NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 64.44 59.65 -4.79 -7.4% 65.56
High 64.88 61.80 -3.08 -4.7% 66.44
Low 58.28 59.01 0.73 1.3% 58.28
Close 60.06 61.44 1.38 2.3% 61.44
Range 6.60 2.79 -3.81 -57.7% 8.16
ATR 2.32 2.35 0.03 1.5% 0.00
Volume 728,880 723,883 -4,997 -0.7% 2,160,650
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 69.12 68.07 62.97
R3 66.33 65.28 62.21
R2 63.54 63.54 61.95
R1 62.49 62.49 61.70 63.02
PP 60.75 60.75 60.75 61.01
S1 59.70 59.70 61.18 60.23
S2 57.96 57.96 60.93
S3 55.17 56.91 60.67
S4 52.38 54.12 59.91
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 86.53 82.15 65.93
R3 78.37 73.99 63.68
R2 70.21 70.21 62.94
R1 65.83 65.83 62.19 63.94
PP 62.05 62.05 62.05 61.11
S1 57.67 57.67 60.69 55.78
S2 53.89 53.89 59.94
S3 45.73 49.51 59.20
S4 37.57 41.35 56.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.44 58.28 8.16 13.3% 3.00 4.9% 39% False False 432,130
10 67.79 58.28 9.51 15.5% 2.49 4.1% 33% False False 324,092
20 67.79 58.28 9.51 15.5% 2.53 4.1% 33% False False 247,496
40 67.79 51.24 16.55 26.9% 1.97 3.2% 62% False False 180,378
60 67.79 46.48 21.31 34.7% 1.76 2.9% 70% False False 134,606
80 67.79 43.07 24.72 40.2% 1.64 2.7% 74% False False 107,553
100 67.79 36.00 31.79 51.7% 1.62 2.6% 80% False False 89,042
120 67.79 36.00 31.79 51.7% 1.56 2.5% 80% False False 75,561
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.66
2.618 69.10
1.618 66.31
1.000 64.59
0.618 63.52
HIGH 61.80
0.618 60.73
0.500 60.41
0.382 60.08
LOW 59.01
0.618 57.29
1.000 56.22
1.618 54.50
2.618 51.71
4.250 47.15
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 61.10 61.84
PP 60.75 61.71
S1 60.41 61.57

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

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