NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 60.80 58.48 -2.32 -3.8% 61.60
High 60.86 61.36 0.50 0.8% 62.04
Low 57.44 58.32 0.88 1.5% 57.25
Close 58.56 60.97 2.41 4.1% 60.97
Range 3.42 3.04 -0.38 -11.1% 4.79
ATR 2.65 2.67 0.03 1.1% 0.00
Volume 580,105 471,996 -108,109 -18.6% 2,735,079
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 69.34 68.19 62.64
R3 66.30 65.15 61.81
R2 63.26 63.26 61.53
R1 62.11 62.11 61.25 62.69
PP 60.22 60.22 60.22 60.50
S1 59.07 59.07 60.69 59.65
S2 57.18 57.18 60.41
S3 54.14 56.03 60.13
S4 51.10 52.99 59.30
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 74.46 72.50 63.60
R3 69.67 67.71 62.29
R2 64.88 64.88 61.85
R1 62.92 62.92 61.41 61.51
PP 60.09 60.09 60.09 59.38
S1 58.13 58.13 60.53 56.72
S2 55.30 55.30 60.09
S3 50.51 53.34 59.65
S4 45.72 48.55 58.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.04 57.25 4.79 7.9% 3.26 5.3% 78% False False 547,015
10 66.44 57.25 9.19 15.1% 3.13 5.1% 40% False False 489,572
20 67.79 57.25 10.54 17.3% 2.77 4.5% 35% False False 346,083
40 67.79 51.37 16.42 26.9% 2.22 3.6% 58% False False 241,895
60 67.79 47.50 20.29 33.3% 1.92 3.2% 66% False False 179,063
80 67.79 44.49 23.30 38.2% 1.76 2.9% 71% False False 139,532
100 67.79 36.00 31.79 52.1% 1.70 2.8% 79% False False 115,846
120 67.79 36.00 31.79 52.1% 1.63 2.7% 79% False False 98,027
Crabel Price Patterns
NR True
NR4 True
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 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.28
2.618 69.32
1.618 66.28
1.000 64.40
0.618 63.24
HIGH 61.36
0.618 60.20
0.500 59.84
0.382 59.48
LOW 58.32
0.618 56.44
1.000 55.28
1.618 53.40
2.618 50.36
4.250 45.40
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 60.59 60.42
PP 60.22 59.87
S1 59.84 59.33

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

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