NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 83.07 80.18 -2.89 -3.5% 83.98
High 83.08 83.42 0.34 0.4% 85.41
Low 79.69 78.25 -1.44 -1.8% 80.58
Close 80.86 78.81 -2.05 -2.5% 83.57
Range 3.39 5.17 1.78 52.5% 4.83
ATR 2.30 2.51 0.20 8.9% 0.00
Volume 546,577 701,119 154,542 28.3% 2,565,287
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 95.67 92.41 81.65
R3 90.50 87.24 80.23
R2 85.33 85.33 79.76
R1 82.07 82.07 79.28 81.12
PP 80.16 80.16 80.16 79.68
S1 76.90 76.90 78.34 75.95
S2 74.99 74.99 77.86
S3 69.82 71.73 77.39
S4 64.65 66.56 75.97
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 78.25 6.63 8.4% 2.90 3.7% 8% False True 519,384
10 85.41 78.25 7.16 9.1% 2.60 3.3% 8% False True 512,025
20 85.41 78.20 7.21 9.1% 2.27 2.9% 8% False False 469,908
40 85.41 67.16 18.25 23.2% 2.17 2.8% 64% False False 319,893
60 85.41 61.11 24.30 30.8% 2.08 2.6% 73% False False 246,910
80 85.41 61.11 24.30 30.8% 2.09 2.7% 73% False False 207,608
100 85.41 61.11 24.30 30.8% 2.03 2.6% 73% False False 183,747
120 85.41 59.83 25.58 32.5% 1.94 2.5% 74% False False 164,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 105.39
2.618 96.96
1.618 91.79
1.000 88.59
0.618 86.62
HIGH 83.42
0.618 81.45
0.500 80.84
0.382 80.22
LOW 78.25
0.618 75.05
1.000 73.08
1.618 69.88
2.618 64.71
4.250 56.28
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 80.84 81.33
PP 80.16 80.49
S1 79.49 79.65

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

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