NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 10-Nov-2021
Day Change Summary
Previous Current
09-Nov-2021 10-Nov-2021 Change Change % Previous Week
Open 80.87 82.89 2.02 2.5% 81.58
High 82.99 83.30 0.31 0.4% 83.07
Low 80.56 79.53 -1.03 -1.3% 77.23
Close 82.56 80.06 -2.50 -3.0% 80.13
Range 2.43 3.77 1.34 55.1% 5.84
ATR 2.29 2.40 0.11 4.6% 0.00
Volume 249,601 242,719 -6,882 -2.8% 920,723
Daily Pivots for day following 10-Nov-2021
Classic Woodie Camarilla DeMark
R4 92.27 89.94 82.13
R3 88.50 86.17 81.10
R2 84.73 84.73 80.75
R1 82.40 82.40 80.41 81.68
PP 80.96 80.96 80.96 80.61
S1 78.63 78.63 79.71 77.91
S2 77.19 77.19 79.37
S3 73.42 74.86 79.02
S4 69.65 71.09 77.99
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 97.66 94.74 83.34
R3 91.82 88.90 81.74
R2 85.98 85.98 81.20
R1 83.06 83.06 80.67 81.60
PP 80.14 80.14 80.14 79.42
S1 77.22 77.22 79.59 75.76
S2 74.30 74.30 79.06
S3 68.46 71.38 78.52
S4 62.62 65.54 76.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.30 77.23 6.07 7.6% 3.04 3.8% 47% True False 218,226
10 83.30 77.23 6.07 7.6% 2.61 3.3% 47% True False 190,733
20 83.83 77.23 6.60 8.2% 2.26 2.8% 43% False False 178,015
40 83.83 68.61 15.22 19.0% 2.13 2.7% 75% False False 134,795
60 83.83 60.77 23.06 28.8% 2.05 2.6% 84% False False 102,561
80 83.83 60.77 23.06 28.8% 1.98 2.5% 84% False False 83,872
100 83.83 60.77 23.06 28.8% 1.95 2.4% 84% False False 71,094
120 83.83 60.77 23.06 28.8% 1.83 2.3% 84% False False 60,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.32
2.618 93.17
1.618 89.40
1.000 87.07
0.618 85.63
HIGH 83.30
0.618 81.86
0.500 81.42
0.382 80.97
LOW 79.53
0.618 77.20
1.000 75.76
1.618 73.43
2.618 69.66
4.250 63.51
Fisher Pivots for day following 10-Nov-2021
Pivot 1 day 3 day
R1 81.42 81.42
PP 80.96 80.96
S1 80.51 80.51

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

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