NYMEX Light Sweet Crude Oil Future March 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
77.87 |
80.71 |
2.84 |
3.6% |
75.53 |
| High |
80.95 |
82.41 |
1.46 |
1.8% |
79.82 |
| Low |
77.83 |
80.55 |
2.72 |
3.5% |
74.01 |
| Close |
80.67 |
82.02 |
1.35 |
1.7% |
78.44 |
| Range |
3.12 |
1.86 |
-1.26 |
-40.4% |
5.81 |
| ATR |
2.48 |
2.43 |
-0.04 |
-1.8% |
0.00 |
| Volume |
270,562 |
303,160 |
32,598 |
12.0% |
939,921 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.24 |
86.49 |
83.04 |
|
| R3 |
85.38 |
84.63 |
82.53 |
|
| R2 |
83.52 |
83.52 |
82.36 |
|
| R1 |
82.77 |
82.77 |
82.19 |
83.15 |
| PP |
81.66 |
81.66 |
81.66 |
81.85 |
| S1 |
80.91 |
80.91 |
81.85 |
81.29 |
| S2 |
79.80 |
79.80 |
81.68 |
|
| S3 |
77.94 |
79.05 |
81.51 |
|
| S4 |
76.08 |
77.19 |
81.00 |
|
|
| 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 |
82.41 |
76.28 |
6.13 |
7.5% |
2.32 |
2.8% |
94% |
True |
False |
251,569 |
| 10 |
82.41 |
74.01 |
8.40 |
10.2% |
2.13 |
2.6% |
95% |
True |
False |
184,865 |
| 20 |
82.41 |
65.93 |
16.48 |
20.1% |
2.24 |
2.7% |
98% |
True |
False |
137,831 |
| 40 |
82.41 |
62.05 |
20.36 |
24.8% |
2.83 |
3.4% |
98% |
True |
False |
115,074 |
| 60 |
82.41 |
62.05 |
20.36 |
24.8% |
2.55 |
3.1% |
98% |
True |
False |
99,133 |
| 80 |
82.41 |
62.05 |
20.36 |
24.8% |
2.37 |
2.9% |
98% |
True |
False |
85,709 |
| 100 |
82.41 |
60.64 |
21.77 |
26.5% |
2.21 |
2.7% |
98% |
True |
False |
74,427 |
| 120 |
82.41 |
60.21 |
22.20 |
27.1% |
2.12 |
2.6% |
98% |
True |
False |
65,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.32 |
|
2.618 |
87.28 |
|
1.618 |
85.42 |
|
1.000 |
84.27 |
|
0.618 |
83.56 |
|
HIGH |
82.41 |
|
0.618 |
81.70 |
|
0.500 |
81.48 |
|
0.382 |
81.26 |
|
LOW |
80.55 |
|
0.618 |
79.40 |
|
1.000 |
78.69 |
|
1.618 |
77.54 |
|
2.618 |
75.68 |
|
4.250 |
72.65 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
81.84 |
81.31 |
| PP |
81.66 |
80.59 |
| S1 |
81.48 |
79.88 |
|