NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 62.49 63.20 0.71 1.1% 59.99
High 63.38 64.57 1.19 1.9% 64.31
Low 61.74 63.09 1.35 2.2% 57.59
Close 62.96 64.43 1.47 2.3% 64.07
Range 1.64 1.48 -0.16 -9.8% 6.72
ATR 1.90 1.88 -0.02 -1.1% 0.00
Volume 33,325 41,585 8,260 24.8% 189,620
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.47 67.93 65.24
R3 66.99 66.45 64.84
R2 65.51 65.51 64.70
R1 64.97 64.97 64.57 65.24
PP 64.03 64.03 64.03 64.17
S1 63.49 63.49 64.29 63.76
S2 62.55 62.55 64.16
S3 61.07 62.01 64.02
S4 59.59 60.53 63.62
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 65.81 61.71 4.10 6.4% 2.13 3.3% 66% False False 41,003
10 65.81 57.59 8.22 12.8% 2.31 3.6% 83% False False 37,712
20 65.81 55.79 10.02 15.6% 1.99 3.1% 86% False False 35,828
40 65.81 50.52 15.29 23.7% 1.53 2.4% 91% False False 26,214
60 65.81 46.13 19.68 30.5% 1.40 2.2% 93% False False 19,736
80 65.81 41.99 23.82 37.0% 1.29 2.0% 94% False False 16,210
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.57
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 70.86
2.618 68.44
1.618 66.96
1.000 66.05
0.618 65.48
HIGH 64.57
0.618 64.00
0.500 63.83
0.382 63.66
LOW 63.09
0.618 62.18
1.000 61.61
1.618 60.70
2.618 59.22
4.250 56.80
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 64.23 64.01
PP 64.03 63.58
S1 63.83 63.16

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

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