NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 78.74 79.48 0.74 0.9% 76.97
High 79.90 80.34 0.44 0.6% 79.44
Low 78.35 78.12 -0.23 -0.3% 76.66
Close 79.46 80.30 0.84 1.1% 79.13
Range 1.55 2.22 0.67 43.2% 2.78
ATR 1.75 1.78 0.03 1.9% 0.00
Volume 65,113 51,911 -13,202 -20.3% 254,418
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 86.25 85.49 81.52
R3 84.03 83.27 80.91
R2 81.81 81.81 80.71
R1 81.05 81.05 80.50 81.43
PP 79.59 79.59 79.59 79.78
S1 78.83 78.83 80.10 79.21
S2 77.37 77.37 79.89
S3 75.15 76.61 79.69
S4 72.93 74.39 79.08
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 80.34 77.76 2.58 3.2% 1.47 1.8% 98% True False 53,008
10 80.34 73.24 7.10 8.8% 1.69 2.1% 99% True False 57,910
20 80.34 69.75 10.59 13.2% 1.84 2.3% 100% True False 48,690
40 80.34 65.01 15.33 19.1% 1.66 2.1% 100% True False 39,179
60 80.34 60.21 20.13 25.1% 1.70 2.1% 100% True False 32,354
80 80.34 60.21 20.13 25.1% 1.74 2.2% 100% True False 27,936
100 80.34 60.21 20.13 25.1% 1.61 2.0% 100% True False 24,619
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 0.54
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 89.78
2.618 86.15
1.618 83.93
1.000 82.56
0.618 81.71
HIGH 80.34
0.618 79.49
0.500 79.23
0.382 78.97
LOW 78.12
0.618 76.75
1.000 75.90
1.618 74.53
2.618 72.31
4.250 68.69
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 79.94 79.94
PP 79.59 79.59
S1 79.23 79.23

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

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