NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 60.60 60.55 -0.05 -0.1% 64.34
High 61.18 60.62 -0.56 -0.9% 64.91
Low 59.72 56.92 -2.80 -4.7% 57.64
Close 60.81 57.38 -3.43 -5.6% 60.57
Range 1.46 3.70 2.24 153.4% 7.27
ATR 2.04 2.17 0.13 6.5% 0.00
Volume 22,026 100,615 78,589 356.8% 239,931
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 69.41 67.09 59.42
R3 65.71 63.39 58.40
R2 62.01 62.01 58.06
R1 59.69 59.69 57.72 59.00
PP 58.31 58.31 58.31 57.96
S1 55.99 55.99 57.04 55.30
S2 54.61 54.61 56.70
S3 50.91 52.29 56.36
S4 47.21 48.59 55.35
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 56.92 7.25 12.6% 3.03 5.3% 6% False True 62,306
10 64.91 56.92 7.99 13.9% 2.23 3.9% 6% False True 46,430
20 65.81 56.92 8.89 15.5% 2.28 4.0% 5% False True 41,772
40 65.81 50.64 15.17 26.4% 1.79 3.1% 44% False False 33,349
60 65.81 47.39 18.42 32.1% 1.56 2.7% 54% False False 25,784
80 65.81 44.64 21.17 36.9% 1.44 2.5% 60% False False 20,566
100 65.81 37.08 28.73 50.1% 1.42 2.5% 71% False False 17,354
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.35
2.618 70.31
1.618 66.61
1.000 64.32
0.618 62.91
HIGH 60.62
0.618 59.21
0.500 58.77
0.382 58.33
LOW 56.92
0.618 54.63
1.000 53.22
1.618 50.93
2.618 47.23
4.250 41.20
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 58.77 59.05
PP 58.31 58.49
S1 57.84 57.94

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

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