NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 82.89 80.10 -2.79 -3.4% 81.58
High 83.30 80.95 -2.35 -2.8% 83.07
Low 79.53 78.98 -0.55 -0.7% 77.23
Close 80.06 80.42 0.36 0.4% 80.13
Range 3.77 1.97 -1.80 -47.7% 5.84
ATR 2.40 2.37 -0.03 -1.3% 0.00
Volume 242,719 209,700 -33,019 -13.6% 920,723
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 86.03 85.19 81.50
R3 84.06 83.22 80.96
R2 82.09 82.09 80.78
R1 81.25 81.25 80.60 81.67
PP 80.12 80.12 80.12 80.33
S1 79.28 79.28 80.24 79.70
S2 78.15 78.15 80.06
S3 76.18 77.31 79.88
S4 74.21 75.34 79.34
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 77.78 5.52 6.9% 2.47 3.1% 48% False False 210,327
10 83.30 77.23 6.07 7.5% 2.56 3.2% 53% False False 196,183
20 83.83 77.23 6.60 8.2% 2.29 2.9% 48% False False 183,079
40 83.83 68.61 15.22 18.9% 2.14 2.7% 78% False False 139,028
60 83.83 60.77 23.06 28.7% 2.04 2.5% 85% False False 105,569
80 83.83 60.77 23.06 28.7% 1.96 2.4% 85% False False 85,948
100 83.83 60.77 23.06 28.7% 1.96 2.4% 85% False False 73,078
120 83.83 60.77 23.06 28.7% 1.83 2.3% 85% False False 62,520
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.32
2.618 86.11
1.618 84.14
1.000 82.92
0.618 82.17
HIGH 80.95
0.618 80.20
0.500 79.97
0.382 79.73
LOW 78.98
0.618 77.76
1.000 77.01
1.618 75.79
2.618 73.82
4.250 70.61
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 80.27 81.14
PP 80.12 80.90
S1 79.97 80.66

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

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