NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
79.36 |
82.11 |
2.75 |
3.5% |
87.32 |
| High |
81.60 |
82.11 |
0.51 |
0.6% |
90.30 |
| Low |
77.80 |
78.70 |
0.90 |
1.2% |
75.80 |
| Close |
79.36 |
82.11 |
2.75 |
3.5% |
82.11 |
| Range |
3.80 |
3.41 |
-0.39 |
-10.3% |
14.50 |
| ATR |
3.38 |
3.38 |
0.00 |
0.1% |
0.00 |
| Volume |
2,419 |
1,108 |
-1,311 |
-54.2% |
11,445 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.20 |
90.07 |
83.99 |
|
| R3 |
87.79 |
86.66 |
83.05 |
|
| R2 |
84.38 |
84.38 |
82.74 |
|
| R1 |
83.25 |
83.25 |
82.42 |
83.82 |
| PP |
80.97 |
80.97 |
80.97 |
81.26 |
| S1 |
79.84 |
79.84 |
81.80 |
80.41 |
| S2 |
77.56 |
77.56 |
81.48 |
|
| S3 |
74.15 |
76.43 |
81.17 |
|
| S4 |
70.74 |
73.02 |
80.23 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.24 |
118.67 |
90.09 |
|
| R3 |
111.74 |
104.17 |
86.10 |
|
| R2 |
97.24 |
97.24 |
84.77 |
|
| R1 |
89.67 |
89.67 |
83.44 |
86.21 |
| PP |
82.74 |
82.74 |
82.74 |
81.00 |
| S1 |
75.17 |
75.17 |
80.78 |
71.71 |
| S2 |
68.24 |
68.24 |
79.45 |
|
| S3 |
53.74 |
60.67 |
78.12 |
|
| S4 |
39.24 |
46.17 |
74.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.30 |
75.80 |
14.50 |
17.7% |
5.80 |
7.1% |
44% |
False |
False |
2,289 |
| 10 |
90.30 |
75.80 |
14.50 |
17.7% |
4.19 |
5.1% |
44% |
False |
False |
2,719 |
| 20 |
90.30 |
74.19 |
16.11 |
19.6% |
3.16 |
3.9% |
49% |
False |
False |
2,134 |
| 40 |
90.30 |
69.39 |
20.91 |
25.5% |
2.05 |
2.5% |
61% |
False |
False |
1,762 |
| 60 |
90.30 |
61.09 |
29.21 |
35.6% |
1.58 |
1.9% |
72% |
False |
False |
1,376 |
| 80 |
90.30 |
58.69 |
31.61 |
38.5% |
1.58 |
1.9% |
74% |
False |
False |
1,113 |
| 100 |
90.30 |
58.69 |
31.61 |
38.5% |
1.37 |
1.7% |
74% |
False |
False |
939 |
| 120 |
90.30 |
58.69 |
31.61 |
38.5% |
1.19 |
1.5% |
74% |
False |
False |
868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.60 |
|
2.618 |
91.04 |
|
1.618 |
87.63 |
|
1.000 |
85.52 |
|
0.618 |
84.22 |
|
HIGH |
82.11 |
|
0.618 |
80.81 |
|
0.500 |
80.41 |
|
0.382 |
80.00 |
|
LOW |
78.70 |
|
0.618 |
76.59 |
|
1.000 |
75.29 |
|
1.618 |
73.18 |
|
2.618 |
69.77 |
|
4.250 |
64.21 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
81.54 |
81.91 |
| PP |
80.97 |
81.70 |
| S1 |
80.41 |
81.50 |
|