NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 80.66 80.93 0.27 0.3% 81.13
High 81.20 81.81 0.61 0.8% 84.97
Low 79.30 80.03 0.73 0.9% 79.78
Close 80.88 80.76 -0.12 -0.1% 80.79
Range 1.90 1.78 -0.12 -6.3% 5.19
ATR 2.49 2.44 -0.05 -2.0% 0.00
Volume 343,484 325,668 -17,816 -5.2% 2,319,740
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 86.21 85.26 81.74
R3 84.43 83.48 81.25
R2 82.65 82.65 81.09
R1 81.70 81.70 80.92 81.29
PP 80.87 80.87 80.87 80.66
S1 79.92 79.92 80.60 79.51
S2 79.09 79.09 80.43
S3 77.31 78.14 80.27
S4 75.53 76.36 79.78
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 97.42 94.29 83.64
R3 92.23 89.10 82.22
R2 87.04 87.04 81.74
R1 83.91 83.91 81.27 82.88
PP 81.85 81.85 81.85 81.33
S1 78.72 78.72 80.31 77.69
S2 76.66 76.66 79.84
S3 71.47 73.53 79.36
S4 66.28 68.34 77.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.97 79.30 5.67 7.0% 2.36 2.9% 26% False False 418,021
10 84.97 78.25 6.72 8.3% 2.77 3.4% 37% False False 476,764
20 85.41 78.25 7.16 8.9% 2.56 3.2% 35% False False 486,919
40 85.41 70.27 15.14 18.7% 2.30 2.8% 69% False False 382,190
60 85.41 64.75 20.66 25.6% 2.11 2.6% 77% False False 294,136
80 85.41 61.11 24.30 30.1% 2.10 2.6% 81% False False 242,274
100 85.41 61.11 24.30 30.1% 2.11 2.6% 81% False False 212,270
120 85.41 61.11 24.30 30.1% 1.97 2.4% 81% False False 189,126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.38
2.618 86.47
1.618 84.69
1.000 83.59
0.618 82.91
HIGH 81.81
0.618 81.13
0.500 80.92
0.382 80.71
LOW 80.03
0.618 78.93
1.000 78.25
1.618 77.15
2.618 75.37
4.250 72.47
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 80.92 80.69
PP 80.87 80.62
S1 80.81 80.56

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

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