NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 60.52 63.49 2.97 4.9% 61.15
High 64.11 65.75 1.64 2.6% 65.75
Low 59.97 63.10 3.13 5.2% 58.69
Close 63.15 65.45 2.30 3.6% 65.45
Range 4.14 2.65 -1.49 -36.0% 7.06
ATR 1.96 2.01 0.05 2.5% 0.00
Volume 224,961 157,801 -67,160 -29.9% 779,589
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 72.72 71.73 66.91
R3 70.07 69.08 66.18
R2 67.42 67.42 65.94
R1 66.43 66.43 65.69 66.93
PP 64.77 64.77 64.77 65.01
S1 63.78 63.78 65.21 64.28
S2 62.12 62.12 64.96
S3 59.47 61.13 64.72
S4 56.82 58.48 63.99
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 84.48 82.02 69.33
R3 77.42 74.96 67.39
R2 70.36 70.36 66.74
R1 67.90 67.90 66.10 69.13
PP 63.30 63.30 63.30 63.91
S1 60.84 60.84 64.80 62.07
S2 56.24 56.24 64.16
S3 49.18 53.78 63.51
S4 42.12 46.72 61.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.75 58.69 7.06 10.8% 2.79 4.3% 96% True False 155,917
10 65.75 58.24 7.51 11.5% 2.51 3.8% 96% True False 138,572
20 65.75 55.61 10.14 15.5% 1.93 3.0% 97% True False 135,454
40 65.75 50.19 15.56 23.8% 1.60 2.4% 98% True False 106,480
60 65.75 45.54 20.21 30.9% 1.51 2.3% 99% True False 90,082
80 65.75 39.38 26.37 40.3% 1.47 2.2% 99% True False 83,137
100 65.75 36.26 29.49 45.1% 1.45 2.2% 99% True False 73,237
120 65.75 36.26 29.49 45.1% 1.44 2.2% 99% True False 66,748
Crabel Price Patterns
NR True
NR4 False
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.01
2.618 72.69
1.618 70.04
1.000 68.40
0.618 67.39
HIGH 65.75
0.618 64.74
0.500 64.43
0.382 64.11
LOW 63.10
0.618 61.46
1.000 60.45
1.618 58.81
2.618 56.16
4.250 51.84
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 65.11 64.37
PP 64.77 63.30
S1 64.43 62.22

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

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