NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 77.10 77.09 -0.01 0.0% 74.09
High 77.85 77.42 -0.43 -0.6% 77.85
Low 76.72 66.77 -9.95 -13.0% 66.77
Close 77.15 67.48 -9.67 -12.5% 67.48
Range 1.13 10.65 9.52 842.5% 11.08
ATR 2.16 2.77 0.61 28.1% 0.00
Volume 46,328 124,600 78,272 169.0% 366,949
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 102.51 95.64 73.34
R3 91.86 84.99 70.41
R2 81.21 81.21 69.43
R1 74.34 74.34 68.46 72.45
PP 70.56 70.56 70.56 69.61
S1 63.69 63.69 66.50 61.80
S2 59.91 59.91 65.53
S3 49.26 53.04 64.55
S4 38.61 42.39 61.62
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 103.94 96.79 73.57
R3 92.86 85.71 70.53
R2 81.78 81.78 69.51
R1 74.63 74.63 68.50 72.67
PP 70.70 70.70 70.70 69.72
S1 63.55 63.55 66.46 61.59
S2 59.62 59.62 65.45
S3 48.54 52.47 64.43
S4 37.46 41.39 61.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.85 66.77 11.08 16.4% 4.28 6.3% 6% False True 90,018
10 78.17 66.77 11.40 16.9% 3.06 4.5% 6% False True 75,534
20 80.25 66.77 13.48 20.0% 2.64 3.9% 5% False True 71,491
40 80.72 66.77 13.95 20.7% 2.24 3.3% 5% False True 66,539
60 80.72 65.97 14.75 21.9% 2.04 3.0% 10% False False 55,067
80 80.72 60.21 20.51 30.4% 1.96 2.9% 35% False False 46,657
100 80.72 60.21 20.51 30.4% 1.92 2.8% 35% False False 40,378
120 80.72 60.21 20.51 30.4% 1.82 2.7% 35% False False 35,793
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 0.53
Widest range in 131 trading days
Fibonacci Retracements and Extensions
4.250 122.68
2.618 105.30
1.618 94.65
1.000 88.07
0.618 84.00
HIGH 77.42
0.618 73.35
0.500 72.10
0.382 70.84
LOW 66.77
0.618 60.19
1.000 56.12
1.618 49.54
2.618 38.89
4.250 21.51
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 72.10 72.31
PP 70.56 70.70
S1 69.02 69.09

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

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