NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 61.79 62.47 0.68 1.1% 59.36
High 62.69 63.83 1.14 1.8% 63.52
Low 61.13 62.44 1.31 2.1% 56.97
Close 62.28 63.70 1.42 2.3% 63.30
Range 1.56 1.39 -0.17 -10.9% 6.55
ATR 1.84 1.82 -0.02 -1.1% 0.00
Volume 36,576 31,108 -5,468 -14.9% 210,906
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.49 66.99 64.46
R3 66.10 65.60 64.08
R2 64.71 64.71 63.95
R1 64.21 64.21 63.83 64.46
PP 63.32 63.32 63.32 63.45
S1 62.82 62.82 63.57 63.07
S2 61.93 61.93 63.45
S3 60.54 61.43 63.32
S4 59.15 60.04 62.94
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 80.91 78.66 66.90
R3 74.36 72.11 65.10
R2 67.81 67.81 64.50
R1 65.56 65.56 63.90 66.69
PP 61.26 61.26 61.26 61.83
S1 59.01 59.01 62.70 60.14
S2 54.71 54.71 62.10
S3 48.16 52.46 61.50
S4 41.61 45.91 59.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.96 60.97 3.99 6.3% 2.05 3.2% 68% False False 37,738
10 64.96 56.97 7.99 12.5% 2.25 3.5% 84% False False 37,539
20 64.96 55.28 9.68 15.2% 1.93 3.0% 87% False False 38,375
40 64.96 50.24 14.72 23.1% 1.47 2.3% 91% False False 30,494
60 64.96 46.03 18.93 29.7% 1.36 2.1% 93% False False 24,345
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.47
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 69.74
2.618 67.47
1.618 66.08
1.000 65.22
0.618 64.69
HIGH 63.83
0.618 63.30
0.500 63.14
0.382 62.97
LOW 62.44
0.618 61.58
1.000 61.05
1.618 60.19
2.618 58.80
4.250 56.53
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 63.51 63.29
PP 63.32 62.89
S1 63.14 62.48

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

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