NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
76.63 |
80.35 |
3.72 |
4.9% |
87.32 |
| High |
79.00 |
81.00 |
2.00 |
2.5% |
90.30 |
| Low |
76.45 |
76.60 |
0.15 |
0.2% |
75.80 |
| Close |
76.63 |
80.86 |
4.23 |
5.5% |
82.11 |
| Range |
2.55 |
4.40 |
1.85 |
72.5% |
14.50 |
| ATR |
3.29 |
3.37 |
0.08 |
2.4% |
0.00 |
| Volume |
1,890 |
440 |
-1,450 |
-76.7% |
11,445 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.69 |
91.17 |
83.28 |
|
| R3 |
88.29 |
86.77 |
82.07 |
|
| R2 |
83.89 |
83.89 |
81.67 |
|
| R1 |
82.37 |
82.37 |
81.26 |
83.13 |
| PP |
79.49 |
79.49 |
79.49 |
79.87 |
| S1 |
77.97 |
77.97 |
80.46 |
78.73 |
| S2 |
75.09 |
75.09 |
80.05 |
|
| S3 |
70.69 |
73.57 |
79.65 |
|
| S4 |
66.29 |
69.17 |
78.44 |
|
|
| 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 |
82.11 |
76.20 |
5.91 |
7.3% |
2.49 |
3.1% |
79% |
False |
False |
1,748 |
| 10 |
90.30 |
75.80 |
14.50 |
17.9% |
4.18 |
5.2% |
35% |
False |
False |
2,205 |
| 20 |
90.30 |
74.19 |
16.11 |
19.9% |
3.32 |
4.1% |
41% |
False |
False |
2,266 |
| 40 |
90.30 |
70.50 |
19.80 |
24.5% |
2.22 |
2.8% |
52% |
False |
False |
1,715 |
| 60 |
90.30 |
63.59 |
26.71 |
33.0% |
1.69 |
2.1% |
65% |
False |
False |
1,411 |
| 80 |
90.30 |
58.69 |
31.61 |
39.1% |
1.65 |
2.0% |
70% |
False |
False |
1,189 |
| 100 |
90.30 |
58.69 |
31.61 |
39.1% |
1.43 |
1.8% |
70% |
False |
False |
1,002 |
| 120 |
90.30 |
58.69 |
31.61 |
39.1% |
1.26 |
1.6% |
70% |
False |
False |
925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.70 |
|
2.618 |
92.52 |
|
1.618 |
88.12 |
|
1.000 |
85.40 |
|
0.618 |
83.72 |
|
HIGH |
81.00 |
|
0.618 |
79.32 |
|
0.500 |
78.80 |
|
0.382 |
78.28 |
|
LOW |
76.60 |
|
0.618 |
73.88 |
|
1.000 |
72.20 |
|
1.618 |
69.48 |
|
2.618 |
65.08 |
|
4.250 |
57.90 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
80.17 |
80.11 |
| PP |
79.49 |
79.35 |
| S1 |
78.80 |
78.60 |
|