NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 61.18 57.42 -3.76 -6.1% 65.31
High 61.26 61.31 0.05 0.1% 66.15
Low 57.29 57.33 0.04 0.1% 58.20
Close 57.78 61.16 3.38 5.8% 61.31
Range 3.97 3.98 0.01 0.3% 7.95
ATR 2.38 2.49 0.11 4.8% 0.00
Volume 310,147 190,274 -119,873 -38.7% 951,377
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 71.87 70.50 63.35
R3 67.89 66.52 62.25
R2 63.91 63.91 61.89
R1 62.54 62.54 61.52 63.23
PP 59.93 59.93 59.93 60.28
S1 58.56 58.56 60.80 59.25
S2 55.95 55.95 60.43
S3 51.97 54.58 60.07
S4 47.99 50.60 58.97
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 64.68 57.29 7.39 12.1% 3.75 6.1% 52% False False 235,850
10 66.15 57.29 8.86 14.5% 2.66 4.4% 44% False False 180,215
20 67.29 57.29 10.00 16.4% 2.55 4.2% 39% False False 165,022
40 67.29 51.13 16.16 26.4% 2.06 3.4% 62% False False 139,814
60 67.29 47.50 19.79 32.4% 1.80 2.9% 69% False False 117,294
80 67.29 44.51 22.78 37.2% 1.66 2.7% 73% False False 101,315
100 67.29 36.26 31.03 50.7% 1.64 2.7% 80% False False 92,557
120 67.29 36.26 31.03 50.7% 1.59 2.6% 80% False False 82,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.23
2.618 71.73
1.618 67.75
1.000 65.29
0.618 63.77
HIGH 61.31
0.618 59.79
0.500 59.32
0.382 58.85
LOW 57.33
0.618 54.87
1.000 53.35
1.618 50.89
2.618 46.91
4.250 40.42
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 60.55 60.64
PP 59.93 60.12
S1 59.32 59.60

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

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