NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 60.93 63.94 3.01 4.9% 61.42
High 64.62 66.23 1.61 2.5% 66.23
Low 60.36 63.59 3.23 5.4% 59.08
Close 63.62 65.92 2.30 3.6% 65.92
Range 4.26 2.64 -1.62 -38.0% 7.15
ATR 2.03 2.07 0.04 2.2% 0.00
Volume 241,244 231,057 -10,187 -4.2% 945,668
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 73.17 72.18 67.37
R3 70.53 69.54 66.65
R2 67.89 67.89 66.40
R1 66.90 66.90 66.16 67.40
PP 65.25 65.25 65.25 65.49
S1 64.26 64.26 65.68 64.76
S2 62.61 62.61 65.44
S3 59.97 61.62 65.19
S4 57.33 58.98 64.47
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 85.19 82.71 69.85
R3 78.04 75.56 67.89
R2 70.89 70.89 67.23
R1 68.41 68.41 66.58 69.65
PP 63.74 63.74 63.74 64.37
S1 61.26 61.26 65.26 62.50
S2 56.59 56.59 64.61
S3 49.44 54.11 63.95
S4 42.29 46.96 61.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.23 59.08 7.15 10.8% 2.85 4.3% 96% True False 189,133
10 66.23 58.62 7.61 11.5% 2.57 3.9% 96% True False 170,901
20 66.23 56.02 10.21 15.5% 2.00 3.0% 97% True False 163,716
40 66.23 50.34 15.89 24.1% 1.65 2.5% 98% True False 112,779
60 66.23 45.52 20.71 31.4% 1.56 2.4% 99% True False 84,358
80 66.23 39.13 27.10 41.1% 1.51 2.3% 99% True False 69,206
100 66.23 36.00 30.23 45.9% 1.48 2.2% 99% True False 57,349
120 66.23 36.00 30.23 45.9% 1.45 2.2% 99% True False 49,043
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 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.45
2.618 73.14
1.618 70.50
1.000 68.87
0.618 67.86
HIGH 66.23
0.618 65.22
0.500 64.91
0.382 64.60
LOW 63.59
0.618 61.96
1.000 60.95
1.618 59.32
2.618 56.68
4.250 52.37
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 65.58 64.83
PP 65.25 63.74
S1 64.91 62.66

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

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