NYMEX Light Sweet Crude Oil Future March 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 |
72.59 |
73.00 |
0.41 |
0.6% |
69.56 |
| High |
73.60 |
75.68 |
2.08 |
2.8% |
73.60 |
| Low |
71.84 |
72.22 |
0.38 |
0.5% |
65.93 |
| Close |
73.42 |
75.18 |
1.76 |
2.4% |
73.42 |
| Range |
1.76 |
3.46 |
1.70 |
96.6% |
7.67 |
| ATR |
2.84 |
2.89 |
0.04 |
1.6% |
0.00 |
| Volume |
95,322 |
76,665 |
-18,657 |
-19.6% |
418,472 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.74 |
83.42 |
77.08 |
|
| R3 |
81.28 |
79.96 |
76.13 |
|
| R2 |
77.82 |
77.82 |
75.81 |
|
| R1 |
76.50 |
76.50 |
75.50 |
77.16 |
| PP |
74.36 |
74.36 |
74.36 |
74.69 |
| S1 |
73.04 |
73.04 |
74.86 |
73.70 |
| S2 |
70.90 |
70.90 |
74.55 |
|
| S3 |
67.44 |
69.58 |
74.23 |
|
| S4 |
63.98 |
66.12 |
73.28 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.99 |
91.38 |
77.64 |
|
| R3 |
86.32 |
83.71 |
75.53 |
|
| R2 |
78.65 |
78.65 |
74.83 |
|
| R1 |
76.04 |
76.04 |
74.12 |
77.35 |
| PP |
70.98 |
70.98 |
70.98 |
71.64 |
| S1 |
68.37 |
68.37 |
72.72 |
69.68 |
| S2 |
63.31 |
63.31 |
72.01 |
|
| S3 |
55.64 |
60.70 |
71.31 |
|
| S4 |
47.97 |
53.03 |
69.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.68 |
65.93 |
9.75 |
13.0% |
2.81 |
3.7% |
95% |
True |
False |
99,027 |
| 10 |
75.68 |
65.93 |
9.75 |
13.0% |
2.49 |
3.3% |
95% |
True |
False |
93,932 |
| 20 |
75.68 |
62.05 |
13.63 |
18.1% |
3.05 |
4.1% |
96% |
True |
False |
97,507 |
| 40 |
80.25 |
62.05 |
18.20 |
24.2% |
2.85 |
3.8% |
72% |
False |
False |
84,499 |
| 60 |
80.72 |
62.05 |
18.67 |
24.8% |
2.51 |
3.3% |
70% |
False |
False |
76,861 |
| 80 |
80.72 |
62.05 |
18.67 |
24.8% |
2.29 |
3.0% |
70% |
False |
False |
65,677 |
| 100 |
80.72 |
60.21 |
20.51 |
27.3% |
2.18 |
2.9% |
73% |
False |
False |
56,827 |
| 120 |
80.72 |
60.21 |
20.51 |
27.3% |
2.11 |
2.8% |
73% |
False |
False |
49,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.39 |
|
2.618 |
84.74 |
|
1.618 |
81.28 |
|
1.000 |
79.14 |
|
0.618 |
77.82 |
|
HIGH |
75.68 |
|
0.618 |
74.36 |
|
0.500 |
73.95 |
|
0.382 |
73.54 |
|
LOW |
72.22 |
|
0.618 |
70.08 |
|
1.000 |
68.76 |
|
1.618 |
66.62 |
|
2.618 |
63.16 |
|
4.250 |
57.52 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
74.77 |
74.48 |
| PP |
74.36 |
73.78 |
| S1 |
73.95 |
73.08 |
|