NYMEX Light Sweet Crude Oil Future June 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 76.47 76.98 0.51 0.7% 75.06
High 77.48 77.88 0.40 0.5% 77.28
Low 76.10 75.84 -0.26 -0.3% 74.80
Close 77.02 77.83 0.81 1.1% 76.93
Range 1.38 2.04 0.66 47.8% 2.48
ATR 1.65 1.68 0.03 1.7% 0.00
Volume 48,200 45,638 -2,562 -5.3% 203,091
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 83.30 82.61 78.95
R3 81.26 80.57 78.39
R2 79.22 79.22 78.20
R1 78.53 78.53 78.02 78.88
PP 77.18 77.18 77.18 77.36
S1 76.49 76.49 77.64 76.84
S2 75.14 75.14 77.46
S3 73.10 74.45 77.27
S4 71.06 72.41 76.71
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 83.78 82.83 78.29
R3 81.30 80.35 77.61
R2 78.82 78.82 77.38
R1 77.87 77.87 77.16 78.35
PP 76.34 76.34 76.34 76.57
S1 75.39 75.39 76.70 75.87
S2 73.86 73.86 76.48
S3 71.38 72.91 76.25
S4 68.90 70.43 75.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.88 75.80 2.08 2.7% 1.38 1.8% 98% True False 45,963
10 77.88 71.54 6.34 8.1% 1.60 2.1% 99% True False 47,481
20 77.88 68.04 9.84 12.6% 1.76 2.3% 99% True False 42,067
40 77.88 63.85 14.03 18.0% 1.58 2.0% 100% True False 35,805
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 0.58
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 86.55
2.618 83.22
1.618 81.18
1.000 79.92
0.618 79.14
HIGH 77.88
0.618 77.10
0.500 76.86
0.382 76.62
LOW 75.84
0.618 74.58
1.000 73.80
1.618 72.54
2.618 70.50
4.250 67.17
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 77.51 77.51
PP 77.18 77.18
S1 76.86 76.86

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

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