NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 80.54 81.48 0.94 1.2% 78.25
High 81.95 82.48 0.53 0.6% 81.15
Low 80.18 79.96 -0.22 -0.3% 78.06
Close 81.50 82.38 0.88 1.1% 80.88
Range 1.77 2.52 0.75 42.4% 3.09
ATR 1.90 1.95 0.04 2.3% 0.00
Volume 188,311 178,419 -9,892 -5.3% 722,648
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 89.17 88.29 83.77
R3 86.65 85.77 83.07
R2 84.13 84.13 82.84
R1 83.25 83.25 82.61 83.69
PP 81.61 81.61 81.61 81.83
S1 80.73 80.73 82.15 81.17
S2 79.09 79.09 81.92
S3 76.57 78.21 81.69
S4 74.05 75.69 80.99
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 89.30 88.18 82.58
R3 86.21 85.09 81.73
R2 83.12 83.12 81.45
R1 82.00 82.00 81.16 82.56
PP 80.03 80.03 80.03 80.31
S1 78.91 78.91 80.60 79.47
S2 76.94 76.94 80.31
S3 73.85 75.82 80.03
S4 70.76 72.73 79.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.48 79.08 3.40 4.1% 1.68 2.0% 97% True False 148,152
10 82.48 74.25 8.23 10.0% 1.88 2.3% 99% True False 157,635
20 82.48 70.81 11.67 14.2% 2.00 2.4% 99% True False 117,971
40 82.48 65.87 16.61 20.2% 1.82 2.2% 99% True False 78,916
60 82.48 60.77 21.71 26.4% 1.88 2.3% 100% True False 62,409
80 82.48 60.77 21.71 26.4% 1.91 2.3% 100% True False 52,929
100 82.48 60.77 21.71 26.4% 1.77 2.1% 100% True False 44,355
120 82.48 59.63 22.85 27.7% 1.72 2.1% 100% True False 38,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 93.19
2.618 89.08
1.618 86.56
1.000 85.00
0.618 84.04
HIGH 82.48
0.618 81.52
0.500 81.22
0.382 80.92
LOW 79.96
0.618 78.40
1.000 77.44
1.618 75.88
2.618 73.36
4.250 69.25
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 81.99 81.99
PP 81.61 81.61
S1 81.22 81.22

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

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