NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 08-Mar-2021
Day Change Summary
Previous Current
05-Mar-2021 08-Mar-2021 Change Change % Previous Week
Open 63.49 66.00 2.51 4.0% 61.15
High 65.75 67.29 1.54 2.3% 65.75
Low 63.10 64.04 0.94 1.5% 58.69
Close 65.45 64.52 -0.93 -1.4% 65.45
Range 2.65 3.25 0.60 22.6% 7.06
ATR 2.01 2.10 0.09 4.4% 0.00
Volume 157,801 138,492 -19,309 -12.2% 779,589
Daily Pivots for day following 08-Mar-2021
Classic Woodie Camarilla DeMark
R4 75.03 73.03 66.31
R3 71.78 69.78 65.41
R2 68.53 68.53 65.12
R1 66.53 66.53 64.82 65.91
PP 65.28 65.28 65.28 64.97
S1 63.28 63.28 64.22 62.66
S2 62.03 62.03 63.92
S3 58.78 60.03 63.63
S4 55.53 56.78 62.73
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 67.29 58.69 8.60 13.3% 2.88 4.5% 68% True False 158,521
10 67.29 58.69 8.60 13.3% 2.51 3.9% 68% True False 139,686
20 67.29 56.15 11.14 17.3% 2.06 3.2% 75% True False 138,598
40 67.29 50.58 16.71 25.9% 1.66 2.6% 83% True False 107,963
60 67.29 45.54 21.75 33.7% 1.56 2.4% 87% True False 91,635
80 67.29 41.33 25.96 40.2% 1.47 2.3% 89% True False 83,630
100 67.29 36.26 31.03 48.1% 1.47 2.3% 91% True False 74,337
120 67.29 36.26 31.03 48.1% 1.46 2.3% 91% True False 67,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.10
2.618 75.80
1.618 72.55
1.000 70.54
0.618 69.30
HIGH 67.29
0.618 66.05
0.500 65.67
0.382 65.28
LOW 64.04
0.618 62.03
1.000 60.79
1.618 58.78
2.618 55.53
4.250 50.23
Fisher Pivots for day following 08-Mar-2021
Pivot 1 day 3 day
R1 65.67 64.22
PP 65.28 63.93
S1 64.90 63.63

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

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