NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 31-Mar-2021
Day Change Summary
Previous Current
30-Mar-2021 31-Mar-2021 Change Change % Previous Week
Open 61.96 60.45 -1.51 -2.4% 61.60
High 62.27 61.17 -1.10 -1.8% 62.04
Low 59.94 58.85 -1.09 -1.8% 57.25
Close 60.55 59.16 -1.39 -2.3% 60.97
Range 2.33 2.32 -0.01 -0.4% 4.79
ATR 2.63 2.61 -0.02 -0.8% 0.00
Volume 388,188 414,162 25,974 6.7% 2,735,079
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 66.69 65.24 60.44
R3 64.37 62.92 59.80
R2 62.05 62.05 59.59
R1 60.60 60.60 59.37 60.17
PP 59.73 59.73 59.73 59.51
S1 58.28 58.28 58.95 57.85
S2 57.41 57.41 58.73
S3 55.09 55.96 58.52
S4 52.77 53.64 57.88
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 57.44 4.83 8.2% 2.69 4.6% 36% False False 460,762
10 64.88 57.25 7.63 12.9% 3.27 5.5% 25% False False 543,955
20 67.79 57.25 10.54 17.8% 2.76 4.7% 18% False False 385,000
40 67.79 54.39 13.40 22.7% 2.27 3.8% 36% False False 267,572
60 67.79 47.58 20.21 34.2% 1.97 3.3% 57% False False 198,582
80 67.79 45.52 22.27 37.6% 1.79 3.0% 61% False False 154,199
100 67.79 38.99 28.80 48.7% 1.71 2.9% 70% False False 127,917
120 67.79 36.00 31.79 53.7% 1.65 2.8% 73% False False 108,239
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.03
2.618 67.24
1.618 64.92
1.000 63.49
0.618 62.60
HIGH 61.17
0.618 60.28
0.500 60.01
0.382 59.74
LOW 58.85
0.618 57.42
1.000 56.53
1.618 55.10
2.618 52.78
4.250 48.99
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 60.01 60.56
PP 59.73 60.09
S1 59.44 59.63

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

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