NYMEX Light Sweet Crude Oil Future March 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
78.51 |
77.87 |
-0.64 |
-0.8% |
75.53 |
| High |
78.92 |
80.95 |
2.03 |
2.6% |
79.82 |
| Low |
77.34 |
77.83 |
0.49 |
0.6% |
74.01 |
| Close |
77.70 |
80.67 |
2.97 |
3.8% |
78.44 |
| Range |
1.58 |
3.12 |
1.54 |
97.5% |
5.81 |
| ATR |
2.42 |
2.48 |
0.06 |
2.5% |
0.00 |
| Volume |
210,843 |
270,562 |
59,719 |
28.3% |
939,921 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.18 |
88.04 |
82.39 |
|
| R3 |
86.06 |
84.92 |
81.53 |
|
| R2 |
82.94 |
82.94 |
81.24 |
|
| R1 |
81.80 |
81.80 |
80.96 |
82.37 |
| PP |
79.82 |
79.82 |
79.82 |
80.10 |
| S1 |
78.68 |
78.68 |
80.38 |
79.25 |
| S2 |
76.70 |
76.70 |
80.10 |
|
| S3 |
73.58 |
75.56 |
79.81 |
|
| S4 |
70.46 |
72.44 |
78.95 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.85 |
92.46 |
81.64 |
|
| R3 |
89.04 |
86.65 |
80.04 |
|
| R2 |
83.23 |
83.23 |
79.51 |
|
| R1 |
80.84 |
80.84 |
78.97 |
82.04 |
| PP |
77.42 |
77.42 |
77.42 |
78.02 |
| S1 |
75.03 |
75.03 |
77.91 |
76.23 |
| S2 |
71.61 |
71.61 |
77.37 |
|
| S3 |
65.80 |
69.22 |
76.84 |
|
| S4 |
59.99 |
63.41 |
75.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.95 |
76.25 |
4.70 |
5.8% |
2.33 |
2.9% |
94% |
True |
False |
230,530 |
| 10 |
80.95 |
74.01 |
6.94 |
8.6% |
2.14 |
2.7% |
96% |
True |
False |
162,409 |
| 20 |
80.95 |
65.93 |
15.02 |
18.6% |
2.27 |
2.8% |
98% |
True |
False |
126,419 |
| 40 |
80.95 |
62.05 |
18.90 |
23.4% |
2.82 |
3.5% |
99% |
True |
False |
108,563 |
| 60 |
80.95 |
62.05 |
18.90 |
23.4% |
2.55 |
3.2% |
99% |
True |
False |
95,101 |
| 80 |
80.95 |
62.05 |
18.90 |
23.4% |
2.37 |
2.9% |
99% |
True |
False |
82,257 |
| 100 |
80.95 |
60.21 |
20.74 |
25.7% |
2.21 |
2.7% |
99% |
True |
False |
71,557 |
| 120 |
80.95 |
60.21 |
20.74 |
25.7% |
2.11 |
2.6% |
99% |
True |
False |
62,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.21 |
|
2.618 |
89.12 |
|
1.618 |
86.00 |
|
1.000 |
84.07 |
|
0.618 |
82.88 |
|
HIGH |
80.95 |
|
0.618 |
79.76 |
|
0.500 |
79.39 |
|
0.382 |
79.02 |
|
LOW |
77.83 |
|
0.618 |
75.90 |
|
1.000 |
74.71 |
|
1.618 |
72.78 |
|
2.618 |
69.66 |
|
4.250 |
64.57 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
80.24 |
80.16 |
| PP |
79.82 |
79.65 |
| S1 |
79.39 |
79.15 |
|