NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 08-Nov-2021
Day Change Summary
Previous Current
05-Nov-2021 08-Nov-2021 Change Change % Previous Week
Open 79.37 81.13 1.76 2.2% 83.36
High 81.80 82.67 0.87 1.1% 84.88
Low 78.96 81.05 2.09 2.6% 78.25
Close 81.27 81.93 0.66 0.8% 81.27
Range 2.84 1.62 -1.22 -43.0% 6.63
ATR 2.54 2.48 -0.07 -2.6% 0.00
Volume 531,054 393,953 -137,101 -25.8% 2,620,667
Daily Pivots for day following 08-Nov-2021
Classic Woodie Camarilla DeMark
R4 86.74 85.96 82.82
R3 85.12 84.34 82.38
R2 83.50 83.50 82.23
R1 82.72 82.72 82.08 83.11
PP 81.88 81.88 81.88 82.08
S1 81.10 81.10 81.78 81.49
S2 80.26 80.26 81.63
S3 78.64 79.48 81.48
S4 77.02 77.86 81.04
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 84.41 78.25 6.16 7.5% 2.90 3.5% 60% False False 520,462
10 84.88 78.25 6.63 8.1% 2.60 3.2% 56% False False 501,118
20 85.41 78.25 7.16 8.7% 2.32 2.8% 51% False False 471,222
40 85.41 69.05 16.36 20.0% 2.19 2.7% 79% False False 336,977
60 85.41 61.11 24.30 29.7% 2.12 2.6% 86% False False 260,178
80 85.41 61.11 24.30 29.7% 2.11 2.6% 86% False False 217,079
100 85.41 61.11 24.30 29.7% 2.04 2.5% 86% False False 191,091
120 85.41 59.83 25.58 31.2% 1.93 2.4% 86% False False 171,181
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 0.61
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.56
2.618 86.91
1.618 85.29
1.000 84.29
0.618 83.67
HIGH 82.67
0.618 82.05
0.500 81.86
0.382 81.67
LOW 81.05
0.618 80.05
1.000 79.43
1.618 78.43
2.618 76.81
4.250 74.17
Fisher Pivots for day following 08-Nov-2021
Pivot 1 day 3 day
R1 81.91 81.57
PP 81.88 81.20
S1 81.86 80.84

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

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