NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 59.91 62.74 2.83 4.7% 60.56
High 63.44 65.03 1.59 2.5% 65.03
Low 59.46 62.46 3.00 5.0% 58.20
Close 62.52 64.81 2.29 3.7% 64.81
Range 3.98 2.57 -1.41 -35.4% 6.83
ATR 1.87 1.92 0.05 2.7% 0.00
Volume 100,425 59,736 -40,689 -40.5% 296,052
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 71.81 70.88 66.22
R3 69.24 68.31 65.52
R2 66.67 66.67 65.28
R1 65.74 65.74 65.05 66.21
PP 64.10 64.10 64.10 64.33
S1 63.17 63.17 64.57 63.64
S2 61.53 61.53 64.34
S3 58.96 60.60 64.10
S4 56.39 58.03 63.40
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 83.17 80.82 68.57
R3 76.34 73.99 66.69
R2 69.51 69.51 66.06
R1 67.16 67.16 65.44 68.34
PP 62.68 62.68 62.68 63.27
S1 60.33 60.33 64.18 61.51
S2 55.85 55.85 63.56
S3 49.02 53.50 62.93
S4 42.19 46.67 61.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.03 58.20 6.83 10.5% 2.70 4.2% 97% True False 59,210
10 65.03 57.73 7.30 11.3% 2.42 3.7% 97% True False 48,098
20 65.03 55.17 9.86 15.2% 1.83 2.8% 98% True False 48,470
40 65.03 50.01 15.02 23.2% 1.51 2.3% 99% True False 36,368
60 65.03 45.55 19.48 30.1% 1.42 2.2% 99% True False 28,163
80 65.03 39.83 25.20 38.9% 1.36 2.1% 99% True False 23,674
100 65.03 36.69 28.34 43.7% 1.33 2.1% 99% True False 19,826
120 65.03 36.69 28.34 43.7% 1.31 2.0% 99% True False 17,127
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.95
2.618 71.76
1.618 69.19
1.000 67.60
0.618 66.62
HIGH 65.03
0.618 64.05
0.500 63.75
0.382 63.44
LOW 62.46
0.618 60.87
1.000 59.89
1.618 58.30
2.618 55.73
4.250 51.54
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 64.46 63.75
PP 64.10 62.68
S1 63.75 61.62

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

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