NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 76.97 77.76 0.79 1.0% 74.12
High 78.66 78.44 -0.22 -0.3% 77.64
Low 76.97 76.92 -0.05 -0.1% 73.24
Close 77.88 77.79 -0.09 -0.1% 76.64
Range 1.69 1.52 -0.17 -10.1% 4.40
ATR 1.96 1.92 -0.03 -1.6% 0.00
Volume 77,309 51,913 -25,396 -32.8% 310,066
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 82.28 81.55 78.63
R3 80.76 80.03 78.21
R2 79.24 79.24 78.07
R1 78.51 78.51 77.93 78.88
PP 77.72 77.72 77.72 77.90
S1 76.99 76.99 77.65 77.36
S2 76.20 76.20 77.51
S3 74.68 75.47 77.37
S4 73.16 73.95 76.95
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 89.04 87.24 79.06
R3 84.64 82.84 77.85
R2 80.24 80.24 77.45
R1 78.44 78.44 77.04 79.34
PP 75.84 75.84 75.84 76.29
S1 74.04 74.04 76.24 74.94
S2 71.44 71.44 75.83
S3 67.04 69.64 75.43
S4 62.64 65.24 74.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.66 73.24 5.42 7.0% 2.15 2.8% 84% False False 65,275
10 78.66 71.31 7.35 9.4% 2.16 2.8% 88% False False 53,107
20 78.66 67.60 11.06 14.2% 1.87 2.4% 92% False False 43,295
40 78.66 60.21 18.45 23.7% 1.76 2.3% 95% False False 34,913
60 78.66 60.21 18.45 23.7% 1.72 2.2% 95% False False 28,992
80 78.66 60.21 18.45 23.7% 1.71 2.2% 95% False False 24,886
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 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.90
2.618 82.42
1.618 80.90
1.000 79.96
0.618 79.38
HIGH 78.44
0.618 77.86
0.500 77.68
0.382 77.50
LOW 76.92
0.618 75.98
1.000 75.40
1.618 74.46
2.618 72.94
4.250 70.46
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 77.75 77.69
PP 77.72 77.58
S1 77.68 77.48

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

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