NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 84.53 81.41 -3.12 -3.7% 83.36
High 84.97 82.33 -2.64 -3.1% 84.88
Low 80.81 80.20 -0.61 -0.8% 78.25
Close 81.34 81.59 0.25 0.3% 81.27
Range 4.16 2.13 -2.03 -48.8% 6.63
ATR 2.62 2.59 -0.04 -1.3% 0.00
Volume 555,215 475,436 -79,779 -14.4% 2,620,667
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 87.76 86.81 82.76
R3 85.63 84.68 82.18
R2 83.50 83.50 81.98
R1 82.55 82.55 81.79 83.03
PP 81.37 81.37 81.37 81.61
S1 80.42 80.42 81.39 80.90
S2 79.24 79.24 81.20
S3 77.11 78.29 81.00
S4 74.98 76.16 80.42
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 84.97 78.96 6.01 7.4% 2.72 3.3% 44% False False 492,098
10 84.97 78.25 6.72 8.2% 2.81 3.4% 50% False False 505,741
20 85.41 78.25 7.16 8.8% 2.54 3.1% 47% False False 499,810
40 85.41 69.05 16.36 20.1% 2.30 2.8% 77% False False 364,778
60 85.41 61.11 24.30 29.8% 2.16 2.6% 84% False False 281,858
80 85.41 61.11 24.30 29.8% 2.08 2.6% 84% False False 231,692
100 85.41 61.11 24.30 29.8% 2.08 2.6% 84% False False 203,654
120 85.41 61.11 24.30 29.8% 1.95 2.4% 84% False False 182,005
Crabel Price Patterns
NR True
NR4 False
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 0.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.38
2.618 87.91
1.618 85.78
1.000 84.46
0.618 83.65
HIGH 82.33
0.618 81.52
0.500 81.27
0.382 81.01
LOW 80.20
0.618 78.88
1.000 78.07
1.618 76.75
2.618 74.62
4.250 71.15
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 81.48 82.59
PP 81.37 82.25
S1 81.27 81.92

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

View Archives - Comment on this page... - Back to Index of Symbols