NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 61.48 61.18 -0.30 -0.5% 65.31
High 61.91 61.26 -0.65 -1.0% 66.15
Low 60.27 57.29 -2.98 -4.9% 58.20
Close 61.49 57.78 -3.71 -6.0% 61.31
Range 1.64 3.97 2.33 142.1% 7.95
ATR 2.24 2.38 0.14 6.3% 0.00
Volume 135,786 310,147 174,361 128.4% 951,377
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 70.69 68.20 59.96
R3 66.72 64.23 58.87
R2 62.75 62.75 58.51
R1 60.26 60.26 58.14 59.52
PP 58.78 58.78 58.78 58.41
S1 56.29 56.29 57.42 55.55
S2 54.81 54.81 57.05
S3 50.84 52.32 56.69
S4 46.87 48.35 55.60
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 65.21 57.29 7.92 13.7% 3.30 5.7% 6% False True 233,416
10 66.15 57.29 8.86 15.3% 2.44 4.2% 6% False True 177,346
20 67.29 57.29 10.00 17.3% 2.47 4.3% 5% False True 161,277
40 67.29 51.13 16.16 28.0% 1.98 3.4% 41% False False 136,390
60 67.29 47.50 19.79 34.3% 1.74 3.0% 52% False False 114,348
80 67.29 44.51 22.78 39.4% 1.62 2.8% 58% False False 100,356
100 67.29 36.26 31.03 53.7% 1.62 2.8% 69% False False 91,016
120 67.29 36.26 31.03 53.7% 1.57 2.7% 69% False False 81,430
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.13
2.618 71.65
1.618 67.68
1.000 65.23
0.618 63.71
HIGH 61.26
0.618 59.74
0.500 59.28
0.382 58.81
LOW 57.29
0.618 54.84
1.000 53.32
1.618 50.87
2.618 46.90
4.250 40.42
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 59.28 59.60
PP 58.78 58.99
S1 58.28 58.39

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

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