NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 57.42 60.80 3.38 5.9% 65.31
High 61.31 60.84 -0.47 -0.8% 66.15
Low 57.33 57.46 0.13 0.2% 58.20
Close 61.16 58.57 -2.59 -4.2% 61.31
Range 3.98 3.38 -0.60 -15.1% 7.95
ATR 2.49 2.58 0.09 3.5% 0.00
Volume 190,274 198,965 8,691 4.6% 951,377
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 69.10 67.21 60.43
R3 65.72 63.83 59.50
R2 62.34 62.34 59.19
R1 60.45 60.45 58.88 59.71
PP 58.96 58.96 58.96 58.58
S1 57.07 57.07 58.26 56.33
S2 55.58 55.58 57.95
S3 52.20 53.69 57.64
S4 48.82 50.31 56.71
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 61.91 57.29 4.62 7.9% 3.13 5.3% 28% False False 215,982
10 66.15 57.29 8.86 15.1% 2.83 4.8% 14% False False 188,093
20 67.29 57.29 10.00 17.1% 2.67 4.6% 13% False False 168,458
40 67.29 51.13 16.16 27.6% 2.11 3.6% 46% False False 143,031
60 67.29 47.50 19.79 33.8% 1.83 3.1% 56% False False 119,948
80 67.29 44.51 22.78 38.9% 1.69 2.9% 62% False False 103,312
100 67.29 36.26 31.03 53.0% 1.65 2.8% 72% False False 93,926
120 67.29 36.26 31.03 53.0% 1.59 2.7% 72% False False 83,965
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.21
2.618 69.69
1.618 66.31
1.000 64.22
0.618 62.93
HIGH 60.84
0.618 59.55
0.500 59.15
0.382 58.75
LOW 57.46
0.618 55.37
1.000 54.08
1.618 51.99
2.618 48.61
4.250 43.10
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 59.15 59.30
PP 58.96 59.06
S1 58.76 58.81

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

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