NYMEX Light Sweet Crude Oil Future June 2022


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 76.98 77.77 0.79 1.0% 75.06
High 77.88 77.90 0.02 0.0% 77.28
Low 75.84 75.42 -0.42 -0.6% 74.80
Close 77.83 76.38 -1.45 -1.9% 76.93
Range 2.04 2.48 0.44 21.6% 2.48
ATR 1.68 1.74 0.06 3.4% 0.00
Volume 45,638 65,391 19,753 43.3% 203,091
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 84.01 82.67 77.74
R3 81.53 80.19 77.06
R2 79.05 79.05 76.83
R1 77.71 77.71 76.61 77.14
PP 76.57 76.57 76.57 76.28
S1 75.23 75.23 76.15 74.66
S2 74.09 74.09 75.93
S3 71.61 72.75 75.70
S4 69.13 70.27 75.02
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 77.90 75.42 2.48 3.2% 1.67 2.2% 39% True True 52,163
10 77.90 74.38 3.52 4.6% 1.51 2.0% 57% True False 49,646
20 77.90 69.09 8.81 11.5% 1.81 2.4% 83% True False 43,420
40 77.90 63.90 14.00 18.3% 1.61 2.1% 89% True False 36,743
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 0.45
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 88.44
2.618 84.39
1.618 81.91
1.000 80.38
0.618 79.43
HIGH 77.90
0.618 76.95
0.500 76.66
0.382 76.37
LOW 75.42
0.618 73.89
1.000 72.94
1.618 71.41
2.618 68.93
4.250 64.88
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 76.66 76.66
PP 76.57 76.57
S1 76.47 76.47

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

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