NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 63.81 64.62 0.81 1.3% 61.42
High 64.90 66.17 1.27 2.0% 66.23
Low 63.10 64.49 1.39 2.2% 59.08
Close 64.42 66.00 1.58 2.5% 65.92
Range 1.80 1.68 -0.12 -6.7% 7.15
ATR 2.14 2.11 -0.03 -1.3% 0.00
Volume 217,195 217,426 231 0.1% 945,668
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 70.59 69.98 66.92
R3 68.91 68.30 66.46
R2 67.23 67.23 66.31
R1 66.62 66.62 66.15 66.93
PP 65.55 65.55 65.55 65.71
S1 64.94 64.94 65.85 65.25
S2 63.87 63.87 65.69
S3 62.19 63.26 65.54
S4 60.51 61.58 65.08
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 67.79 63.10 4.69 7.1% 2.35 3.6% 62% False False 228,951
10 67.79 59.08 8.71 13.2% 2.55 3.9% 79% False False 198,362
20 67.79 57.06 10.73 16.3% 2.25 3.4% 83% False False 188,998
40 67.79 51.24 16.55 25.1% 1.76 2.7% 89% False False 131,343
60 67.79 46.20 21.59 32.7% 1.63 2.5% 92% False False 97,553
80 67.79 41.49 26.30 39.8% 1.52 2.3% 93% False False 79,523
100 67.79 36.00 31.79 48.2% 1.52 2.3% 94% False False 66,210
120 67.79 36.00 31.79 48.2% 1.49 2.3% 94% False False 56,415
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 0.65
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 73.31
2.618 70.57
1.618 68.89
1.000 67.85
0.618 67.21
HIGH 66.17
0.618 65.53
0.500 65.33
0.382 65.13
LOW 64.49
0.618 63.45
1.000 62.81
1.618 61.77
2.618 60.09
4.250 57.35
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 65.78 65.55
PP 65.55 65.09
S1 65.33 64.64

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

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