NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 65.95 65.56 -0.39 -0.6% 66.50
High 66.22 66.44 0.22 0.3% 67.79
Low 65.40 64.22 -1.18 -1.8% 63.10
Close 65.64 65.44 -0.20 -0.3% 65.64
Range 0.82 2.22 1.40 170.7% 4.69
ATR 2.02 2.04 0.01 0.7% 0.00
Volume 166,572 193,966 27,394 16.4% 1,080,273
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 72.03 70.95 66.66
R3 69.81 68.73 66.05
R2 67.59 67.59 65.85
R1 66.51 66.51 65.64 65.94
PP 65.37 65.37 65.37 65.08
S1 64.29 64.29 65.24 63.72
S2 63.15 63.15 65.03
S3 60.93 62.07 64.83
S4 58.71 59.85 64.22
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 79.58 77.30 68.22
R3 74.89 72.61 66.93
R2 70.20 70.20 66.50
R1 67.92 67.92 66.07 66.72
PP 65.51 65.51 65.51 64.91
S1 63.23 63.23 65.21 62.03
S2 60.82 60.82 64.78
S3 56.13 58.54 64.35
S4 51.44 53.85 63.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.44 63.10 3.34 5.1% 1.76 2.7% 70% True False 214,223
10 67.79 59.08 8.71 13.3% 2.35 3.6% 73% False False 206,658
20 67.79 58.36 9.43 14.4% 2.25 3.4% 75% False False 194,079
40 67.79 51.24 16.55 25.3% 1.77 2.7% 86% False False 138,184
60 67.79 46.48 21.31 32.6% 1.64 2.5% 89% False False 102,972
80 67.79 41.83 25.96 39.7% 1.53 2.3% 91% False False 83,683
100 67.79 36.00 31.79 48.6% 1.54 2.3% 93% False False 69,700
120 67.79 36.00 31.79 48.6% 1.49 2.3% 93% False False 59,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 75.88
2.618 72.25
1.618 70.03
1.000 68.66
0.618 67.81
HIGH 66.44
0.618 65.59
0.500 65.33
0.382 65.07
LOW 64.22
0.618 62.85
1.000 62.00
1.618 60.63
2.618 58.41
4.250 54.79
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 65.40 65.40
PP 65.37 65.37
S1 65.33 65.33

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

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