NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 64.32 64.34 0.02 0.0% 64.55
High 64.57 64.91 0.34 0.5% 65.81
Low 63.86 63.00 -0.86 -1.3% 61.74
Close 64.19 64.07 -0.12 -0.2% 64.19
Range 0.71 1.91 1.20 169.0% 4.07
ATR 1.79 1.80 0.01 0.5% 0.00
Volume 26,820 21,265 -5,555 -20.7% 186,508
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 69.72 68.81 65.12
R3 67.81 66.90 64.60
R2 65.90 65.90 64.42
R1 64.99 64.99 64.25 64.49
PP 63.99 63.99 63.99 63.75
S1 63.08 63.08 63.89 62.58
S2 62.08 62.08 63.72
S3 60.17 61.17 63.54
S4 58.26 59.26 63.02
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 64.91 61.74 3.17 4.9% 1.53 2.4% 74% True False 35,189
10 65.81 57.59 8.22 12.8% 2.11 3.3% 79% False False 37,360
20 65.81 56.87 8.94 14.0% 1.99 3.1% 81% False False 35,868
40 65.81 50.52 15.29 23.9% 1.54 2.4% 89% False False 26,701
60 65.81 46.35 19.46 30.4% 1.41 2.2% 91% False False 20,419
80 65.81 42.31 23.50 36.7% 1.30 2.0% 93% False False 16,730
100 65.81 37.08 28.73 44.8% 1.32 2.1% 94% False False 14,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 73.03
2.618 69.91
1.618 68.00
1.000 66.82
0.618 66.09
HIGH 64.91
0.618 64.18
0.500 63.96
0.382 63.73
LOW 63.00
0.618 61.82
1.000 61.09
1.618 59.91
2.618 58.00
4.250 54.88
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 64.03 64.03
PP 63.99 63.99
S1 63.96 63.96

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

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