NYMEX Light Sweet Crude Oil Future February 2022

Trading Metrics calculated at close of trading on 04-Jan-2022

Day Change Summary
	Previous	Current
	03-Jan-2022	04-Jan-2022	Change	Change %	Previous Week
Open	75.69	76.02	0.33	0.4%	73.38
High	76.46	77.64	1.18	1.5%	77.44
Low	74.27	75.70	1.43	1.9%	72.57
Close	76.08	76.99	0.91	1.2%	75.21
Range	2.19	1.94	-0.25	-11.4%	4.87
ATR	2.64	2.59	-0.05	-1.9%	0.00
Volume	317,628	372,848	55,220	17.4%	1,270,056

Daily Pivots for day following 04-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	82.60	81.73	78.06
R3	80.66	79.79	77.52
R2	78.72	78.72	77.35
R1	77.85	77.85	77.17	78.29
PP	76.78	76.78	76.78	76.99
S1	75.91	75.91	76.81	76.35
S2	74.84	74.84	76.63
S3	72.90	73.97	76.46
S4	70.96	72.03	75.92

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	89.68	87.32	77.89
R3	84.81	82.45	76.55
R2	79.94	79.94	76.10
R1	77.58	77.58	75.66	78.76
PP	75.07	75.07	75.07	75.67
S1	72.71	72.71	74.76	73.89
S2	70.20	70.20	74.32
S3	65.33	67.84	73.87
S4	60.46	62.97	72.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.64	74.27	3.37	4.4%	1.99	2.6%	81%	True	False	288,462
10	77.64	68.56	9.08	11.8%	2.19	2.8%	93%	True	False	289,624
20	77.64	66.12	11.52	15.0%	2.36	3.1%	94%	True	False	265,817
40	81.73	62.26	19.47	25.3%	2.87	3.7%	76%	False	False	196,300
60	82.13	62.26	19.87	25.8%	2.57	3.3%	74%	False	False	156,711
80	82.13	62.26	19.87	25.8%	2.40	3.1%	74%	False	False	125,853
100	82.13	60.52	21.61	28.1%	2.28	3.0%	76%	False	False	104,792
120	82.13	60.52	21.61	28.1%	2.21	2.9%	76%	False	False	89,304

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.61
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.89
2.618	82.72
1.618	80.78
1.000	79.58
0.618	78.84
HIGH	77.64
0.618	76.90
0.500	76.67
0.382	76.44
LOW	75.70
0.618	74.50
1.000	73.76
1.618	72.56
2.618	70.62
4.250	67.46

Fisher Pivots for day following 04-Jan-2022
Pivot	1 day	3 day
R1	76.88	76.65
PP	76.78	76.30
S1	76.67	75.96

Download as Excel Spreadsheet

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

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