NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 63.98 63.82 -0.16 -0.3% 64.55
High 64.05 64.17 0.12 0.2% 65.81
Low 62.69 62.69 0.00 0.0% 61.74
Close 63.68 63.50 -0.18 -0.3% 64.19
Range 1.36 1.48 0.12 8.8% 4.07
ATR 1.77 1.75 -0.02 -1.2% 0.00
Volume 29,774 47,424 17,650 59.3% 186,508
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.89 67.18 64.31
R3 66.41 65.70 63.91
R2 64.93 64.93 63.77
R1 64.22 64.22 63.64 63.84
PP 63.45 63.45 63.45 63.26
S1 62.74 62.74 63.36 62.36
S2 61.97 61.97 63.23
S3 60.49 61.26 63.09
S4 59.01 59.78 62.69
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 62.69 2.22 3.5% 1.39 2.2% 36% False True 33,373
10 65.81 58.92 6.89 10.9% 1.99 3.1% 66% False False 39,012
20 65.81 56.87 8.94 14.1% 2.01 3.2% 74% False False 36,063
40 65.81 50.52 15.29 24.1% 1.54 2.4% 85% False False 28,035
60 65.81 46.35 19.46 30.6% 1.44 2.3% 88% False False 21,561
80 65.81 42.69 23.12 36.4% 1.31 2.1% 90% False False 17,626
100 65.81 37.08 28.73 45.2% 1.32 2.1% 92% False False 14,824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.46
2.618 68.04
1.618 66.56
1.000 65.65
0.618 65.08
HIGH 64.17
0.618 63.60
0.500 63.43
0.382 63.26
LOW 62.69
0.618 61.78
1.000 61.21
1.618 60.30
2.618 58.82
4.250 56.40
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 63.48 63.80
PP 63.45 63.70
S1 63.43 63.60

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

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