NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 77.92 78.69 0.77 1.0% 76.97
High 78.83 79.44 0.61 0.8% 79.44
Low 77.76 78.65 0.89 1.1% 76.66
Close 78.53 79.13 0.60 0.8% 79.13
Range 1.07 0.79 -0.28 -26.2% 2.78
ATR 1.84 1.77 -0.07 -3.6% 0.00
Volume 40,659 46,111 5,452 13.4% 254,418
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 81.44 81.08 79.56
R3 80.65 80.29 79.35
R2 79.86 79.86 79.27
R1 79.50 79.50 79.20 79.68
PP 79.07 79.07 79.07 79.17
S1 78.71 78.71 79.06 78.89
S2 78.28 78.28 78.99
S3 77.49 77.92 78.91
S4 76.70 77.13 78.70
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 86.75 85.72 80.66
R3 83.97 82.94 79.89
R2 81.19 81.19 79.64
R1 80.16 80.16 79.38 80.68
PP 78.41 78.41 78.41 78.67
S1 77.38 77.38 78.88 77.90
S2 75.63 75.63 78.62
S3 72.85 74.60 78.37
S4 70.07 71.82 77.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.44 76.66 2.78 3.5% 1.31 1.7% 89% True False 50,883
10 79.44 73.24 6.20 7.8% 1.86 2.4% 95% True False 56,448
20 79.44 67.60 11.84 15.0% 1.82 2.3% 97% True False 43,725
40 79.44 60.21 19.23 24.3% 1.70 2.1% 98% True False 36,241
60 79.44 60.21 19.23 24.3% 1.66 2.1% 98% True False 30,225
80 79.44 60.21 19.23 24.3% 1.71 2.2% 98% True False 25,943
100 79.44 60.21 19.23 24.3% 1.59 2.0% 98% True False 23,079
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 82.80
2.618 81.51
1.618 80.72
1.000 80.23
0.618 79.93
HIGH 79.44
0.618 79.14
0.500 79.05
0.382 78.95
LOW 78.65
0.618 78.16
1.000 77.86
1.618 77.37
2.618 76.58
4.250 75.29
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 79.10 78.77
PP 79.07 78.41
S1 79.05 78.05

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

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