIGH |
83.18 |
|
0.618 |
82.43 |
|
0.500 |
82.20 |
|
0.382 |
81.96 |
|
LOW |
81.21 |
|
0.618 |
79.99 |
|
1.000 |
79.24 |
|
1.618 |
78.02 |
|
2.618 |
76.05 |
|
4.250 |
72.84 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
82.20 |
81.62 |
| PP |
82.03 |
81.55 |
| S1 |
81.86 |
81.49 |
|