NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 65.34 64.87 -0.47 -0.7% 66.50
High 65.48 65.40 -0.08 -0.1% 67.79
Low 63.87 63.64 -0.23 -0.4% 63.10
Close 64.86 64.63 -0.23 -0.4% 65.64
Range 1.61 1.76 0.15 9.3% 4.69
ATR 2.01 1.99 -0.02 -0.9% 0.00
Volume 213,769 300,152 86,383 40.4% 1,080,273
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 69.84 68.99 65.60
R3 68.08 67.23 65.11
R2 66.32 66.32 64.95
R1 65.47 65.47 64.79 65.02
PP 64.56 64.56 64.56 64.33
S1 63.71 63.71 64.47 63.26
S2 62.80 62.80 64.31
S3 61.04 61.95 64.15
S4 59.28 60.19 63.66
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 63.64 2.80 4.3% 1.62 2.5% 35% False True 218,377
10 67.79 60.36 7.43 11.5% 2.24 3.5% 57% False False 226,046
20 67.79 58.36 9.43 14.6% 2.26 3.5% 66% False False 196,085
40 67.79 51.24 16.55 25.6% 1.78 2.7% 81% False False 148,159
60 67.79 46.48 21.31 33.0% 1.67 2.6% 85% False False 110,989
80 67.79 42.27 25.52 39.5% 1.54 2.4% 88% False False 89,771
100 67.79 36.00 31.79 49.2% 1.54 2.4% 90% False False 74,637
120 67.79 36.00 31.79 49.2% 1.50 2.3% 90% False False 63,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.88
2.618 70.01
1.618 68.25
1.000 67.16
0.618 66.49
HIGH 65.40
0.618 64.73
0.500 64.52
0.382 64.31
LOW 63.64
0.618 62.55
1.000 61.88
1.618 60.79
2.618 59.03
4.250 56.16
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 64.59 65.04
PP 64.56 64.90
S1 64.52 64.77

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

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