NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 58.43 59.91 1.48 2.5% 57.81
High 60.71 63.44 2.73 4.5% 62.47
Low 58.21 59.46 1.25 2.1% 57.73
Close 60.15 62.52 2.37 3.9% 60.12
Range 2.50 3.98 1.48 59.2% 4.74
ATR 1.70 1.87 0.16 9.5% 0.00
Volume 56,504 100,425 43,921 77.7% 184,936
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 73.75 72.11 64.71
R3 69.77 68.13 63.61
R2 65.79 65.79 63.25
R1 64.15 64.15 62.88 64.97
PP 61.81 61.81 61.81 62.22
S1 60.17 60.17 62.16 60.99
S2 57.83 57.83 61.79
S3 53.85 56.19 61.43
S4 49.87 52.21 60.33
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 63.44 58.20 5.24 8.4% 2.62 4.2% 82% True False 53,495
10 63.44 57.47 5.97 9.5% 2.32 3.7% 85% True False 51,256
20 63.44 54.22 9.22 14.7% 1.76 2.8% 90% True False 47,306
40 63.44 49.12 14.32 22.9% 1.47 2.4% 94% True False 35,539
60 63.44 45.55 17.89 28.6% 1.39 2.2% 95% True False 27,343
80 63.44 39.53 23.91 38.2% 1.34 2.1% 96% True False 22,999
100 63.44 36.69 26.75 42.8% 1.32 2.1% 97% True False 19,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 80.36
2.618 73.86
1.618 69.88
1.000 67.42
0.618 65.90
HIGH 63.44
0.618 61.92
0.500 61.45
0.382 60.98
LOW 59.46
0.618 57.00
1.000 55.48
1.618 53.02
2.618 49.04
4.250 42.55
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 62.16 61.95
PP 61.81 61.39
S1 61.45 60.82

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

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