NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 64.34 63.98 -0.36 -0.6% 64.55
High 64.91 64.05 -0.86 -1.3% 65.81
Low 63.00 62.69 -0.31 -0.5% 61.74
Close 64.07 63.68 -0.39 -0.6% 64.19
Range 1.91 1.36 -0.55 -28.8% 4.07
ATR 1.80 1.77 -0.03 -1.7% 0.00
Volume 21,265 29,774 8,509 40.0% 186,508
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.55 66.98 64.43
R3 66.19 65.62 64.05
R2 64.83 64.83 63.93
R1 64.26 64.26 63.80 63.87
PP 63.47 63.47 63.47 63.28
S1 62.90 62.90 63.56 62.51
S2 62.11 62.11 63.43
S3 60.75 61.54 63.31
S4 59.39 60.18 62.93
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 5.0% 1.42 2.2% 61% False False 30,553
10 65.81 57.68 8.13 12.8% 2.08 3.3% 74% False False 37,743
20 65.81 56.87 8.94 14.0% 2.01 3.2% 76% False False 35,176
40 65.81 50.52 15.29 24.0% 1.53 2.4% 86% False False 27,214
60 65.81 46.35 19.46 30.6% 1.42 2.2% 89% False False 20,837
80 65.81 42.69 23.12 36.3% 1.30 2.0% 91% False False 17,066
100 65.81 37.08 28.73 45.1% 1.32 2.1% 93% False False 14,374
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.83
2.618 67.61
1.618 66.25
1.000 65.41
0.618 64.89
HIGH 64.05
0.618 63.53
0.500 63.37
0.382 63.21
LOW 62.69
0.618 61.85
1.000 61.33
1.618 60.49
2.618 59.13
4.250 56.91
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 63.58 63.80
PP 63.47 63.76
S1 63.37 63.72

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

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