NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 65.61 65.31 -0.30 -0.5% 66.00
High 65.86 66.15 0.29 0.4% 67.29
Low 65.06 64.01 -1.05 -1.6% 62.80
Close 65.36 65.20 -0.16 -0.2% 65.36
Range 0.80 2.14 1.34 167.5% 4.49
ATR 1.96 1.98 0.01 0.6% 0.00
Volume 94,385 102,930 8,545 9.1% 701,237
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 71.54 70.51 66.38
R3 69.40 68.37 65.79
R2 67.26 67.26 65.59
R1 66.23 66.23 65.40 65.68
PP 65.12 65.12 65.12 64.84
S1 64.09 64.09 65.00 63.54
S2 62.98 62.98 64.81
S3 60.84 61.95 64.61
S4 58.70 59.81 64.02
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 78.62 76.48 67.83
R3 74.13 71.99 66.59
R2 69.64 69.64 66.18
R1 67.50 67.50 65.77 66.33
PP 65.15 65.15 65.15 64.56
S1 63.01 63.01 64.95 61.84
S2 60.66 60.66 64.54
S3 56.17 58.52 64.13
S4 51.68 54.03 62.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.15 62.80 3.35 5.1% 1.70 2.6% 72% True False 133,135
10 67.29 58.69 8.60 13.2% 2.29 3.5% 76% False False 145,828
20 67.29 57.95 9.34 14.3% 2.18 3.3% 78% False False 144,679
40 67.29 51.04 16.25 24.9% 1.72 2.6% 87% False False 114,992
60 67.29 46.48 20.81 31.9% 1.59 2.4% 90% False False 97,234
80 67.29 41.98 25.31 38.8% 1.48 2.3% 92% False False 88,720
100 67.29 36.26 31.03 47.6% 1.51 2.3% 93% False False 79,566
120 67.29 36.26 31.03 47.6% 1.47 2.3% 93% False False 71,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 75.25
2.618 71.75
1.618 69.61
1.000 68.29
0.618 67.47
HIGH 66.15
0.618 65.33
0.500 65.08
0.382 64.83
LOW 64.01
0.618 62.69
1.000 61.87
1.618 60.55
2.618 58.41
4.250 54.92
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 65.16 65.16
PP 65.12 65.12
S1 65.08 65.08

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

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