NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 63.48 64.32 0.84 1.3% 61.15
High 64.55 65.82 1.27 2.0% 65.75
Low 62.80 64.17 1.37 2.2% 58.69
Close 64.09 65.66 1.57 2.4% 65.45
Range 1.75 1.65 -0.10 -5.7% 7.06
ATR 2.08 2.05 -0.02 -1.2% 0.00
Volume 161,584 120,186 -41,398 -25.6% 779,589
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 70.17 69.56 66.57
R3 68.52 67.91 66.11
R2 66.87 66.87 65.96
R1 66.26 66.26 65.81 66.57
PP 65.22 65.22 65.22 65.37
S1 64.61 64.61 65.51 64.92
S2 63.57 63.57 65.36
S3 61.92 62.96 65.21
S4 60.27 61.31 64.75
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 62.80 4.49 6.8% 2.29 3.5% 64% False False 152,930
10 67.29 58.69 8.60 13.1% 2.50 3.8% 81% False False 148,823
20 67.29 56.69 10.60 16.1% 2.18 3.3% 85% False False 146,391
40 67.29 51.04 16.25 24.7% 1.70 2.6% 90% False False 113,952
60 67.29 46.20 21.09 32.1% 1.58 2.4% 92% False False 95,758
80 67.29 41.66 25.63 39.0% 1.48 2.3% 94% False False 87,322
100 67.29 36.26 31.03 47.3% 1.49 2.3% 95% False False 78,004
120 67.29 36.26 31.03 47.3% 1.48 2.2% 95% False False 70,527
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 0.60
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 72.83
2.618 70.14
1.618 68.49
1.000 67.47
0.618 66.84
HIGH 65.82
0.618 65.19
0.500 65.00
0.382 64.80
LOW 64.17
0.618 63.15
1.000 62.52
1.618 61.50
2.618 59.85
4.250 57.16
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 65.44 65.21
PP 65.22 64.76
S1 65.00 64.31

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.