NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 81.58 82.30 0.72 0.9% 82.64
High 83.07 82.86 -0.21 -0.3% 83.83
Low 81.05 81.49 0.44 0.5% 79.37
Close 82.45 82.44 -0.01 0.0% 81.78
Range 2.02 1.37 -0.65 -32.2% 4.46
ATR 2.03 1.98 -0.05 -2.3% 0.00
Volume 150,558 147,572 -2,986 -2.0% 898,014
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 86.37 85.78 83.19
R3 85.00 84.41 82.82
R2 83.63 83.63 82.69
R1 83.04 83.04 82.57 83.34
PP 82.26 82.26 82.26 82.41
S1 81.67 81.67 82.31 81.97
S2 80.89 80.89 82.19
S3 79.52 80.30 82.06
S4 78.15 78.93 81.69
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 95.04 92.87 84.23
R3 90.58 88.41 83.01
R2 86.12 86.12 82.60
R1 83.95 83.95 82.19 82.81
PP 81.66 81.66 81.66 81.09
S1 79.49 79.49 81.37 78.35
S2 77.20 77.20 80.96
S3 72.74 75.03 80.55
S4 68.28 70.57 79.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.21 79.37 3.84 4.7% 2.01 2.4% 80% False False 153,953
10 83.83 79.37 4.46 5.4% 2.09 2.5% 69% False False 171,768
20 83.83 74.25 9.58 11.6% 2.00 2.4% 85% False False 160,023
40 83.83 66.67 17.16 20.8% 1.92 2.3% 92% False False 110,635
60 83.83 60.77 23.06 28.0% 1.92 2.3% 94% False False 83,856
80 83.83 60.77 23.06 28.0% 1.93 2.3% 94% False False 69,824
100 83.83 60.77 23.06 28.0% 1.85 2.2% 94% False False 58,919
120 83.83 59.63 24.20 29.4% 1.77 2.1% 94% False False 50,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 88.68
2.618 86.45
1.618 85.08
1.000 84.23
0.618 83.71
HIGH 82.86
0.618 82.34
0.500 82.18
0.382 82.01
LOW 81.49
0.618 80.64
1.000 80.12
1.618 79.27
2.618 77.90
4.250 75.67
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 82.35 82.16
PP 82.26 81.88
S1 82.18 81.61

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

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