NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 27-Oct-2021
Day Change Summary
Previous Current
26-Oct-2021 27-Oct-2021 Change Change % Previous Week
Open 83.72 84.39 0.67 0.8% 82.00
High 84.88 84.51 -0.37 -0.4% 84.22
Low 82.97 82.01 -0.96 -1.2% 80.78
Close 84.65 82.66 -1.99 -2.4% 83.76
Range 1.91 2.50 0.59 30.9% 3.44
ATR 2.13 2.17 0.04 1.7% 0.00
Volume 467,716 529,952 62,236 13.3% 2,596,089
Daily Pivots for day following 27-Oct-2021
Classic Woodie Camarilla DeMark
R4 90.56 89.11 84.04
R3 88.06 86.61 83.35
R2 85.56 85.56 83.12
R1 84.11 84.11 82.89 83.59
PP 83.06 83.06 83.06 82.80
S1 81.61 81.61 82.43 81.09
S2 80.56 80.56 82.20
S3 78.06 79.11 81.97
S4 75.56 76.61 81.29
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 93.24 91.94 85.65
R3 89.80 88.50 84.71
R2 86.36 86.36 84.39
R1 85.06 85.06 84.08 85.71
PP 82.92 82.92 82.92 83.25
S1 81.62 81.62 83.44 82.27
S2 79.48 79.48 83.13
S3 76.04 78.18 82.81
S4 72.60 74.74 81.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.41 80.79 4.62 5.6% 2.41 2.9% 40% False False 519,850
10 85.41 79.79 5.62 6.8% 2.13 2.6% 51% False False 474,777
20 85.41 72.82 12.59 15.2% 2.24 2.7% 78% False False 381,954
40 85.41 66.65 18.76 22.7% 2.03 2.5% 85% False False 262,060
60 85.41 61.11 24.30 29.4% 2.03 2.4% 89% False False 205,880
80 85.41 61.11 24.30 29.4% 2.04 2.5% 89% False False 175,719
100 85.41 61.11 24.30 29.4% 1.93 2.3% 89% False False 157,257
120 85.41 59.83 25.58 30.9% 1.88 2.3% 89% False False 142,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.14
2.618 91.06
1.618 88.56
1.000 87.01
0.618 86.06
HIGH 84.51
0.618 83.56
0.500 83.26
0.382 82.97
LOW 82.01
0.618 80.47
1.000 79.51
1.618 77.97
2.618 75.47
4.250 71.39
Fisher Pivots for day following 27-Oct-2021
Pivot 1 day 3 day
R1 83.26 83.71
PP 83.06 83.36
S1 82.86 83.01

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

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