NYMEX Light Sweet Crude Oil Future May 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	71.57	71.96	0.39	0.5%	68.77
High	72.56	74.51	1.95	2.7%	72.56
Low	70.83	71.29	0.46	0.6%	65.44
Close	72.40	74.12	1.72	2.4%	72.40
Range	1.73	3.22	1.49	86.1%	7.12
ATR	2.62	2.67	0.04	1.6%	0.00
Volume	16,052	17,743	1,691	10.5%	86,792

Daily Pivots for day following 27-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	82.97	81.76	75.89
R3	79.75	78.54	75.01
R2	76.53	76.53	74.71
R1	75.32	75.32	74.42	75.93
PP	73.31	73.31	73.31	73.61
S1	72.10	72.10	73.82	72.71
S2	70.09	70.09	73.53
S3	66.87	68.88	73.23
S4	63.65	65.66	72.35

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	91.49	89.07	76.32
R3	84.37	81.95	74.36
R2	77.25	77.25	73.71
R1	74.83	74.83	73.05	76.04
PP	70.13	70.13	70.13	70.74
S1	67.71	67.71	71.75	68.92
S2	63.01	63.01	71.09
S3	55.89	60.59	70.44
S4	48.77	53.47	68.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.51	65.44	9.07	12.2%	2.60	3.5%	96%	True	False	20,907
10	74.51	65.44	9.07	12.2%	2.28	3.1%	96%	True	False	22,462
20	74.51	61.67	12.84	17.3%	2.81	3.8%	97%	True	False	25,134
40	77.88	61.67	16.21	21.9%	2.58	3.5%	77%	False	False	26,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.54
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.20
2.618	82.94
1.618	79.72
1.000	77.73
0.618	76.50
HIGH	74.51
0.618	73.28
0.500	72.90
0.382	72.52
LOW	71.29
0.618	69.30
1.000	68.07
1.618	66.08
2.618	62.86
4.250	57.61

Fisher Pivots for day following 27-Dec-2021
Pivot	1 day	3 day
R1	73.71	73.44
PP	73.31	72.77
S1	72.90	72.09

Download as Excel Spreadsheet

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

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