NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 63.92 59.27 -4.65 -7.3% 64.78
High 64.25 61.33 -2.92 -4.5% 65.62
Low 57.91 58.75 0.84 1.5% 57.91
Close 59.66 61.01 1.35 2.3% 61.01
Range 6.34 2.58 -3.76 -59.3% 7.71
ATR 2.16 2.19 0.03 1.4% 0.00
Volume 148,804 119,409 -29,395 -19.8% 469,721
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.10 67.14 62.43
R3 65.52 64.56 61.72
R2 62.94 62.94 61.48
R1 61.98 61.98 61.25 62.46
PP 60.36 60.36 60.36 60.61
S1 59.40 59.40 60.77 59.88
S2 57.78 57.78 60.54
S3 55.20 56.82 60.30
S4 52.62 54.24 59.59
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 84.64 80.54 65.25
R3 76.93 72.83 63.13
R2 69.22 69.22 62.42
R1 65.12 65.12 61.72 63.32
PP 61.51 61.51 61.51 60.61
S1 57.41 57.41 60.30 55.61
S2 53.80 53.80 59.60
S3 46.09 49.70 58.89
S4 38.38 41.99 56.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.62 57.91 7.71 12.6% 2.81 4.6% 40% False False 93,944
10 66.61 57.91 8.70 14.3% 2.33 3.8% 36% False False 77,068
20 66.61 57.73 8.88 14.6% 2.38 3.9% 37% False False 62,583
40 66.61 50.78 15.83 25.9% 1.82 3.0% 65% False False 50,245
60 66.61 46.49 20.12 33.0% 1.62 2.7% 72% False False 39,294
80 66.61 43.32 23.29 38.2% 1.49 2.4% 76% False False 32,460
100 66.61 36.69 29.92 49.0% 1.47 2.4% 81% False False 27,154
120 66.61 36.69 29.92 49.0% 1.42 2.3% 81% False False 23,285
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.30
2.618 68.08
1.618 65.50
1.000 63.91
0.618 62.92
HIGH 61.33
0.618 60.34
0.500 60.04
0.382 59.74
LOW 58.75
0.618 57.16
1.000 56.17
1.618 54.58
2.618 52.00
4.250 47.79
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 60.69 61.35
PP 60.36 61.23
S1 60.04 61.12

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

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