NYMEX Light Sweet Crude Oil Future May 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
106.59 |
103.00 |
-3.59 |
-3.4% |
116.03 |
| High |
110.91 |
107.17 |
-3.74 |
-3.4% |
126.52 |
| Low |
102.38 |
101.27 |
-1.11 |
-1.1% |
99.55 |
| Close |
102.99 |
106.30 |
3.31 |
3.2% |
106.30 |
| Range |
8.53 |
5.90 |
-2.63 |
-30.8% |
26.97 |
| ATR |
7.50 |
7.39 |
-0.11 |
-1.5% |
0.00 |
| Volume |
203,842 |
166,353 |
-37,489 |
-18.4% |
1,022,900 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.61 |
120.36 |
109.55 |
|
| R3 |
116.71 |
114.46 |
107.92 |
|
| R2 |
110.81 |
110.81 |
107.38 |
|
| R1 |
108.56 |
108.56 |
106.84 |
109.69 |
| PP |
104.91 |
104.91 |
104.91 |
105.48 |
| S1 |
102.66 |
102.66 |
105.76 |
103.79 |
| S2 |
99.01 |
99.01 |
105.22 |
|
| S3 |
93.11 |
96.76 |
104.68 |
|
| S4 |
87.21 |
90.86 |
103.06 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
191.70 |
175.97 |
121.13 |
|
| R3 |
164.73 |
149.00 |
113.72 |
|
| R2 |
137.76 |
137.76 |
111.24 |
|
| R1 |
122.03 |
122.03 |
108.77 |
116.41 |
| PP |
110.79 |
110.79 |
110.79 |
107.98 |
| S1 |
95.06 |
95.06 |
103.83 |
89.44 |
| S2 |
83.82 |
83.82 |
101.36 |
|
| S3 |
56.85 |
68.09 |
98.88 |
|
| S4 |
29.88 |
41.12 |
91.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.52 |
99.55 |
26.97 |
25.4% |
12.72 |
12.0% |
25% |
False |
False |
204,580 |
| 10 |
126.52 |
92.42 |
34.10 |
32.1% |
10.27 |
9.7% |
41% |
False |
False |
206,269 |
| 20 |
126.52 |
85.81 |
40.71 |
38.3% |
7.35 |
6.9% |
50% |
False |
False |
188,220 |
| 40 |
126.52 |
79.41 |
47.11 |
44.3% |
4.83 |
4.5% |
57% |
False |
False |
137,302 |
| 60 |
126.52 |
65.44 |
61.08 |
57.5% |
3.91 |
3.7% |
67% |
False |
False |
101,545 |
| 80 |
126.52 |
61.67 |
64.85 |
61.0% |
3.72 |
3.5% |
69% |
False |
False |
83,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.25 |
|
2.618 |
122.62 |
|
1.618 |
116.72 |
|
1.000 |
113.07 |
|
0.618 |
110.82 |
|
HIGH |
107.17 |
|
0.618 |
104.92 |
|
0.500 |
104.22 |
|
0.382 |
103.52 |
|
LOW |
101.27 |
|
0.618 |
97.62 |
|
1.000 |
95.37 |
|
1.618 |
91.72 |
|
2.618 |
85.82 |
|
4.250 |
76.20 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
105.61 |
111.14 |
| PP |
104.91 |
109.53 |
| S1 |
104.22 |
107.91 |
|