NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 60.92 57.30 -3.62 -5.9% 64.78
High 60.98 61.11 0.13 0.2% 65.62
Low 57.18 57.28 0.10 0.2% 57.91
Close 57.64 60.96 3.32 5.8% 61.01
Range 3.80 3.83 0.03 0.8% 7.71
ATR 2.29 2.40 0.11 4.8% 0.00
Volume 164,432 101,493 -62,939 -38.3% 469,721
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 71.27 69.95 63.07
R3 67.44 66.12 62.01
R2 63.61 63.61 61.66
R1 62.29 62.29 61.31 62.95
PP 59.78 59.78 59.78 60.12
S1 58.46 58.46 60.61 59.12
S2 55.95 55.95 60.26
S3 52.12 54.63 59.91
S4 48.29 50.80 58.85
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 64.25 57.18 7.07 11.6% 3.63 6.0% 53% False False 119,182
10 65.62 57.18 8.44 13.8% 2.57 4.2% 45% False False 90,345
20 66.61 57.18 9.43 15.5% 2.46 4.0% 40% False False 73,765
40 66.61 50.85 15.76 25.9% 1.97 3.2% 64% False False 56,799
60 66.61 47.46 19.15 31.4% 1.70 2.8% 70% False False 44,466
80 66.61 44.59 22.02 36.1% 1.56 2.6% 74% False False 35,738
100 66.61 36.69 29.92 49.1% 1.52 2.5% 81% False False 30,326
120 66.61 36.69 29.92 49.1% 1.47 2.4% 81% False False 25,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.39
2.618 71.14
1.618 67.31
1.000 64.94
0.618 63.48
HIGH 61.11
0.618 59.65
0.500 59.20
0.382 58.74
LOW 57.28
0.618 54.91
1.000 53.45
1.618 51.08
2.618 47.25
4.250 41.00
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 60.37 60.44
PP 59.78 59.92
S1 59.20 59.40

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

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