NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 58.48 60.93 2.45 4.2% 61.60
High 61.36 61.77 0.41 0.7% 62.04
Low 58.32 59.41 1.09 1.9% 57.25
Close 60.97 61.56 0.59 1.0% 60.97
Range 3.04 2.36 -0.68 -22.4% 4.79
ATR 2.67 2.65 -0.02 -0.8% 0.00
Volume 471,996 449,360 -22,636 -4.8% 2,735,079
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.99 67.14 62.86
R3 65.63 64.78 62.21
R2 63.27 63.27 61.99
R1 62.42 62.42 61.78 62.85
PP 60.91 60.91 60.91 61.13
S1 60.06 60.06 61.34 60.49
S2 58.55 58.55 61.13
S3 56.19 57.70 60.91
S4 53.83 55.34 60.26
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 61.77 57.25 4.52 7.3% 3.39 5.5% 95% True False 556,013
10 65.48 57.25 8.23 13.4% 3.14 5.1% 52% False False 515,112
20 67.79 57.25 10.54 17.1% 2.75 4.5% 41% False False 360,885
40 67.79 51.37 16.42 26.7% 2.25 3.7% 62% False False 251,952
60 67.79 47.50 20.29 33.0% 1.95 3.2% 69% False False 186,266
80 67.79 44.49 23.30 37.8% 1.77 2.9% 73% False False 144,805
100 67.79 38.58 29.21 47.4% 1.70 2.8% 79% False False 120,096
120 67.79 36.00 31.79 51.6% 1.63 2.6% 80% False False 101,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 71.80
2.618 67.95
1.618 65.59
1.000 64.13
0.618 63.23
HIGH 61.77
0.618 60.87
0.500 60.59
0.382 60.31
LOW 59.41
0.618 57.95
1.000 57.05
1.618 55.59
2.618 53.23
4.250 49.38
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 61.24 60.91
PP 60.91 60.26
S1 60.59 59.61

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

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