NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 62.82 58.50 -4.32 -6.9% 63.49
High 63.05 60.34 -2.71 -4.3% 64.21
Low 57.15 58.00 0.85 1.5% 57.15
Close 58.78 60.05 1.27 2.2% 60.05
Range 5.90 2.34 -3.56 -60.3% 7.06
ATR 2.00 2.02 0.02 1.2% 0.00
Volume 64,721 61,755 -2,966 -4.6% 224,641
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 66.48 65.61 61.34
R3 64.14 63.27 60.69
R2 61.80 61.80 60.48
R1 60.93 60.93 60.26 61.37
PP 59.46 59.46 59.46 59.68
S1 58.59 58.59 59.84 59.03
S2 57.12 57.12 59.62
S3 54.78 56.25 59.41
S4 52.44 53.91 58.76
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 81.65 77.91 63.93
R3 74.59 70.85 61.99
R2 67.53 67.53 61.34
R1 63.79 63.79 60.70 62.13
PP 60.47 60.47 60.47 59.64
S1 56.73 56.73 59.40 55.07
S2 53.41 53.41 58.76
S3 46.35 49.67 58.11
S4 39.29 42.61 56.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.21 57.15 7.06 11.8% 2.57 4.3% 41% False False 44,928
10 64.96 57.15 7.81 13.0% 2.12 3.5% 37% False False 38,730
20 64.96 56.58 8.38 14.0% 2.20 3.7% 41% False False 37,913
40 64.96 50.24 14.72 24.5% 1.66 2.8% 67% False False 33,789
60 64.96 46.28 18.68 31.1% 1.48 2.5% 74% False False 27,533
80 64.96 43.45 21.51 35.8% 1.37 2.3% 77% False False 23,928
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.29
2.618 66.47
1.618 64.13
1.000 62.68
0.618 61.79
HIGH 60.34
0.618 59.45
0.500 59.17
0.382 58.89
LOW 58.00
0.618 56.55
1.000 55.66
1.618 54.21
2.618 51.87
4.250 48.06
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 59.76 60.34
PP 59.46 60.24
S1 59.17 60.15

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

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