NYMEX Light Sweet Crude Oil Future January 2022
Trading Metrics calculated at close of trading on 27-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
82.61 |
83.11 |
0.50 |
0.6% |
81.14 |
High |
83.51 |
83.21 |
-0.30 |
-0.4% |
82.92 |
Low |
81.97 |
80.84 |
-1.13 |
-1.4% |
79.79 |
Close |
83.36 |
81.48 |
-1.88 |
-2.3% |
82.50 |
Range |
1.54 |
2.37 |
0.83 |
53.9% |
3.13 |
ATR |
1.97 |
2.01 |
0.04 |
2.0% |
0.00 |
Volume |
171,174 |
142,725 |
-28,449 |
-16.6% |
867,076 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.95 |
87.59 |
82.78 |
|
R3 |
86.58 |
85.22 |
82.13 |
|
R2 |
84.21 |
84.21 |
81.91 |
|
R1 |
82.85 |
82.85 |
81.70 |
82.35 |
PP |
81.84 |
81.84 |
81.84 |
81.59 |
S1 |
80.48 |
80.48 |
81.26 |
79.98 |
S2 |
79.47 |
79.47 |
81.05 |
|
S3 |
77.10 |
78.11 |
80.83 |
|
S4 |
74.73 |
75.74 |
80.18 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.13 |
89.94 |
84.22 |
|
R3 |
88.00 |
86.81 |
83.36 |
|
R2 |
84.87 |
84.87 |
83.07 |
|
R1 |
83.68 |
83.68 |
82.79 |
84.28 |
PP |
81.74 |
81.74 |
81.74 |
82.03 |
S1 |
80.55 |
80.55 |
82.21 |
81.15 |
S2 |
78.61 |
78.61 |
81.93 |
|
S3 |
75.48 |
77.42 |
81.64 |
|
S4 |
72.35 |
74.29 |
80.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.83 |
79.79 |
4.04 |
5.0% |
2.14 |
2.6% |
42% |
False |
False |
182,445 |
10 |
83.83 |
79.08 |
4.75 |
5.8% |
1.91 |
2.3% |
51% |
False |
False |
165,298 |
20 |
83.83 |
72.36 |
11.47 |
14.1% |
2.09 |
2.6% |
80% |
False |
False |
147,299 |
40 |
83.83 |
66.35 |
17.48 |
21.5% |
1.92 |
2.4% |
87% |
False |
False |
98,599 |
60 |
83.83 |
60.77 |
23.06 |
28.3% |
1.92 |
2.4% |
90% |
False |
False |
76,004 |
80 |
83.83 |
60.77 |
23.06 |
28.3% |
1.94 |
2.4% |
90% |
False |
False |
63,051 |
100 |
83.83 |
60.77 |
23.06 |
28.3% |
1.82 |
2.2% |
90% |
False |
False |
53,055 |
120 |
83.83 |
59.63 |
24.20 |
29.7% |
1.76 |
2.2% |
90% |
False |
False |
45,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.28 |
2.618 |
89.41 |
1.618 |
87.04 |
1.000 |
85.58 |
0.618 |
84.67 |
HIGH |
83.21 |
0.618 |
82.30 |
0.500 |
82.03 |
0.382 |
81.75 |
LOW |
80.84 |
0.618 |
79.38 |
1.000 |
78.47 |
1.618 |
77.01 |
2.618 |
74.64 |
4.250 |
70.77 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
82.03 |
82.34 |
PP |
81.84 |
82.05 |
S1 |
81.66 |
81.77 |
|