NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 63.82 63.41 -0.41 -0.6% 64.55
High 64.17 63.68 -0.49 -0.8% 65.81
Low 62.69 57.64 -5.05 -8.1% 61.74
Close 63.50 59.25 -4.25 -6.7% 64.19
Range 1.48 6.04 4.56 308.1% 4.07
ATR 1.75 2.06 0.31 17.5% 0.00
Volume 47,424 72,181 24,757 52.2% 186,508
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 78.31 74.82 62.57
R3 72.27 68.78 60.91
R2 66.23 66.23 60.36
R1 62.74 62.74 59.80 61.47
PP 60.19 60.19 60.19 59.55
S1 56.70 56.70 58.70 55.43
S2 54.15 54.15 58.14
S3 48.11 50.66 57.59
S4 42.07 44.62 55.93
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 57.64 7.27 12.3% 2.30 3.9% 22% False True 39,492
10 65.81 57.64 8.17 13.8% 2.21 3.7% 20% False True 40,248
20 65.81 56.87 8.94 15.1% 2.22 3.7% 27% False False 37,719
40 65.81 50.52 15.29 25.8% 1.67 2.8% 57% False False 29,330
60 65.81 46.35 19.46 32.8% 1.52 2.6% 66% False False 22,701
80 65.81 42.91 22.90 38.6% 1.38 2.3% 71% False False 18,470
100 65.81 37.08 28.73 48.5% 1.37 2.3% 77% False False 15,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 89.35
2.618 79.49
1.618 73.45
1.000 69.72
0.618 67.41
HIGH 63.68
0.618 61.37
0.500 60.66
0.382 59.95
LOW 57.64
0.618 53.91
1.000 51.60
1.618 47.87
2.618 41.83
4.250 31.97
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 60.66 60.91
PP 60.19 60.35
S1 59.72 59.80

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

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