NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 59.40 60.93 1.53 2.6% 58.82
High 61.75 64.62 2.87 4.6% 63.56
Low 59.08 60.36 1.28 2.2% 58.62
Close 61.10 63.62 2.52 4.1% 61.23
Range 2.67 4.26 1.59 59.6% 4.94
ATR 1.85 2.03 0.17 9.3% 0.00
Volume 170,700 241,244 70,544 41.3% 763,344
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 75.65 73.89 65.96
R3 71.39 69.63 64.79
R2 67.13 67.13 64.40
R1 65.37 65.37 64.01 66.25
PP 62.87 62.87 62.87 63.31
S1 61.11 61.11 63.23 61.99
S2 58.61 58.61 62.84
S3 54.35 56.85 62.45
S4 50.09 52.59 61.28
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 64.62 59.08 5.54 8.7% 2.76 4.3% 82% True False 167,773
10 64.62 58.36 6.26 9.8% 2.47 3.9% 84% True False 171,326
20 64.62 54.93 9.69 15.2% 1.93 3.0% 90% True False 156,237
40 64.62 49.47 15.15 23.8% 1.62 2.5% 93% True False 109,020
60 64.62 45.52 19.10 30.0% 1.53 2.4% 95% True False 80,963
80 64.62 38.99 25.63 40.3% 1.49 2.3% 96% True False 66,474
100 64.62 36.00 28.62 45.0% 1.46 2.3% 97% True False 55,126
120 64.62 36.00 28.62 45.0% 1.44 2.3% 97% True False 47,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 82.73
2.618 75.77
1.618 71.51
1.000 68.88
0.618 67.25
HIGH 64.62
0.618 62.99
0.500 62.49
0.382 61.99
LOW 60.36
0.618 57.73
1.000 56.10
1.618 53.47
2.618 49.21
4.250 42.26
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 63.24 63.03
PP 62.87 62.44
S1 62.49 61.85

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

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