NYMEX Light Sweet Crude Oil Future June 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
105.84 |
111.41 |
5.57 |
5.3% |
103.47 |
| High |
112.34 |
113.51 |
1.17 |
1.0% |
103.58 |
| Low |
105.69 |
107.79 |
2.10 |
2.0% |
90.37 |
| Close |
111.99 |
109.43 |
-2.56 |
-2.3% |
100.65 |
| Range |
6.65 |
5.72 |
-0.93 |
-14.0% |
13.21 |
| ATR |
6.85 |
6.77 |
-0.08 |
-1.2% |
0.00 |
| Volume |
120,339 |
106,024 |
-14,315 |
-11.9% |
519,550 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.40 |
124.14 |
112.58 |
|
| R3 |
121.68 |
118.42 |
111.00 |
|
| R2 |
115.96 |
115.96 |
110.48 |
|
| R1 |
112.70 |
112.70 |
109.95 |
111.47 |
| PP |
110.24 |
110.24 |
110.24 |
109.63 |
| S1 |
106.98 |
106.98 |
108.91 |
105.75 |
| S2 |
104.52 |
104.52 |
108.38 |
|
| S3 |
98.80 |
101.26 |
107.86 |
|
| S4 |
93.08 |
95.54 |
106.28 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.83 |
132.45 |
107.92 |
|
| R3 |
124.62 |
119.24 |
104.28 |
|
| R2 |
111.41 |
111.41 |
103.07 |
|
| R1 |
106.03 |
106.03 |
101.86 |
102.12 |
| PP |
98.20 |
98.20 |
98.20 |
96.24 |
| S1 |
92.82 |
92.82 |
99.44 |
88.91 |
| S2 |
84.99 |
84.99 |
98.23 |
|
| S3 |
71.78 |
79.61 |
97.02 |
|
| S4 |
58.57 |
66.40 |
93.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.51 |
98.80 |
14.71 |
13.4% |
5.93 |
5.4% |
72% |
True |
False |
96,277 |
| 10 |
113.51 |
90.37 |
23.14 |
21.1% |
6.56 |
6.0% |
82% |
True |
False |
105,543 |
| 20 |
121.88 |
86.67 |
35.21 |
32.2% |
8.07 |
7.4% |
65% |
False |
False |
144,581 |
| 40 |
121.88 |
82.36 |
39.52 |
36.1% |
5.54 |
5.1% |
68% |
False |
False |
131,536 |
| 60 |
121.88 |
72.68 |
49.20 |
45.0% |
4.39 |
4.0% |
75% |
False |
False |
112,682 |
| 80 |
121.88 |
61.48 |
60.40 |
55.2% |
3.97 |
3.6% |
79% |
False |
False |
98,496 |
| 100 |
121.88 |
61.48 |
60.40 |
55.2% |
3.66 |
3.3% |
79% |
False |
False |
91,004 |
| 120 |
121.88 |
61.48 |
60.40 |
55.2% |
3.34 |
3.0% |
79% |
False |
False |
84,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.82 |
|
2.618 |
128.48 |
|
1.618 |
122.76 |
|
1.000 |
119.23 |
|
0.618 |
117.04 |
|
HIGH |
113.51 |
|
0.618 |
111.32 |
|
0.500 |
110.65 |
|
0.382 |
109.98 |
|
LOW |
107.79 |
|
0.618 |
104.26 |
|
1.000 |
102.07 |
|
1.618 |
98.54 |
|
2.618 |
92.82 |
|
4.250 |
83.48 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110.65 |
109.29 |
| PP |
110.24 |
109.15 |
| S1 |
109.84 |
109.01 |
|