NYMEX Light Sweet Crude Oil Future March 2022


Trading Metrics calculated at close of trading on 27-Dec-2021
Day Change Summary
Previous Current
23-Dec-2021 27-Dec-2021 Change Change % Previous Week
Open 72.59 73.00 0.41 0.6% 69.56
High 73.60 75.68 2.08 2.8% 73.60
Low 71.84 72.22 0.38 0.5% 65.93
Close 73.42 75.18 1.76 2.4% 73.42
Range 1.76 3.46 1.70 96.6% 7.67
ATR 2.84 2.89 0.04 1.6% 0.00
Volume 95,322 76,665 -18,657 -19.6% 418,472
Daily Pivots for day following 27-Dec-2021
Classic Woodie Camarilla DeMark
R4 84.74 83.42 77.08
R3 81.28 79.96 76.13
R2 77.82 77.82 75.81
R1 76.50 76.50 75.50 77.16
PP 74.36 74.36 74.36 74.69
S1 73.04 73.04 74.86 73.70
S2 70.90 70.90 74.55
S3 67.44 69.58 74.23
S4 63.98 66.12 73.28
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 93.99 91.38 77.64
R3 86.32 83.71 75.53
R2 78.65 78.65 74.83
R1 76.04 76.04 74.12 77.35
PP 70.98 70.98 70.98 71.64
S1 68.37 68.37 72.72 69.68
S2 63.31 63.31 72.01
S3 55.64 60.70 71.31
S4 47.97 53.03 69.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.68 65.93 9.75 13.0% 2.81 3.7% 95% True False 99,027
10 75.68 65.93 9.75 13.0% 2.49 3.3% 95% True False 93,932
20 75.68 62.05 13.63 18.1% 3.05 4.1% 96% True False 97,507
40 80.25 62.05 18.20 24.2% 2.85 3.8% 72% False False 84,499
60 80.72 62.05 18.67 24.8% 2.51 3.3% 70% False False 76,861
80 80.72 62.05 18.67 24.8% 2.29 3.0% 70% False False 65,677
100 80.72 60.21 20.51 27.3% 2.18 2.9% 73% False False 56,827
120 80.72 60.21 20.51 27.3% 2.11 2.8% 73% False False 49,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.39
2.618 84.74
1.618 81.28
1.000 79.14
0.618 77.82
HIGH 75.68
0.618 74.36
0.500 73.95
0.382 73.54
LOW 72.22
0.618 70.08
1.000 68.76
1.618 66.62
2.618 63.16
4.250 57.52
Fisher Pivots for day following 27-Dec-2021
Pivot 1 day 3 day
R1 74.77 74.48
PP 74.36 73.78
S1 73.95 73.08

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

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