NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 59.23 62.02 2.79 4.7% 59.99
High 62.70 64.31 1.61 2.6% 64.31
Low 58.92 61.71 2.79 4.7% 57.59
Close 61.80 64.07 2.27 3.7% 64.07
Range 3.78 2.60 -1.18 -31.2% 6.72
ATR 1.77 1.83 0.06 3.3% 0.00
Volume 59,823 45,330 -14,493 -24.2% 189,620
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 71.16 70.22 65.50
R3 68.56 67.62 64.79
R2 65.96 65.96 64.55
R1 65.02 65.02 64.31 65.49
PP 63.36 63.36 63.36 63.60
S1 62.42 62.42 63.83 62.89
S2 60.76 60.76 63.59
S3 58.16 59.82 63.36
S4 55.56 57.22 62.64
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 82.15 79.83 67.77
R3 75.43 73.11 65.92
R2 68.71 68.71 65.30
R1 66.39 66.39 64.69 67.55
PP 61.99 61.99 61.99 62.57
S1 59.67 59.67 63.45 60.83
S2 55.27 55.27 62.84
S3 48.55 52.95 62.22
S4 41.83 46.23 60.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.31 57.59 6.72 10.5% 2.61 4.1% 96% True False 37,924
10 64.31 57.17 7.14 11.1% 2.32 3.6% 97% True False 34,613
20 64.31 54.74 9.57 14.9% 1.75 2.7% 97% True False 32,435
40 64.31 49.77 14.54 22.7% 1.42 2.2% 98% True False 23,376
60 64.31 45.50 18.81 29.4% 1.33 2.1% 99% True False 17,568
80 64.31 39.92 24.39 38.1% 1.28 2.0% 99% True False 14,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.36
2.618 71.12
1.618 68.52
1.000 66.91
0.618 65.92
HIGH 64.31
0.618 63.32
0.500 63.01
0.382 62.70
LOW 61.71
0.618 60.10
1.000 59.11
1.618 57.50
2.618 54.90
4.250 50.66
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 63.72 63.05
PP 63.36 62.02
S1 63.01 61.00

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

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