NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 57.30 60.55 3.25 5.7% 64.78
High 61.11 60.63 -0.48 -0.8% 65.62
Low 57.28 57.34 0.06 0.1% 57.91
Close 60.96 58.40 -2.56 -4.2% 61.01
Range 3.83 3.29 -0.54 -14.1% 7.71
ATR 2.40 2.48 0.09 3.6% 0.00
Volume 101,493 77,995 -23,498 -23.2% 469,721
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.66 66.82 60.21
R3 65.37 63.53 59.30
R2 62.08 62.08 59.00
R1 60.24 60.24 58.70 59.52
PP 58.79 58.79 58.79 58.43
S1 56.95 56.95 58.10 56.23
S2 55.50 55.50 57.80
S3 52.21 53.66 57.50
S4 48.92 50.37 56.59
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 61.62 57.18 4.44 7.6% 3.02 5.2% 27% False False 105,020
10 65.62 57.18 8.44 14.5% 2.73 4.7% 14% False False 92,001
20 66.61 57.18 9.43 16.1% 2.57 4.4% 13% False False 75,179
40 66.61 50.85 15.76 27.0% 2.02 3.5% 48% False False 58,247
60 66.61 47.46 19.15 32.8% 1.74 3.0% 57% False False 45,628
80 66.61 44.59 22.02 37.7% 1.59 2.7% 63% False False 36,634
100 66.61 36.69 29.92 51.2% 1.53 2.6% 73% False False 31,048
120 66.61 36.69 29.92 51.2% 1.47 2.5% 73% False False 26,550
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.61
2.618 69.24
1.618 65.95
1.000 63.92
0.618 62.66
HIGH 60.63
0.618 59.37
0.500 58.99
0.382 58.60
LOW 57.34
0.618 55.31
1.000 54.05
1.618 52.02
2.618 48.73
4.250 43.36
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 58.99 59.15
PP 58.79 58.90
S1 58.60 58.65

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

View Archives - Comment on this page... - Back to Index of Symbols