NYMEX Light Sweet Crude Oil Future May 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
110.91 |
108.85 |
-2.06 |
-1.9% |
106.64 |
| High |
113.35 |
115.40 |
2.05 |
1.8% |
106.65 |
| Low |
107.10 |
108.38 |
1.28 |
1.2% |
92.20 |
| Close |
109.27 |
114.93 |
5.66 |
5.2% |
103.09 |
| Range |
6.25 |
7.02 |
0.77 |
12.3% |
14.45 |
| ATR |
7.30 |
7.28 |
-0.02 |
-0.3% |
0.00 |
| Volume |
318,629 |
289,182 |
-29,447 |
-9.2% |
960,269 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.96 |
131.47 |
118.79 |
|
| R3 |
126.94 |
124.45 |
116.86 |
|
| R2 |
119.92 |
119.92 |
116.22 |
|
| R1 |
117.43 |
117.43 |
115.57 |
118.68 |
| PP |
112.90 |
112.90 |
112.90 |
113.53 |
| S1 |
110.41 |
110.41 |
114.29 |
111.66 |
| S2 |
105.88 |
105.88 |
113.64 |
|
| S3 |
98.86 |
103.39 |
113.00 |
|
| S4 |
91.84 |
96.37 |
111.07 |
|
|
| 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 |
115.40 |
93.41 |
21.99 |
19.1% |
6.97 |
6.1% |
98% |
True |
False |
263,219 |
| 10 |
115.40 |
92.20 |
23.20 |
20.2% |
7.20 |
6.3% |
98% |
True |
False |
221,758 |
| 20 |
126.52 |
88.49 |
38.03 |
33.1% |
8.72 |
7.6% |
70% |
False |
False |
217,983 |
| 40 |
126.52 |
82.79 |
43.73 |
38.0% |
5.80 |
5.0% |
73% |
False |
False |
169,560 |
| 60 |
126.52 |
73.19 |
53.33 |
46.4% |
4.56 |
4.0% |
78% |
False |
False |
129,392 |
| 80 |
126.52 |
61.67 |
64.85 |
56.4% |
4.12 |
3.6% |
82% |
False |
False |
103,327 |
| 100 |
126.52 |
61.67 |
64.85 |
56.4% |
3.77 |
3.3% |
82% |
False |
False |
88,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.24 |
|
2.618 |
133.78 |
|
1.618 |
126.76 |
|
1.000 |
122.42 |
|
0.618 |
119.74 |
|
HIGH |
115.40 |
|
0.618 |
112.72 |
|
0.500 |
111.89 |
|
0.382 |
111.06 |
|
LOW |
108.38 |
|
0.618 |
104.04 |
|
1.000 |
101.36 |
|
1.618 |
97.02 |
|
2.618 |
90.00 |
|
4.250 |
78.55 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113.92 |
112.93 |
| PP |
112.90 |
110.93 |
| S1 |
111.89 |
108.94 |
|