NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
82.46 |
83.58 |
1.12 |
1.4% |
79.01 |
| High |
83.65 |
83.96 |
0.31 |
0.4% |
82.00 |
| Low |
80.78 |
80.79 |
0.01 |
0.0% |
78.78 |
| Close |
83.42 |
82.50 |
-0.92 |
-1.1% |
81.73 |
| Range |
2.87 |
3.17 |
0.30 |
10.5% |
3.22 |
| ATR |
2.06 |
2.14 |
0.08 |
3.9% |
0.00 |
| Volume |
530,693 |
567,503 |
36,810 |
6.9% |
1,700,673 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.93 |
90.38 |
84.24 |
|
| R3 |
88.76 |
87.21 |
83.37 |
|
| R2 |
85.59 |
85.59 |
83.08 |
|
| R1 |
84.04 |
84.04 |
82.79 |
83.23 |
| PP |
82.42 |
82.42 |
82.42 |
82.01 |
| S1 |
80.87 |
80.87 |
82.21 |
80.06 |
| S2 |
79.25 |
79.25 |
81.92 |
|
| S3 |
76.08 |
77.70 |
81.63 |
|
| S4 |
72.91 |
74.53 |
80.76 |
|
|
| 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 |
83.96 |
80.78 |
3.18 |
3.9% |
2.21 |
2.7% |
54% |
True |
False |
483,092 |
| 10 |
83.96 |
78.20 |
5.76 |
7.0% |
1.95 |
2.4% |
75% |
True |
False |
427,790 |
| 20 |
83.96 |
72.47 |
11.49 |
13.9% |
2.16 |
2.6% |
87% |
True |
False |
315,743 |
| 40 |
83.96 |
66.31 |
17.65 |
21.4% |
1.94 |
2.4% |
92% |
True |
False |
220,353 |
| 60 |
83.96 |
61.11 |
22.85 |
27.7% |
2.01 |
2.4% |
94% |
True |
False |
177,040 |
| 80 |
83.96 |
61.11 |
22.85 |
27.7% |
2.03 |
2.5% |
94% |
True |
False |
155,971 |
| 100 |
83.96 |
61.11 |
22.85 |
27.7% |
1.88 |
2.3% |
94% |
True |
False |
138,973 |
| 120 |
83.96 |
59.83 |
24.13 |
29.2% |
1.85 |
2.2% |
94% |
True |
False |
127,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.43 |
|
2.618 |
92.26 |
|
1.618 |
89.09 |
|
1.000 |
87.13 |
|
0.618 |
85.92 |
|
HIGH |
83.96 |
|
0.618 |
82.75 |
|
0.500 |
82.38 |
|
0.382 |
82.00 |
|
LOW |
80.79 |
|
0.618 |
78.83 |
|
1.000 |
77.62 |
|
1.618 |
75.66 |
|
2.618 |
72.49 |
|
4.250 |
67.32 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
82.46 |
82.46 |
| PP |
82.42 |
82.41 |
| S1 |
82.38 |
82.37 |
|