NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 81.70 78.93 -2.77 -3.4% 82.64
High 81.70 82.05 0.35 0.4% 83.83
Low 78.52 77.23 -1.29 -1.6% 79.37
Close 79.57 77.70 -1.87 -2.4% 81.78
Range 3.18 4.82 1.64 51.6% 4.46
ATR 2.12 2.31 0.19 9.1% 0.00
Volume 189,152 249,197 60,045 31.7% 898,014
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 93.45 90.40 80.35
R3 88.63 85.58 79.03
R2 83.81 83.81 78.58
R1 80.76 80.76 78.14 79.88
PP 78.99 78.99 78.99 78.55
S1 75.94 75.94 77.26 75.06
S2 74.17 74.17 76.82
S3 69.35 71.12 76.37
S4 64.53 66.30 75.05
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 83.07 77.23 5.84 7.5% 2.64 3.4% 8% False True 182,038
10 83.83 77.23 6.60 8.5% 2.35 3.0% 7% False True 180,774
20 83.83 77.23 6.60 8.5% 2.07 2.7% 7% False True 171,398
40 83.83 66.80 17.03 21.9% 2.04 2.6% 64% False False 118,790
60 83.83 60.77 23.06 29.7% 1.97 2.5% 73% False False 90,052
80 83.83 60.77 23.06 29.7% 1.98 2.5% 73% False False 74,757
100 83.83 60.77 23.06 29.7% 1.91 2.5% 73% False False 63,131
120 83.83 59.63 24.20 31.1% 1.81 2.3% 75% False False 54,039
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 0.58
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 102.54
2.618 94.67
1.618 89.85
1.000 86.87
0.618 85.03
HIGH 82.05
0.618 80.21
0.500 79.64
0.382 79.07
LOW 77.23
0.618 74.25
1.000 72.41
1.618 69.43
2.618 64.61
4.250 56.75
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 79.64 80.05
PP 78.99 79.26
S1 78.35 78.48

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

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