NYMEX Light Sweet Crude Oil Future August 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 100.31 104.42 4.11 4.1% 98.00
High 105.53 106.61 1.08 1.0% 98.55
Low 99.89 101.46 1.57 1.6% 86.81
Close 105.26 102.87 -2.39 -2.3% 95.75
Range 5.64 5.15 -0.49 -8.7% 11.74
ATR 5.75 5.71 -0.04 -0.7% 0.00
Volume 36,561 26,417 -10,144 -27.7% 121,946
Daily Pivots for day following 24-Mar-2022
Classic Woodie Camarilla DeMark
R4 119.10 116.13 105.70
R3 113.95 110.98 104.29
R2 108.80 108.80 103.81
R1 105.83 105.83 103.34 104.74
PP 103.65 103.65 103.65 103.10
S1 100.68 100.68 102.40 99.59
S2 98.50 98.50 101.93
S3 93.35 95.53 101.45
S4 88.20 90.38 100.04
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 128.92 124.08 102.21
R3 117.18 112.34 98.98
R2 105.44 105.44 97.90
R1 100.60 100.60 96.83 97.15
PP 93.70 93.70 93.70 91.98
S1 88.86 88.86 94.67 85.41
S2 81.96 81.96 93.60
S3 70.22 77.12 92.52
S4 58.48 65.38 89.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.61 94.06 12.55 12.2% 4.68 4.5% 70% True False 24,669
10 106.61 86.81 19.80 19.2% 5.40 5.2% 81% True False 26,230
20 112.43 83.76 28.67 27.9% 6.63 6.4% 67% False False 38,179
40 112.43 80.33 32.10 31.2% 4.64 4.5% 70% False False 32,367
60 112.43 71.70 40.73 39.6% 3.69 3.6% 77% False False 26,217
80 112.43 61.11 51.32 49.9% 3.33 3.2% 81% False False 21,697
100 112.43 61.11 51.32 49.9% 3.07 3.0% 81% False False 19,014
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.50
2.618 120.09
1.618 114.94
1.000 111.76
0.618 109.79
HIGH 106.61
0.618 104.64
0.500 104.04
0.382 103.43
LOW 101.46
0.618 98.28
1.000 96.31
1.618 93.13
2.618 87.98
4.250 79.57
Fisher Pivots for day following 24-Mar-2022
Pivot 1 day 3 day
R1 104.04 102.84
PP 103.65 102.81
S1 103.26 102.79

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

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