NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 78.25 79.15 0.90 1.2% 75.28
High 80.18 79.97 -0.21 -0.3% 78.97
Low 78.19 78.24 0.05 0.1% 74.25
Close 79.25 79.19 -0.06 -0.1% 78.03
Range 1.99 1.73 -0.26 -13.1% 4.72
ATR 2.10 2.07 -0.03 -1.2% 0.00
Volume 255,143 149,828 -105,315 -41.3% 619,282
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 84.32 83.49 80.14
R3 82.59 81.76 79.67
R2 80.86 80.86 79.51
R1 80.03 80.03 79.35 80.45
PP 79.13 79.13 79.13 79.34
S1 78.30 78.30 79.03 78.72
S2 77.40 77.40 78.87
S3 75.67 76.57 78.71
S4 73.94 74.84 78.24
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 91.24 89.36 80.63
R3 86.52 84.64 79.33
R2 81.80 81.80 78.90
R1 79.92 79.92 78.46 80.86
PP 77.08 77.08 77.08 77.56
S1 75.20 75.20 77.60 76.14
S2 72.36 72.36 77.16
S3 67.64 70.48 76.73
S4 62.92 65.76 75.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.18 74.25 5.93 7.5% 2.33 2.9% 83% False False 163,912
10 80.18 72.36 7.82 9.9% 2.31 2.9% 87% False False 125,154
20 80.18 68.61 11.57 14.6% 2.03 2.6% 91% False False 89,996
40 80.18 60.77 19.41 24.5% 1.93 2.4% 95% False False 62,969
60 80.18 60.77 19.41 24.5% 1.90 2.4% 95% False False 51,462
80 80.18 60.77 19.41 24.5% 1.88 2.4% 95% False False 43,306
100 80.18 59.74 20.44 25.8% 1.74 2.2% 95% False False 36,470
120 80.18 58.56 21.62 27.3% 1.70 2.1% 95% False False 31,422
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 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.32
2.618 84.50
1.618 82.77
1.000 81.70
0.618 81.04
HIGH 79.97
0.618 79.31
0.500 79.11
0.382 78.90
LOW 78.24
0.618 77.17
1.000 76.51
1.618 75.44
2.618 73.71
4.250 70.89
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 79.16 79.09
PP 79.13 78.99
S1 79.11 78.89

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

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