NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 65.03 64.78 -0.25 -0.4% 65.36
High 65.27 65.62 0.35 0.5% 66.61
Low 64.52 63.56 -0.96 -1.5% 62.32
Close 64.84 64.71 -0.13 -0.2% 64.84
Range 0.75 2.06 1.31 174.7% 4.29
ATR 1.88 1.89 0.01 0.7% 0.00
Volume 44,601 44,226 -375 -0.8% 300,960
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 70.81 69.82 65.84
R3 68.75 67.76 65.28
R2 66.69 66.69 65.09
R1 65.70 65.70 64.90 65.17
PP 64.63 64.63 64.63 64.36
S1 63.64 63.64 64.52 63.11
S2 62.57 62.57 64.33
S3 60.51 61.58 64.14
S4 58.45 59.52 63.58
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 65.62 62.32 3.30 5.1% 1.63 2.5% 72% True False 57,538
10 66.61 58.20 8.41 13.0% 2.21 3.4% 77% False False 59,929
20 66.61 57.47 9.14 14.1% 2.08 3.2% 79% False False 55,194
40 66.61 50.78 15.83 24.5% 1.63 2.5% 88% False False 42,178
60 66.61 46.46 20.15 31.1% 1.50 2.3% 91% False False 32,788
80 66.61 42.28 24.33 37.6% 1.38 2.1% 92% False False 27,417
100 66.61 36.69 29.92 46.2% 1.39 2.2% 94% False False 23,008
120 66.61 36.69 29.92 46.2% 1.35 2.1% 94% False False 19,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.38
2.618 71.01
1.618 68.95
1.000 67.68
0.618 66.89
HIGH 65.62
0.618 64.83
0.500 64.59
0.382 64.35
LOW 63.56
0.618 62.29
1.000 61.50
1.618 60.23
2.618 58.17
4.250 54.81
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 64.67 64.67
PP 64.63 64.63
S1 64.59 64.59

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

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