NYMEX Light Sweet Crude Oil Future February 2022


Trading Metrics calculated at close of trading on 27-Dec-2021
Day Change Summary
Previous Current
23-Dec-2021 27-Dec-2021 Change Change % Previous Week
Open 73.03 73.38 0.35 0.5% 69.88
High 73.95 76.09 2.14 2.9% 73.95
Low 72.27 72.57 0.30 0.4% 66.12
Close 73.79 75.57 1.78 2.4% 73.79
Range 1.68 3.52 1.84 109.5% 7.83
ATR 2.93 2.97 0.04 1.4% 0.00
Volume 270,223 268,490 -1,733 -0.6% 1,427,928
Daily Pivots for day following 27-Dec-2021
Classic Woodie Camarilla DeMark
R4 85.30 83.96 77.51
R3 81.78 80.44 76.54
R2 78.26 78.26 76.22
R1 76.92 76.92 75.89 77.59
PP 74.74 74.74 74.74 75.08
S1 73.40 73.40 75.25 74.07
S2 71.22 71.22 74.92
S3 67.70 69.88 74.60
S4 64.18 66.36 73.63
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 94.78 92.11 78.10
R3 86.95 84.28 75.94
R2 79.12 79.12 75.23
R1 76.45 76.45 74.51 77.79
PP 71.29 71.29 71.29 71.95
S1 68.62 68.62 73.07 69.96
S2 63.46 63.46 72.35
S3 55.63 60.79 71.64
S4 47.80 52.96 69.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.09 66.12 9.97 13.2% 2.88 3.8% 95% True False 339,283
10 76.09 66.12 9.97 13.2% 2.56 3.4% 95% True False 295,553
20 76.09 62.26 13.83 18.3% 3.15 4.2% 96% True False 228,855
40 81.73 62.26 19.47 25.8% 2.96 3.9% 68% False False 167,639
60 82.13 62.26 19.87 26.3% 2.62 3.5% 67% False False 133,436
80 82.13 62.26 19.87 26.3% 2.39 3.2% 67% False False 106,758
100 82.13 60.52 21.61 28.6% 2.27 3.0% 70% False False 88,625
120 82.13 60.52 21.61 28.6% 2.20 2.9% 70% False False 75,599
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.05
2.618 85.31
1.618 81.79
1.000 79.61
0.618 78.27
HIGH 76.09
0.618 74.75
0.500 74.33
0.382 73.91
LOW 72.57
0.618 70.39
1.000 69.05
1.618 66.87
2.618 63.35
4.250 57.61
Fisher Pivots for day following 27-Dec-2021
Pivot 1 day 3 day
R1 75.16 74.86
PP 74.74 74.15
S1 74.33 73.45

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

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