NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 81.48 82.45 0.97 1.2% 78.25
High 82.48 82.71 0.23 0.3% 81.15
Low 79.96 79.79 -0.17 -0.2% 78.06
Close 82.38 81.36 -1.02 -1.2% 80.88
Range 2.52 2.92 0.40 15.9% 3.09
ATR 1.95 2.01 0.07 3.6% 0.00
Volume 178,419 169,879 -8,540 -4.8% 722,648
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 90.05 88.62 82.97
R3 87.13 85.70 82.16
R2 84.21 84.21 81.90
R1 82.78 82.78 81.63 82.04
PP 81.29 81.29 81.29 80.91
S1 79.86 79.86 81.09 79.12
S2 78.37 78.37 80.82
S3 75.45 76.94 80.56
S4 72.53 74.02 79.75
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 82.71 79.79 2.92 3.6% 2.00 2.5% 54% True True 160,440
10 82.71 77.59 5.12 6.3% 1.80 2.2% 74% True False 162,023
20 82.71 71.97 10.74 13.2% 2.06 2.5% 87% True False 122,538
40 82.71 65.91 16.80 20.6% 1.86 2.3% 92% True False 82,499
60 82.71 60.77 21.94 27.0% 1.92 2.4% 94% True False 65,051
80 82.71 60.77 21.94 27.0% 1.93 2.4% 94% True False 54,937
100 82.71 60.77 21.94 27.0% 1.78 2.2% 94% True False 45,966
120 82.71 59.63 23.08 28.4% 1.73 2.1% 94% True False 39,556
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 0.45
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 95.12
2.618 90.35
1.618 87.43
1.000 85.63
0.618 84.51
HIGH 82.71
0.618 81.59
0.500 81.25
0.382 80.91
LOW 79.79
0.618 77.99
1.000 76.87
1.618 75.07
2.618 72.15
4.250 67.38
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 81.32 81.32
PP 81.29 81.29
S1 81.25 81.25

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

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