NYMEX Light Sweet Crude Oil Future March 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
71.37 |
69.56 |
-1.81 |
-2.5% |
71.61 |
| High |
71.65 |
69.58 |
-2.07 |
-2.9% |
72.55 |
| Low |
69.34 |
65.93 |
-3.41 |
-4.9% |
68.98 |
| Close |
70.35 |
68.36 |
-1.99 |
-2.8% |
70.35 |
| Range |
2.31 |
3.65 |
1.34 |
58.0% |
3.57 |
| ATR |
2.87 |
2.98 |
0.11 |
3.9% |
0.00 |
| Volume |
92,984 |
129,078 |
36,094 |
38.8% |
444,192 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.91 |
77.28 |
70.37 |
|
| R3 |
75.26 |
73.63 |
69.36 |
|
| R2 |
71.61 |
71.61 |
69.03 |
|
| R1 |
69.98 |
69.98 |
68.69 |
68.97 |
| PP |
67.96 |
67.96 |
67.96 |
67.45 |
| S1 |
66.33 |
66.33 |
68.03 |
65.32 |
| S2 |
64.31 |
64.31 |
67.69 |
|
| S3 |
60.66 |
62.68 |
67.36 |
|
| S4 |
57.01 |
59.03 |
66.35 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.34 |
79.41 |
72.31 |
|
| R3 |
77.77 |
75.84 |
71.33 |
|
| R2 |
74.20 |
74.20 |
71.00 |
|
| R1 |
72.27 |
72.27 |
70.68 |
71.45 |
| PP |
70.63 |
70.63 |
70.63 |
70.22 |
| S1 |
68.70 |
68.70 |
70.02 |
67.88 |
| S2 |
67.06 |
67.06 |
69.70 |
|
| S3 |
63.49 |
65.13 |
69.37 |
|
| S4 |
59.92 |
61.56 |
68.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.31 |
65.93 |
6.38 |
9.3% |
2.46 |
3.6% |
38% |
False |
True |
94,381 |
| 10 |
72.82 |
65.93 |
6.89 |
10.1% |
2.43 |
3.6% |
35% |
False |
True |
100,972 |
| 20 |
77.85 |
62.05 |
15.80 |
23.1% |
3.41 |
5.0% |
40% |
False |
False |
97,551 |
| 40 |
80.72 |
62.05 |
18.67 |
27.3% |
2.75 |
4.0% |
34% |
False |
False |
82,052 |
| 60 |
80.72 |
62.05 |
18.67 |
27.3% |
2.47 |
3.6% |
34% |
False |
False |
72,957 |
| 80 |
80.72 |
62.05 |
18.67 |
27.3% |
2.23 |
3.3% |
34% |
False |
False |
62,467 |
| 100 |
80.72 |
60.21 |
20.51 |
30.0% |
2.15 |
3.1% |
40% |
False |
False |
53,923 |
| 120 |
80.72 |
60.21 |
20.51 |
30.0% |
2.10 |
3.1% |
40% |
False |
False |
47,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.09 |
|
2.618 |
79.14 |
|
1.618 |
75.49 |
|
1.000 |
73.23 |
|
0.618 |
71.84 |
|
HIGH |
69.58 |
|
0.618 |
68.19 |
|
0.500 |
67.76 |
|
0.382 |
67.32 |
|
LOW |
65.93 |
|
0.618 |
63.67 |
|
1.000 |
62.28 |
|
1.618 |
60.02 |
|
2.618 |
56.37 |
|
4.250 |
50.42 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.16 |
69.12 |
| PP |
67.96 |
68.87 |
| S1 |
67.76 |
68.61 |
|