NYMEX Light Sweet Crude Oil Future September 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	92.01	92.65	0.64	0.7%	99.52
High	96.09	95.44	-0.65	-0.7%	110.15
Low	90.00	90.59	0.59	0.7%	85.72
Close	91.59	95.31	3.72	4.1%	95.31
Range	6.09	4.85	-1.24	-20.4%	24.43
ATR	5.72	5.66	-0.06	-1.1%	0.00
Volume	59,061	35,740	-23,321	-39.5%	265,561

Daily Pivots for day following 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	108.33	106.67	97.98
R3	103.48	101.82	96.64
R2	98.63	98.63	96.20
R1	96.97	96.97	95.75	97.80
PP	93.78	93.78	93.78	94.20
S1	92.12	92.12	94.87	92.95
S2	88.93	88.93	94.42
S3	84.08	87.27	93.98
S4	79.23	82.42	92.64

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	170.35	157.26	108.75
R3	145.92	132.83	102.03
R2	121.49	121.49	99.79
R1	108.40	108.40	97.55	102.73
PP	97.06	97.06	97.06	94.23
S1	83.97	83.97	93.07	78.30
S2	72.63	72.63	90.83
S3	48.20	59.54	88.59
S4	23.77	35.11	81.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.15	85.72	24.43	25.6%	10.24	10.7%	39%	False	False	53,112
10	110.15	84.87	25.28	26.5%	7.57	7.9%	41%	False	False	66,193
20	110.15	80.64	29.51	31.0%	5.55	5.8%	50%	False	False	54,884
40	110.15	76.40	33.75	35.4%	3.73	3.9%	56%	False	False	38,850
60	110.15	64.14	46.01	48.3%	3.08	3.2%	68%	False	False	30,681

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.44
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	116.05
2.618	108.14
1.618	103.29
1.000	100.29
0.618	98.44
HIGH	95.44
0.618	93.59
0.500	93.02
0.382	92.44
LOW	90.59
0.618	87.59
1.000	85.74
1.618	82.74
2.618	77.89
4.250	69.98

Fisher Pivots for day following 11-Mar-2022
Pivot	1 day	3 day
R1	94.55	95.88
PP	93.78	95.69
S1	93.02	95.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols