NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 57.95 60.37 2.42 4.2% 60.60
High 60.72 61.11 0.39 0.6% 61.18
Low 57.89 58.93 1.04 1.8% 56.92
Close 60.40 60.87 0.47 0.8% 60.40
Range 2.83 2.18 -0.65 -23.0% 4.26
ATR 2.41 2.39 -0.02 -0.7% 0.00
Volume 33,219 40,187 6,968 21.0% 278,939
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 66.84 66.04 62.07
R3 64.66 63.86 61.47
R2 62.48 62.48 61.27
R1 61.68 61.68 61.07 62.08
PP 60.30 60.30 60.30 60.51
S1 59.50 59.50 60.67 59.90
S2 58.12 58.12 60.47
S3 55.94 57.32 60.27
S4 53.76 55.14 59.67
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 61.11 56.92 4.19 6.9% 3.14 5.2% 94% True False 59,420
10 64.17 56.92 7.25 11.9% 2.85 4.7% 54% False False 53,779
20 65.81 56.92 8.89 14.6% 2.48 4.1% 44% False False 45,570
40 65.81 50.64 15.17 24.9% 1.99 3.3% 67% False False 37,332
60 65.81 47.39 18.42 30.3% 1.71 2.8% 73% False False 28,874
80 65.81 44.64 21.17 34.8% 1.54 2.5% 77% False False 22,771
100 65.81 39.45 26.36 43.3% 1.46 2.4% 81% False False 19,176
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.38
2.618 66.82
1.618 64.64
1.000 63.29
0.618 62.46
HIGH 61.11
0.618 60.28
0.500 60.02
0.382 59.76
LOW 58.93
0.618 57.58
1.000 56.75
1.618 55.40
2.618 53.22
4.250 49.67
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 60.59 60.28
PP 60.30 59.68
S1 60.02 59.09

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

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