NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 63.20 64.32 1.12 1.8% 64.55
High 64.57 64.57 0.00 0.0% 65.81
Low 63.09 63.86 0.77 1.2% 61.74
Close 64.43 64.19 -0.24 -0.4% 64.19
Range 1.48 0.71 -0.77 -52.0% 4.07
ATR 1.88 1.79 -0.08 -4.4% 0.00
Volume 41,585 26,820 -14,765 -35.5% 186,508
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 66.34 65.97 64.58
R3 65.63 65.26 64.39
R2 64.92 64.92 64.32
R1 64.55 64.55 64.26 64.38
PP 64.21 64.21 64.21 64.12
S1 63.84 63.84 64.12 63.67
S2 63.50 63.50 64.06
S3 62.79 63.13 63.99
S4 62.08 62.42 63.80
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 76.12 74.23 66.43
R3 72.05 70.16 65.31
R2 67.98 67.98 64.94
R1 66.09 66.09 64.56 65.00
PP 63.91 63.91 63.91 63.37
S1 62.02 62.02 63.82 60.93
S2 59.84 59.84 63.44
S3 55.77 57.95 63.07
S4 51.70 53.88 61.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.81 61.74 4.07 6.3% 1.75 2.7% 60% False False 37,301
10 65.81 57.59 8.22 12.8% 2.18 3.4% 80% False False 37,612
20 65.81 55.79 10.02 15.6% 1.99 3.1% 84% False False 36,183
40 65.81 50.52 15.29 23.8% 1.52 2.4% 89% False False 26,637
60 65.81 46.35 19.46 30.3% 1.39 2.2% 92% False False 20,109
80 65.81 42.31 23.50 36.6% 1.29 2.0% 93% False False 16,517
100 65.81 37.08 28.73 44.8% 1.30 2.0% 94% False False 13,901
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 67.59
2.618 66.43
1.618 65.72
1.000 65.28
0.618 65.01
HIGH 64.57
0.618 64.30
0.500 64.22
0.382 64.13
LOW 63.86
0.618 63.42
1.000 63.15
1.618 62.71
2.618 62.00
4.250 60.84
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 64.22 63.85
PP 64.21 63.50
S1 64.20 63.16

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

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