NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 71.37 69.56 -1.81 -2.5% 71.61
High 71.65 69.58 -2.07 -2.9% 72.55
Low 69.34 65.93 -3.41 -4.9% 68.98
Close 70.35 68.36 -1.99 -2.8% 70.35
Range 2.31 3.65 1.34 58.0% 3.57
ATR 2.87 2.98 0.11 3.9% 0.00
Volume 92,984 129,078 36,094 38.8% 444,192
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 78.91 77.28 70.37
R3 75.26 73.63 69.36
R2 71.61 71.61 69.03
R1 69.98 69.98 68.69 68.97
PP 67.96 67.96 67.96 67.45
S1 66.33 66.33 68.03 65.32
S2 64.31 64.31 67.69
S3 60.66 62.68 67.36
S4 57.01 59.03 66.35
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 81.34 79.41 72.31
R3 77.77 75.84 71.33
R2 74.20 74.20 71.00
R1 72.27 72.27 70.68 71.45
PP 70.63 70.63 70.63 70.22
S1 68.70 68.70 70.02 67.88
S2 67.06 67.06 69.70
S3 63.49 65.13 69.37
S4 59.92 61.56 68.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.31 65.93 6.38 9.3% 2.46 3.6% 38% False True 94,381
10 72.82 65.93 6.89 10.1% 2.43 3.6% 35% False True 100,972
20 77.85 62.05 15.80 23.1% 3.41 5.0% 40% False False 97,551
40 80.72 62.05 18.67 27.3% 2.75 4.0% 34% False False 82,052
60 80.72 62.05 18.67 27.3% 2.47 3.6% 34% False False 72,957
80 80.72 62.05 18.67 27.3% 2.23 3.3% 34% False False 62,467
100 80.72 60.21 20.51 30.0% 2.15 3.1% 40% False False 53,923
120 80.72 60.21 20.51 30.0% 2.10 3.1% 40% False False 47,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 85.09
2.618 79.14
1.618 75.49
1.000 73.23
0.618 71.84
HIGH 69.58
0.618 68.19
0.500 67.76
0.382 67.32
LOW 65.93
0.618 63.67
1.000 62.28
1.618 60.02
2.618 56.37
4.250 50.42
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 68.16 69.12
PP 67.96 68.87
S1 67.76 68.61

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

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