NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 64.70 65.96 1.26 1.9% 66.68
High 66.21 66.24 0.03 0.0% 67.98
Low 64.54 65.41 0.87 1.3% 63.13
Close 66.02 65.61 -0.41 -0.6% 65.61
Range 1.67 0.83 -0.84 -50.3% 4.85
ATR 2.17 2.07 -0.10 -4.4% 0.00
Volume 441,063 321,714 -119,349 -27.1% 2,349,205
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.24 67.76 66.07
R3 67.41 66.93 65.84
R2 66.58 66.58 65.76
R1 66.10 66.10 65.69 65.93
PP 65.75 65.75 65.75 65.67
S1 65.27 65.27 65.53 65.10
S2 64.92 64.92 65.46
S3 64.09 64.44 65.38
S4 63.26 63.61 65.15
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 80.12 77.72 68.28
R3 75.27 72.87 66.94
R2 70.42 70.42 66.50
R1 68.02 68.02 66.05 66.80
PP 65.57 65.57 65.57 64.96
S1 63.17 63.17 65.17 61.95
S2 60.72 60.72 64.72
S3 55.87 58.32 64.28
S4 51.02 53.47 62.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.98 63.13 4.85 7.4% 2.02 3.1% 51% False False 469,841
10 67.98 59.24 8.74 13.3% 2.46 3.7% 73% False False 500,312
20 67.98 57.31 10.67 16.3% 2.32 3.5% 78% False False 492,066
40 67.98 51.38 16.60 25.3% 1.80 2.7% 86% False False 317,967
60 67.98 46.42 21.56 32.9% 1.67 2.5% 89% False False 231,641
80 67.98 41.34 26.64 40.6% 1.57 2.4% 91% False False 181,877
100 67.98 35.53 32.45 49.5% 1.57 2.4% 93% False False 149,880
120 67.98 35.53 32.45 49.5% 1.54 2.4% 93% False False 127,016
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 69.77
2.618 68.41
1.618 67.58
1.000 67.07
0.618 66.75
HIGH 66.24
0.618 65.92
0.500 65.83
0.382 65.73
LOW 65.41
0.618 64.90
1.000 64.58
1.618 64.07
2.618 63.24
4.250 61.88
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 65.83 65.30
PP 65.75 64.99
S1 65.68 64.69

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

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