NYMEX Light Sweet Crude Oil Future August 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 |
95.86 |
94.66 |
-1.20 |
-1.3% |
106.44 |
| High |
99.04 |
97.90 |
-1.14 |
-1.2% |
112.43 |
| Low |
92.68 |
92.73 |
0.05 |
0.1% |
89.08 |
| Close |
94.05 |
97.86 |
3.81 |
4.1% |
97.86 |
| Range |
6.36 |
5.17 |
-1.19 |
-18.7% |
23.35 |
| ATR |
5.94 |
5.88 |
-0.05 |
-0.9% |
0.00 |
| Volume |
53,801 |
30,938 |
-22,863 |
-42.5% |
195,525 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.67 |
109.94 |
100.70 |
|
| R3 |
106.50 |
104.77 |
99.28 |
|
| R2 |
101.33 |
101.33 |
98.81 |
|
| R1 |
99.60 |
99.60 |
98.33 |
100.47 |
| PP |
96.16 |
96.16 |
96.16 |
96.60 |
| S1 |
94.43 |
94.43 |
97.39 |
95.30 |
| S2 |
90.99 |
90.99 |
96.91 |
|
| S3 |
85.82 |
89.26 |
96.44 |
|
| S4 |
80.65 |
84.09 |
95.02 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.84 |
157.20 |
110.70 |
|
| R3 |
146.49 |
133.85 |
104.28 |
|
| R2 |
123.14 |
123.14 |
102.14 |
|
| R1 |
110.50 |
110.50 |
100.00 |
105.15 |
| PP |
99.79 |
99.79 |
99.79 |
97.11 |
| S1 |
87.15 |
87.15 |
95.72 |
81.80 |
| S2 |
76.44 |
76.44 |
93.58 |
|
| S3 |
53.09 |
63.80 |
91.44 |
|
| S4 |
29.74 |
40.45 |
85.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.43 |
89.08 |
23.35 |
23.9% |
10.50 |
10.7% |
38% |
False |
False |
39,105 |
| 10 |
112.43 |
86.22 |
26.21 |
26.8% |
7.99 |
8.2% |
44% |
False |
False |
50,243 |
| 20 |
112.43 |
81.64 |
30.79 |
31.5% |
5.81 |
5.9% |
53% |
False |
False |
44,147 |
| 40 |
112.43 |
77.10 |
35.33 |
36.1% |
3.87 |
4.0% |
59% |
False |
False |
30,583 |
| 60 |
112.43 |
64.65 |
47.78 |
48.8% |
3.15 |
3.2% |
70% |
False |
False |
23,314 |
| 80 |
112.43 |
61.11 |
51.32 |
52.4% |
3.03 |
3.1% |
72% |
False |
False |
20,030 |
| 100 |
112.43 |
61.11 |
51.32 |
52.4% |
2.70 |
2.8% |
72% |
False |
False |
17,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.87 |
|
2.618 |
111.44 |
|
1.618 |
106.27 |
|
1.000 |
103.07 |
|
0.618 |
101.10 |
|
HIGH |
97.90 |
|
0.618 |
95.93 |
|
0.500 |
95.32 |
|
0.382 |
94.70 |
|
LOW |
92.73 |
|
0.618 |
89.53 |
|
1.000 |
87.56 |
|
1.618 |
84.36 |
|
2.618 |
79.19 |
|
4.250 |
70.76 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
97.01 |
99.31 |
| PP |
96.16 |
98.83 |
| S1 |
95.32 |
98.34 |
|