NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 64.63 64.42 -0.21 -0.3% 65.36
High 64.74 64.78 0.04 0.1% 66.61
Low 63.25 63.18 -0.07 -0.1% 62.32
Close 64.25 64.05 -0.20 -0.3% 64.84
Range 1.49 1.60 0.11 7.4% 4.29
ATR 1.86 1.84 -0.02 -1.0% 0.00
Volume 58,044 99,238 41,194 71.0% 300,960
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.80 68.03 64.93
R3 67.20 66.43 64.49
R2 65.60 65.60 64.34
R1 64.83 64.83 64.20 64.42
PP 64.00 64.00 64.00 63.80
S1 63.23 63.23 63.90 62.82
S2 62.40 62.40 63.76
S3 60.80 61.63 63.61
S4 59.20 60.03 63.17
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 63.18 2.44 3.8% 1.50 2.3% 36% False True 61,507
10 66.61 59.46 7.15 11.2% 2.10 3.3% 64% False False 66,262
20 66.61 57.47 9.14 14.3% 2.11 3.3% 72% False False 56,972
40 66.61 50.78 15.83 24.7% 1.63 2.5% 84% False False 44,902
60 66.61 46.46 20.15 31.5% 1.53 2.4% 87% False False 35,107
80 66.61 42.60 24.01 37.5% 1.40 2.2% 89% False False 29,240
100 66.61 36.69 29.92 46.7% 1.40 2.2% 91% False False 24,521
120 66.61 36.69 29.92 46.7% 1.36 2.1% 91% False False 21,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.58
2.618 68.97
1.618 67.37
1.000 66.38
0.618 65.77
HIGH 64.78
0.618 64.17
0.500 63.98
0.382 63.79
LOW 63.18
0.618 62.19
1.000 61.58
1.618 60.59
2.618 58.99
4.250 56.38
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 64.03 64.40
PP 64.00 64.28
S1 63.98 64.17

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

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