NYMEX Light Sweet Crude Oil Future May 2022


Trading Metrics calculated at close of trading on 21-Mar-2022
Day Change Summary
Previous Current
18-Mar-2022 21-Mar-2022 Change Change % Previous Week
Open 102.23 103.62 1.39 1.4% 106.64
High 104.67 111.08 6.41 6.1% 106.65
Low 100.96 102.47 1.51 1.5% 92.20
Close 103.09 109.97 6.88 6.7% 103.09
Range 3.71 8.61 4.90 132.1% 14.45
ATR 7.28 7.38 0.09 1.3% 0.00
Volume 207,437 279,313 71,876 34.6% 960,269
Daily Pivots for day following 21-Mar-2022
Classic Woodie Camarilla DeMark
R4 133.67 130.43 114.71
R3 125.06 121.82 112.34
R2 116.45 116.45 111.55
R1 113.21 113.21 110.76 114.83
PP 107.84 107.84 107.84 108.65
S1 104.60 104.60 109.18 106.22
S2 99.23 99.23 108.39
S3 90.62 95.99 107.60
S4 82.01 87.38 105.23
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 144.00 137.99 111.04
R3 129.55 123.54 107.06
R2 115.10 115.10 105.74
R1 109.09 109.09 104.41 104.87
PP 100.65 100.65 100.65 98.54
S1 94.64 94.64 101.77 90.42
S2 86.20 86.20 100.44
S3 71.75 80.19 99.12
S4 57.30 65.74 95.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.08 92.20 18.88 17.2% 7.11 6.5% 94% True False 215,480
10 124.98 92.20 32.78 29.8% 9.33 8.5% 54% False False 205,992
20 126.52 87.60 38.92 35.4% 8.48 7.7% 57% False False 205,818
40 126.52 80.25 46.27 42.1% 5.62 5.1% 64% False False 158,115
60 126.52 70.83 55.69 50.6% 4.42 4.0% 70% False False 119,825
80 126.52 61.67 64.85 59.0% 4.10 3.7% 74% False False 96,599
100 126.52 61.67 64.85 59.0% 3.68 3.3% 74% False False 82,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 1.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.67
2.618 133.62
1.618 125.01
1.000 119.69
0.618 116.40
HIGH 111.08
0.618 107.79
0.500 106.78
0.382 105.76
LOW 102.47
0.618 97.15
1.000 93.86
1.618 88.54
2.618 79.93
4.250 65.88
Fisher Pivots for day following 21-Mar-2022
Pivot 1 day 3 day
R1 108.91 107.40
PP 107.84 104.82
S1 106.78 102.25

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

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