NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 01-Nov-2021
Day Change Summary
Previous Current
29-Oct-2021 01-Nov-2021 Change Change % Previous Week
Open 83.09 83.36 0.27 0.3% 83.98
High 83.74 84.88 1.14 1.4% 85.41
Low 81.41 82.74 1.33 1.6% 80.58
Close 83.57 84.05 0.48 0.6% 83.57
Range 2.33 2.14 -0.19 -8.2% 4.83
ATR 2.21 2.21 -0.01 -0.2% 0.00
Volume 507,309 412,309 -95,000 -18.7% 2,565,287
Daily Pivots for day following 01-Nov-2021
Classic Woodie Camarilla DeMark
R4 90.31 89.32 85.23
R3 88.17 87.18 84.64
R2 86.03 86.03 84.44
R1 85.04 85.04 84.25 85.54
PP 83.89 83.89 83.89 84.14
S1 82.90 82.90 83.85 83.40
S2 81.75 81.75 83.66
S3 79.61 80.76 83.46
S4 77.47 78.62 82.87
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 97.68 95.45 86.23
R3 92.85 90.62 84.90
R2 88.02 88.02 84.46
R1 85.79 85.79 84.01 84.49
PP 83.19 83.19 83.19 82.54
S1 80.96 80.96 83.13 79.66
S2 78.36 78.36 82.68
S3 73.53 76.13 82.24
S4 68.70 71.30 80.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.88 80.58 4.30 5.1% 2.30 2.7% 81% True False 481,774
10 85.41 80.58 4.83 5.7% 2.39 2.8% 72% False False 507,261
20 85.41 74.67 10.74 12.8% 2.21 2.6% 87% False False 421,253
40 85.41 67.04 18.37 21.9% 2.05 2.4% 93% False False 288,420
60 85.41 61.11 24.30 28.9% 2.04 2.4% 94% False False 223,914
80 85.41 61.11 24.30 28.9% 2.04 2.4% 94% False False 189,996
100 85.41 61.11 24.30 28.9% 1.96 2.3% 94% False False 169,396
120 85.41 59.83 25.58 30.4% 1.90 2.3% 95% False False 152,361
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.66
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.98
2.618 90.48
1.618 88.34
1.000 87.02
0.618 86.20
HIGH 84.88
0.618 84.06
0.500 83.81
0.382 83.56
LOW 82.74
0.618 81.42
1.000 80.60
1.618 79.28
2.618 77.14
4.250 73.65
Fisher Pivots for day following 01-Nov-2021
Pivot 1 day 3 day
R1 83.97 83.61
PP 83.89 83.17
S1 83.81 82.73

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

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