NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 03-Nov-2021
Day Change Summary
Previous Current
02-Nov-2021 03-Nov-2021 Change Change % Previous Week
Open 78.93 78.65 -0.28 -0.4% 79.74
High 79.58 78.76 -0.82 -1.0% 80.72
Low 78.40 75.98 -2.42 -3.1% 76.86
Close 79.35 76.79 -2.56 -3.2% 78.46
Range 1.18 2.78 1.60 135.6% 3.86
ATR 1.75 1.86 0.12 6.6% 0.00
Volume 56,063 65,369 9,306 16.6% 324,265
Daily Pivots for day following 03-Nov-2021
Classic Woodie Camarilla DeMark
R4 85.52 83.93 78.32
R3 82.74 81.15 77.55
R2 79.96 79.96 77.30
R1 78.37 78.37 77.04 77.78
PP 77.18 77.18 77.18 76.88
S1 75.59 75.59 76.54 75.00
S2 74.40 74.40 76.28
S3 71.62 72.81 76.03
S4 68.84 70.03 75.26
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 90.26 88.22 80.58
R3 86.40 84.36 79.52
R2 82.54 82.54 79.17
R1 80.50 80.50 78.81 79.59
PP 78.68 78.68 78.68 78.23
S1 76.64 76.64 78.11 75.73
S2 74.82 74.82 77.75
S3 70.96 72.78 77.40
S4 67.10 68.92 76.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.58 75.98 3.60 4.7% 1.90 2.5% 23% False True 57,480
10 80.72 75.98 4.74 6.2% 1.83 2.4% 17% False True 69,355
20 80.72 73.24 7.48 9.7% 1.76 2.3% 47% False False 63,633
40 80.72 65.97 14.75 19.2% 1.76 2.3% 73% False False 49,654
60 80.72 60.21 20.51 26.7% 1.74 2.3% 81% False False 41,052
80 80.72 60.21 20.51 26.7% 1.75 2.3% 81% False False 34,996
100 80.72 60.21 20.51 26.7% 1.69 2.2% 81% False False 30,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 90.58
2.618 86.04
1.618 83.26
1.000 81.54
0.618 80.48
HIGH 78.76
0.618 77.70
0.500 77.37
0.382 77.04
LOW 75.98
0.618 74.26
1.000 73.20
1.618 71.48
2.618 68.70
4.250 64.17
Fisher Pivots for day following 03-Nov-2021
Pivot 1 day 3 day
R1 77.37 77.78
PP 77.18 77.45
S1 76.98 77.12

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

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