NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 80.18 79.37 -0.81 -1.0% 83.36
High 83.42 81.80 -1.62 -1.9% 84.88
Low 78.25 78.96 0.71 0.9% 78.25
Close 78.81 81.27 2.46 3.1% 81.27
Range 5.17 2.84 -2.33 -45.1% 6.63
ATR 2.51 2.54 0.03 1.4% 0.00
Volume 701,119 531,054 -170,065 -24.3% 2,620,667
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 89.20 88.07 82.83
R3 86.36 85.23 82.05
R2 83.52 83.52 81.79
R1 82.39 82.39 81.53 82.96
PP 80.68 80.68 80.68 80.96
S1 79.55 79.55 81.01 80.12
S2 77.84 77.84 80.75
S3 75.00 76.71 80.49
S4 72.16 73.87 79.71
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 101.36 97.94 84.92
R3 94.73 91.31 83.09
R2 88.10 88.10 82.49
R1 84.68 84.68 81.88 83.08
PP 81.47 81.47 81.47 80.66
S1 78.05 78.05 80.66 76.45
S2 74.84 74.84 80.05
S3 68.21 71.42 79.45
S4 61.58 64.79 77.62
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 8.2% 3.01 3.7% 46% False False 524,133
10 85.41 78.25 7.16 8.8% 2.64 3.3% 42% False False 518,595
20 85.41 78.25 7.16 8.8% 2.35 2.9% 42% False False 474,135
40 85.41 68.89 16.52 20.3% 2.19 2.7% 75% False False 330,321
60 85.41 61.11 24.30 29.9% 2.11 2.6% 83% False False 254,591
80 85.41 61.11 24.30 29.9% 2.11 2.6% 83% False False 213,058
100 85.41 61.11 24.30 29.9% 2.04 2.5% 83% False False 188,102
120 85.41 59.83 25.58 31.5% 1.94 2.4% 84% False False 168,586
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.87
2.618 89.24
1.618 86.40
1.000 84.64
0.618 83.56
HIGH 81.80
0.618 80.72
0.500 80.38
0.382 80.04
LOW 78.96
0.618 77.20
1.000 76.12
1.618 74.36
2.618 71.52
4.250 66.89
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 80.97 81.13
PP 80.68 80.98
S1 80.38 80.84

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

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