NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 60.93 61.96 1.03 1.7% 61.60
High 61.77 62.27 0.50 0.8% 62.04
Low 59.41 59.94 0.53 0.9% 57.25
Close 61.56 60.55 -1.01 -1.6% 60.97
Range 2.36 2.33 -0.03 -1.3% 4.79
ATR 2.65 2.63 -0.02 -0.9% 0.00
Volume 449,360 388,188 -61,172 -13.6% 2,735,079
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.91 66.56 61.83
R3 65.58 64.23 61.19
R2 63.25 63.25 60.98
R1 61.90 61.90 60.76 61.41
PP 60.92 60.92 60.92 60.68
S1 59.57 59.57 60.34 59.08
S2 58.59 58.59 60.12
S3 56.26 57.24 59.91
S4 53.93 54.91 59.27
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 62.27 57.29 4.98 8.2% 3.04 5.0% 65% True False 491,188
10 65.40 57.25 8.15 13.5% 3.21 5.3% 40% False False 532,554
20 67.79 57.25 10.54 17.4% 2.77 4.6% 31% False False 372,827
40 67.79 53.09 14.70 24.3% 2.26 3.7% 51% False False 260,150
60 67.79 47.50 20.29 33.5% 1.97 3.3% 64% False False 192,463
80 67.79 45.09 22.70 37.5% 1.78 2.9% 68% False False 149,313
100 67.79 38.99 28.80 47.6% 1.70 2.8% 75% False False 123,884
120 67.79 36.00 31.79 52.5% 1.64 2.7% 77% False False 104,864
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 True
Stretch 0.36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 72.17
2.618 68.37
1.618 66.04
1.000 64.60
0.618 63.71
HIGH 62.27
0.618 61.38
0.500 61.11
0.382 60.83
LOW 59.94
0.618 58.50
1.000 57.61
1.618 56.17
2.618 53.84
4.250 50.04
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 61.11 60.47
PP 60.92 60.38
S1 60.74 60.30

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

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