NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 60.37 61.09 0.72 1.2% 60.60
High 61.11 61.50 0.39 0.6% 61.18
Low 58.93 59.36 0.43 0.7% 56.92
Close 60.87 59.94 -0.93 -1.5% 60.40
Range 2.18 2.14 -0.04 -1.8% 4.26
ATR 2.39 2.37 -0.02 -0.8% 0.00
Volume 40,187 32,184 -8,003 -19.9% 278,939
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 66.69 65.45 61.12
R3 64.55 63.31 60.53
R2 62.41 62.41 60.33
R1 61.17 61.17 60.14 60.72
PP 60.27 60.27 60.27 60.04
S1 59.03 59.03 59.74 58.58
S2 58.13 58.13 59.55
S3 55.99 56.89 59.35
S4 53.85 54.75 58.76
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 61.50 56.98 4.52 7.5% 2.82 4.7% 65% True False 45,733
10 64.17 56.92 7.25 12.1% 2.93 4.9% 42% False False 54,020
20 65.81 56.92 8.89 14.8% 2.50 4.2% 34% False False 45,881
40 65.81 52.08 13.73 22.9% 2.00 3.3% 57% False False 37,744
60 65.81 47.39 18.42 30.7% 1.73 2.9% 68% False False 29,359
80 65.81 44.90 20.91 34.9% 1.55 2.6% 72% False False 23,079
100 65.81 39.76 26.05 43.5% 1.47 2.5% 77% False False 19,456
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 0.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 70.60
2.618 67.10
1.618 64.96
1.000 63.64
0.618 62.82
HIGH 61.50
0.618 60.68
0.500 60.43
0.382 60.18
LOW 59.36
0.618 58.04
1.000 57.22
1.618 55.90
2.618 53.76
4.250 50.27
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 60.43 59.86
PP 60.27 59.78
S1 60.10 59.70

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

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