NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 58.87 60.60 1.73 2.9% 64.34
High 60.88 61.18 0.30 0.5% 64.91
Low 58.39 59.72 1.33 2.3% 57.64
Close 60.57 60.81 0.24 0.4% 60.57
Range 2.49 1.46 -1.03 -41.4% 7.27
ATR 2.09 2.04 -0.04 -2.1% 0.00
Volume 69,287 22,026 -47,261 -68.2% 239,931
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 64.95 64.34 61.61
R3 63.49 62.88 61.21
R2 62.03 62.03 61.08
R1 61.42 61.42 60.94 61.73
PP 60.57 60.57 60.57 60.72
S1 59.96 59.96 60.68 60.27
S2 59.11 59.11 60.54
S3 57.65 58.50 60.41
S4 56.19 57.04 60.01
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 82.85 78.98 64.57
R3 75.58 71.71 62.57
R2 68.31 68.31 61.90
R1 64.44 64.44 61.24 62.74
PP 61.04 61.04 61.04 60.19
S1 57.17 57.17 59.90 55.47
S2 53.77 53.77 59.24
S3 46.50 49.90 58.57
S4 39.23 42.63 56.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.17 57.64 6.53 10.7% 2.57 4.2% 49% False False 48,138
10 64.91 57.64 7.27 12.0% 2.05 3.4% 44% False False 41,664
20 65.81 57.59 8.22 13.5% 2.19 3.6% 39% False False 37,950
40 65.81 50.64 15.17 24.9% 1.72 2.8% 67% False False 31,099
60 65.81 46.41 19.40 31.9% 1.53 2.5% 74% False False 24,156
80 65.81 43.68 22.13 36.4% 1.42 2.3% 77% False False 19,492
100 65.81 37.08 28.73 47.2% 1.39 2.3% 83% False False 16,383
Crabel Price Patterns
NR True
NR4 True
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.39
2.618 65.00
1.618 63.54
1.000 62.64
0.618 62.08
HIGH 61.18
0.618 60.62
0.500 60.45
0.382 60.28
LOW 59.72
0.618 58.82
1.000 58.26
1.618 57.36
2.618 55.90
4.250 53.52
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 60.69 60.76
PP 60.57 60.71
S1 60.45 60.66

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

View Archives - Comment on this page... - Back to Index of Symbols