NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 64.26 59.54 -4.72 -7.3% 65.31
High 64.68 61.64 -3.04 -4.7% 66.15
Low 58.20 58.96 0.76 1.3% 58.20
Close 59.94 61.31 1.37 2.3% 61.31
Range 6.48 2.68 -3.80 -58.6% 7.95
ATR 2.25 2.28 0.03 1.3% 0.00
Volume 298,304 244,739 -53,565 -18.0% 951,377
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.68 67.67 62.78
R3 66.00 64.99 62.05
R2 63.32 63.32 61.80
R1 62.31 62.31 61.56 62.82
PP 60.64 60.64 60.64 60.89
S1 59.63 59.63 61.06 60.14
S2 57.96 57.96 60.82
S3 55.28 56.95 60.57
S4 52.60 54.27 59.84
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 85.74 81.47 65.68
R3 77.79 73.52 63.50
R2 69.84 69.84 62.77
R1 65.57 65.57 62.04 63.73
PP 61.89 61.89 61.89 60.97
S1 57.62 57.62 60.58 55.78
S2 53.94 53.94 59.85
S3 45.99 49.67 59.12
S4 38.04 41.72 56.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.15 58.20 7.95 13.0% 2.91 4.8% 39% False False 190,275
10 67.29 58.20 9.09 14.8% 2.42 3.9% 34% False False 165,261
20 67.29 58.20 9.09 14.8% 2.46 4.0% 34% False False 151,917
40 67.29 51.04 16.25 26.5% 1.91 3.1% 63% False False 128,442
60 67.29 46.48 20.81 33.9% 1.71 2.8% 71% False False 108,033
80 67.29 43.14 24.15 39.4% 1.59 2.6% 75% False False 97,098
100 67.29 36.26 31.03 50.6% 1.58 2.6% 81% False False 87,049
120 67.29 36.26 31.03 50.6% 1.54 2.5% 81% False False 78,134
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.03
2.618 68.66
1.618 65.98
1.000 64.32
0.618 63.30
HIGH 61.64
0.618 60.62
0.500 60.30
0.382 59.98
LOW 58.96
0.618 57.30
1.000 56.28
1.618 54.62
2.618 51.94
4.250 47.57
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 60.97 61.71
PP 60.64 61.57
S1 60.30 61.44

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

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