NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 25-Feb-2021
Day Change Summary
Previous Current
24-Feb-2021 25-Feb-2021 Change Change % Previous Week
Open 61.07 63.22 2.15 3.5% 59.46
High 63.28 63.56 0.28 0.4% 61.79
Low 60.77 62.45 1.68 2.8% 58.36
Close 63.00 63.22 0.22 0.3% 59.06
Range 2.51 1.11 -1.40 -55.8% 3.43
ATR 1.71 1.67 -0.04 -2.5% 0.00
Volume 149,428 180,375 30,947 20.7% 898,340
Daily Pivots for day following 25-Feb-2021
Classic Woodie Camarilla DeMark
R4 66.41 65.92 63.83
R3 65.30 64.81 63.53
R2 64.19 64.19 63.42
R1 63.70 63.70 63.32 63.78
PP 63.08 63.08 63.08 63.11
S1 62.59 62.59 63.12 62.67
S2 61.97 61.97 63.02
S3 60.86 61.48 62.91
S4 59.75 60.37 62.61
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 70.03 67.97 60.95
R3 66.60 64.54 60.00
R2 63.17 63.17 59.69
R1 61.11 61.11 59.37 60.43
PP 59.74 59.74 59.74 59.39
S1 57.68 57.68 58.75 57.00
S2 56.31 56.31 58.43
S3 52.88 54.25 58.12
S4 49.45 50.82 57.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.56 58.36 5.20 8.2% 2.18 3.4% 93% True False 174,878
10 63.56 57.06 6.50 10.3% 1.96 3.1% 95% True False 179,634
20 63.56 51.37 12.19 19.3% 1.63 2.6% 97% True False 134,217
40 63.56 47.50 16.06 25.4% 1.46 2.3% 98% True False 92,774
60 63.56 44.49 19.07 30.2% 1.40 2.2% 98% True False 68,960
80 63.56 36.00 27.56 43.6% 1.42 2.2% 99% True False 56,852
100 63.56 36.00 27.56 43.6% 1.39 2.2% 99% True False 47,239
120 63.56 36.00 27.56 43.6% 1.39 2.2% 99% True False 40,643
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 68.28
2.618 66.47
1.618 65.36
1.000 64.67
0.618 64.25
HIGH 63.56
0.618 63.14
0.500 63.01
0.382 62.87
LOW 62.45
0.618 61.76
1.000 61.34
1.618 60.65
2.618 59.54
4.250 57.73
Fisher Pivots for day following 25-Feb-2021
Pivot 1 day 3 day
R1 63.15 62.81
PP 63.08 62.41
S1 63.01 62.00

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

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