NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 58.99 58.43 -0.56 -0.9% 57.81
High 59.92 60.71 0.79 1.3% 62.47
Low 58.20 58.21 0.01 0.0% 57.73
Close 58.65 60.15 1.50 2.6% 60.12
Range 1.72 2.50 0.78 45.3% 4.74
ATR 1.64 1.70 0.06 3.7% 0.00
Volume 37,447 56,504 19,057 50.9% 184,936
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.19 66.17 61.53
R3 64.69 63.67 60.84
R2 62.19 62.19 60.61
R1 61.17 61.17 60.38 61.68
PP 59.69 59.69 59.69 59.95
S1 58.67 58.67 59.92 59.18
S2 57.19 57.19 59.69
S3 54.69 56.17 59.46
S4 52.19 53.67 58.78
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 74.33 71.96 62.73
R3 69.59 67.22 61.42
R2 64.85 64.85 60.99
R1 62.48 62.48 60.55 63.67
PP 60.11 60.11 60.11 60.70
S1 57.74 57.74 59.69 58.93
S2 55.37 55.37 59.25
S3 50.63 53.00 58.82
S4 45.89 48.26 57.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.47 58.20 4.27 7.1% 2.02 3.4% 46% False False 43,352
10 62.47 57.47 5.00 8.3% 2.12 3.5% 54% False False 47,682
20 62.47 53.66 8.81 14.6% 1.62 2.7% 74% False False 44,822
40 62.47 47.60 14.87 24.7% 1.44 2.4% 84% False False 33,915
60 62.47 45.55 16.92 28.1% 1.34 2.2% 86% False False 25,837
80 62.47 39.53 22.94 38.1% 1.30 2.2% 90% False False 21,787
100 62.47 36.69 25.78 42.9% 1.29 2.1% 91% False False 18,356
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.34
2.618 67.26
1.618 64.76
1.000 63.21
0.618 62.26
HIGH 60.71
0.618 59.76
0.500 59.46
0.382 59.17
LOW 58.21
0.618 56.67
1.000 55.71
1.618 54.17
2.618 51.67
4.250 47.59
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 59.92 60.06
PP 59.69 59.96
S1 59.46 59.87

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

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