NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 61.07 60.92 -0.15 -0.2% 64.78
High 61.62 60.98 -0.64 -1.0% 65.62
Low 60.02 57.18 -2.84 -4.7% 57.91
Close 61.23 57.64 -3.59 -5.9% 61.01
Range 1.60 3.80 2.20 137.5% 7.71
ATR 2.15 2.29 0.14 6.3% 0.00
Volume 61,775 164,432 102,657 166.2% 469,721
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 70.00 67.62 59.73
R3 66.20 63.82 58.69
R2 62.40 62.40 58.34
R1 60.02 60.02 57.99 59.31
PP 58.60 58.60 58.60 58.25
S1 56.22 56.22 57.29 55.51
S2 54.80 54.80 56.94
S3 51.00 52.42 56.60
S4 47.20 48.62 55.55
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 64.78 57.18 7.60 13.2% 3.18 5.5% 6% False True 118,731
10 65.62 57.18 8.44 14.6% 2.35 4.1% 5% False True 85,787
20 66.61 57.18 9.43 16.4% 2.39 4.1% 5% False True 70,301
40 66.61 50.85 15.76 27.3% 1.89 3.3% 43% False False 54,913
60 66.61 47.46 19.15 33.2% 1.65 2.9% 53% False False 42,836
80 66.61 44.59 22.02 38.2% 1.53 2.7% 59% False False 34,773
100 66.61 36.69 29.92 51.9% 1.50 2.6% 70% False False 29,353
120 66.61 36.69 29.92 51.9% 1.45 2.5% 70% False False 25,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.13
2.618 70.93
1.618 67.13
1.000 64.78
0.618 63.33
HIGH 60.98
0.618 59.53
0.500 59.08
0.382 58.63
LOW 57.18
0.618 54.83
1.000 53.38
1.618 51.03
2.618 47.23
4.250 41.03
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 59.08 59.40
PP 58.60 58.81
S1 58.12 58.23

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

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