NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 60.04 59.40 -0.64 -1.1% 58.82
High 60.98 61.75 0.77 1.3% 63.56
Low 59.20 59.08 -0.12 -0.2% 58.62
Close 59.57 61.10 1.53 2.6% 61.23
Range 1.78 2.67 0.89 50.0% 4.94
ATR 1.79 1.85 0.06 3.5% 0.00
Volume 149,340 170,700 21,360 14.3% 763,344
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.65 67.55 62.57
R3 65.98 64.88 61.83
R2 63.31 63.31 61.59
R1 62.21 62.21 61.34 62.76
PP 60.64 60.64 60.64 60.92
S1 59.54 59.54 60.86 60.09
S2 57.97 57.97 60.61
S3 55.30 56.87 60.37
S4 52.63 54.20 59.63
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 75.96 73.53 63.95
R3 71.02 68.59 62.59
R2 66.08 66.08 62.14
R1 63.65 63.65 61.68 64.87
PP 61.14 61.14 61.14 61.74
S1 58.71 58.71 60.78 59.93
S2 56.20 56.20 60.32
S3 51.26 53.77 59.87
S4 46.32 48.83 58.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.56 59.08 4.48 7.3% 2.13 3.5% 45% False True 155,599
10 63.56 58.36 5.20 8.5% 2.27 3.7% 53% False False 166,124
20 63.56 54.39 9.17 15.0% 1.79 2.9% 73% False False 150,144
40 63.56 47.58 15.98 26.2% 1.58 2.6% 85% False False 105,373
60 63.56 45.52 18.04 29.5% 1.47 2.4% 86% False False 77,265
80 63.56 38.99 24.57 40.2% 1.45 2.4% 90% False False 63,646
100 63.56 36.00 27.56 45.1% 1.43 2.3% 91% False False 52,887
120 63.56 36.00 27.56 45.1% 1.41 2.3% 91% False False 45,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.10
2.618 68.74
1.618 66.07
1.000 64.42
0.618 63.40
HIGH 61.75
0.618 60.73
0.500 60.42
0.382 60.10
LOW 59.08
0.618 57.43
1.000 56.41
1.618 54.76
2.618 52.09
4.250 47.73
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 60.87 61.03
PP 60.64 60.95
S1 60.42 60.88

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

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