NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 63.76 65.03 1.27 2.0% 65.36
High 65.25 65.27 0.02 0.0% 66.61
Low 63.65 64.52 0.87 1.4% 62.32
Close 65.11 64.84 -0.27 -0.4% 64.84
Range 1.60 0.75 -0.85 -53.1% 4.29
ATR 1.96 1.88 -0.09 -4.4% 0.00
Volume 61,430 44,601 -16,829 -27.4% 300,960
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.13 66.73 65.25
R3 66.38 65.98 65.05
R2 65.63 65.63 64.98
R1 65.23 65.23 64.91 65.06
PP 64.88 64.88 64.88 64.79
S1 64.48 64.48 64.77 64.31
S2 64.13 64.13 64.70
S3 63.38 63.73 64.63
S4 62.63 62.98 64.43
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 77.46 75.44 67.20
R3 73.17 71.15 66.02
R2 68.88 68.88 65.63
R1 66.86 66.86 65.23 65.73
PP 64.59 64.59 64.59 64.02
S1 62.57 62.57 64.45 61.44
S2 60.30 60.30 64.05
S3 56.01 58.28 63.66
S4 51.72 53.99 62.48
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% 1.85 2.9% 59% False False 60,192
10 66.61 58.20 8.41 13.0% 2.28 3.5% 79% False False 59,701
20 66.61 56.25 10.36 16.0% 2.09 3.2% 83% False False 55,158
40 66.61 50.78 15.83 24.4% 1.60 2.5% 89% False False 41,678
60 66.61 46.46 20.15 31.1% 1.48 2.3% 91% False False 32,128
80 66.61 42.17 24.44 37.7% 1.37 2.1% 93% False False 26,950
100 66.61 36.69 29.92 46.1% 1.38 2.1% 94% False False 22,586
120 66.61 36.69 29.92 46.1% 1.35 2.1% 94% False False 19,474
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 68.46
2.618 67.23
1.618 66.48
1.000 66.02
0.618 65.73
HIGH 65.27
0.618 64.98
0.500 64.90
0.382 64.81
LOW 64.52
0.618 64.06
1.000 63.77
1.618 63.31
2.618 62.56
4.250 61.33
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 64.90 64.49
PP 64.88 64.14
S1 64.86 63.80

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

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