NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 62.96 63.76 0.80 1.3% 60.56
High 64.01 65.25 1.24 1.9% 65.03
Low 62.32 63.65 1.33 2.1% 58.20
Close 63.58 65.11 1.53 2.4% 64.81
Range 1.69 1.60 -0.09 -5.3% 6.83
ATR 1.99 1.96 -0.02 -1.1% 0.00
Volume 55,913 61,430 5,517 9.9% 296,052
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 69.47 68.89 65.99
R3 67.87 67.29 65.55
R2 66.27 66.27 65.40
R1 65.69 65.69 65.26 65.98
PP 64.67 64.67 64.67 64.82
S1 64.09 64.09 64.96 64.38
S2 63.07 63.07 64.82
S3 61.47 62.49 64.67
S4 59.87 60.89 64.23
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 66.61 62.32 4.29 6.6% 2.21 3.4% 65% False False 63,219
10 66.61 58.20 8.41 12.9% 2.42 3.7% 82% False False 58,357
20 66.61 56.25 10.36 15.9% 2.08 3.2% 86% False False 54,680
40 66.61 50.78 15.83 24.3% 1.61 2.5% 91% False False 40,970
60 66.61 46.17 20.44 31.4% 1.49 2.3% 93% False False 31,489
80 66.61 41.85 24.76 38.0% 1.37 2.1% 94% False False 26,446
100 66.61 36.69 29.92 46.0% 1.38 2.1% 95% False False 22,154
120 66.61 36.69 29.92 46.0% 1.35 2.1% 95% False False 19,117
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.58
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 72.05
2.618 69.44
1.618 67.84
1.000 66.85
0.618 66.24
HIGH 65.25
0.618 64.64
0.500 64.45
0.382 64.26
LOW 63.65
0.618 62.66
1.000 62.05
1.618 61.06
2.618 59.46
4.250 56.85
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 64.89 64.67
PP 64.67 64.23
S1 64.45 63.79

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

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