NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 60.26 57.95 -2.31 -3.8% 60.60
High 60.29 60.72 0.43 0.7% 61.18
Low 57.07 57.89 0.82 1.4% 56.92
Close 58.07 60.40 2.33 4.0% 60.40
Range 3.22 2.83 -0.39 -12.1% 4.26
ATR 2.38 2.41 0.03 1.4% 0.00
Volume 50,536 33,219 -17,317 -34.3% 278,939
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.16 67.11 61.96
R3 65.33 64.28 61.18
R2 62.50 62.50 60.92
R1 61.45 61.45 60.66 61.98
PP 59.67 59.67 59.67 59.93
S1 58.62 58.62 60.14 59.15
S2 56.84 56.84 59.88
S3 54.01 55.79 59.62
S4 51.18 52.96 58.84
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 72.28 70.60 62.74
R3 68.02 66.34 61.57
R2 63.76 63.76 61.18
R1 62.08 62.08 60.79 60.79
PP 59.50 59.50 59.50 58.86
S1 57.82 57.82 60.01 56.53
S2 55.24 55.24 59.62
S3 50.98 53.56 59.23
S4 46.72 49.30 58.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.18 56.92 4.26 7.1% 2.99 5.0% 82% False False 55,787
10 64.91 56.92 7.99 13.2% 2.82 4.7% 44% False False 51,887
20 65.81 56.92 8.89 14.7% 2.50 4.1% 39% False False 44,749
40 65.81 50.64 15.17 25.1% 1.96 3.2% 64% False False 36,588
60 65.81 47.39 18.42 30.5% 1.68 2.8% 71% False False 28,245
80 65.81 44.64 21.17 35.0% 1.52 2.5% 74% False False 22,318
100 65.81 37.08 28.73 47.6% 1.47 2.4% 81% False False 18,818
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.75
2.618 68.13
1.618 65.30
1.000 63.55
0.618 62.47
HIGH 60.72
0.618 59.64
0.500 59.31
0.382 58.97
LOW 57.89
0.618 56.14
1.000 55.06
1.618 53.31
2.618 50.48
4.250 45.86
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 60.04 59.89
PP 59.67 59.37
S1 59.31 58.86

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

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