NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 58.90 60.52 1.62 2.8% 58.28
High 61.30 64.11 2.81 4.6% 63.09
Low 58.69 59.97 1.28 2.2% 58.24
Close 60.69 63.15 2.46 4.1% 60.74
Range 2.61 4.14 1.53 58.6% 4.85
ATR 1.79 1.96 0.17 9.4% 0.00
Volume 149,563 224,961 75,398 50.4% 606,138
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 74.83 73.13 65.43
R3 70.69 68.99 64.29
R2 66.55 66.55 63.91
R1 64.85 64.85 63.53 65.70
PP 62.41 62.41 62.41 62.84
S1 60.71 60.71 62.77 61.56
S2 58.27 58.27 62.39
S3 54.13 56.57 62.01
S4 49.99 52.43 60.87
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 75.24 72.84 63.41
R3 70.39 67.99 62.07
R2 65.54 65.54 61.63
R1 63.14 63.14 61.18 64.34
PP 60.69 60.69 60.69 61.29
S1 58.29 58.29 60.30 59.49
S2 55.84 55.84 59.85
S3 50.99 53.44 59.41
S4 46.14 48.59 58.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.11 58.69 5.42 8.6% 2.70 4.3% 82% True False 144,716
10 64.11 57.95 6.16 9.8% 2.41 3.8% 84% True False 144,191
20 64.11 54.60 9.51 15.1% 1.86 2.9% 90% True False 132,434
40 64.11 49.33 14.78 23.4% 1.56 2.5% 94% True False 105,804
60 64.11 45.54 18.57 29.4% 1.48 2.4% 95% True False 88,469
80 64.11 39.23 24.88 39.4% 1.46 2.3% 96% True False 81,646
100 64.11 36.26 27.85 44.1% 1.44 2.3% 97% True False 72,048
120 64.11 36.26 27.85 44.1% 1.43 2.3% 97% True False 65,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 134 trading days
Fibonacci Retracements and Extensions
4.250 81.71
2.618 74.95
1.618 70.81
1.000 68.25
0.618 66.67
HIGH 64.11
0.618 62.53
0.500 62.04
0.382 61.55
LOW 59.97
0.618 57.41
1.000 55.83
1.618 53.27
2.618 49.13
4.250 42.38
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 62.78 62.57
PP 62.41 61.98
S1 62.04 61.40

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

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