NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
83.87 |
83.07 |
-0.80 |
-1.0% |
83.98 |
| High |
84.41 |
83.08 |
-1.33 |
-1.6% |
85.41 |
| Low |
82.92 |
79.69 |
-3.23 |
-3.9% |
80.58 |
| Close |
83.91 |
80.86 |
-3.05 |
-3.6% |
83.57 |
| Range |
1.49 |
3.39 |
1.90 |
127.5% |
4.83 |
| ATR |
2.15 |
2.30 |
0.15 |
6.9% |
0.00 |
| Volume |
429,608 |
546,577 |
116,969 |
27.2% |
2,565,287 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.38 |
89.51 |
82.72 |
|
| R3 |
87.99 |
86.12 |
81.79 |
|
| R2 |
84.60 |
84.60 |
81.48 |
|
| R1 |
82.73 |
82.73 |
81.17 |
81.97 |
| PP |
81.21 |
81.21 |
81.21 |
80.83 |
| S1 |
79.34 |
79.34 |
80.55 |
78.58 |
| S2 |
77.82 |
77.82 |
80.24 |
|
| S3 |
74.43 |
75.95 |
79.93 |
|
| S4 |
71.04 |
72.56 |
79.00 |
|
|
| 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 |
79.69 |
5.19 |
6.4% |
2.40 |
3.0% |
23% |
False |
True |
477,477 |
| 10 |
85.41 |
79.69 |
5.72 |
7.1% |
2.40 |
3.0% |
20% |
False |
True |
498,663 |
| 20 |
85.41 |
74.67 |
10.74 |
13.3% |
2.21 |
2.7% |
58% |
False |
False |
448,108 |
| 40 |
85.41 |
67.04 |
18.37 |
22.7% |
2.10 |
2.6% |
75% |
False |
False |
306,337 |
| 60 |
85.41 |
61.11 |
24.30 |
30.1% |
2.04 |
2.5% |
81% |
False |
False |
236,687 |
| 80 |
85.41 |
61.11 |
24.30 |
30.1% |
2.06 |
2.5% |
81% |
False |
False |
200,151 |
| 100 |
85.41 |
61.11 |
24.30 |
30.1% |
1.99 |
2.5% |
81% |
False |
False |
177,543 |
| 120 |
85.41 |
59.83 |
25.58 |
31.6% |
1.90 |
2.4% |
82% |
False |
False |
159,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.49 |
|
2.618 |
91.96 |
|
1.618 |
88.57 |
|
1.000 |
86.47 |
|
0.618 |
85.18 |
|
HIGH |
83.08 |
|
0.618 |
81.79 |
|
0.500 |
81.39 |
|
0.382 |
80.98 |
|
LOW |
79.69 |
|
0.618 |
77.59 |
|
1.000 |
76.30 |
|
1.618 |
74.20 |
|
2.618 |
70.81 |
|
4.250 |
65.28 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
81.39 |
82.29 |
| PP |
81.21 |
81.81 |
| S1 |
81.04 |
81.34 |
|