NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
84.87 |
84.13 |
-0.74 |
-0.9% |
79.08 |
| High |
85.64 |
85.90 |
0.26 |
0.3% |
81.80 |
| Low |
83.50 |
83.10 |
-0.40 |
-0.5% |
76.20 |
| Close |
85.64 |
83.56 |
-2.08 |
-2.4% |
81.43 |
| Range |
2.14 |
2.80 |
0.66 |
30.8% |
5.60 |
| ATR |
3.06 |
3.04 |
-0.02 |
-0.6% |
0.00 |
| Volume |
998 |
959 |
-39 |
-3.9% |
8,070 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.59 |
90.87 |
85.10 |
|
| R3 |
89.79 |
88.07 |
84.33 |
|
| R2 |
86.99 |
86.99 |
84.07 |
|
| R1 |
85.27 |
85.27 |
83.82 |
84.73 |
| PP |
84.19 |
84.19 |
84.19 |
83.92 |
| S1 |
82.47 |
82.47 |
83.30 |
81.93 |
| S2 |
81.39 |
81.39 |
83.05 |
|
| S3 |
78.59 |
79.67 |
82.79 |
|
| S4 |
75.79 |
76.87 |
82.02 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.61 |
94.62 |
84.51 |
|
| R3 |
91.01 |
89.02 |
82.97 |
|
| R2 |
85.41 |
85.41 |
82.46 |
|
| R1 |
83.42 |
83.42 |
81.94 |
84.42 |
| PP |
79.81 |
79.81 |
79.81 |
80.31 |
| S1 |
77.82 |
77.82 |
80.92 |
78.82 |
| S2 |
74.21 |
74.21 |
80.40 |
|
| S3 |
68.61 |
72.22 |
79.89 |
|
| S4 |
63.01 |
66.62 |
78.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.90 |
80.30 |
5.60 |
6.7% |
1.69 |
2.0% |
58% |
True |
False |
883 |
| 10 |
85.90 |
76.20 |
9.70 |
11.6% |
2.09 |
2.5% |
76% |
True |
False |
1,316 |
| 20 |
90.30 |
75.19 |
15.11 |
18.1% |
3.08 |
3.7% |
55% |
False |
False |
2,079 |
| 40 |
90.30 |
72.09 |
18.21 |
21.8% |
2.28 |
2.7% |
63% |
False |
False |
1,690 |
| 60 |
90.30 |
65.79 |
24.51 |
29.3% |
1.78 |
2.1% |
73% |
False |
False |
1,427 |
| 80 |
90.30 |
58.69 |
31.61 |
37.8% |
1.61 |
1.9% |
79% |
False |
False |
1,234 |
| 100 |
90.30 |
58.69 |
31.61 |
37.8% |
1.50 |
1.8% |
79% |
False |
False |
1,032 |
| 120 |
90.30 |
58.69 |
31.61 |
37.8% |
1.30 |
1.6% |
79% |
False |
False |
947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.80 |
|
2.618 |
93.23 |
|
1.618 |
90.43 |
|
1.000 |
88.70 |
|
0.618 |
87.63 |
|
HIGH |
85.90 |
|
0.618 |
84.83 |
|
0.500 |
84.50 |
|
0.382 |
84.17 |
|
LOW |
83.10 |
|
0.618 |
81.37 |
|
1.000 |
80.30 |
|
1.618 |
78.57 |
|
2.618 |
75.77 |
|
4.250 |
71.20 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
84.50 |
84.40 |
| PP |
84.19 |
84.12 |
| S1 |
83.87 |
83.84 |
|