NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 58.50 60.21 1.71 2.9% 63.49
High 60.34 60.63 0.29 0.5% 64.21
Low 58.00 59.17 1.17 2.0% 57.15
Close 60.05 60.30 0.25 0.4% 60.05
Range 2.34 1.46 -0.88 -37.6% 7.06
ATR 2.02 1.98 -0.04 -2.0% 0.00
Volume 61,755 27,772 -33,983 -55.0% 224,641
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 64.41 63.82 61.10
R3 62.95 62.36 60.70
R2 61.49 61.49 60.57
R1 60.90 60.90 60.43 61.20
PP 60.03 60.03 60.03 60.18
S1 59.44 59.44 60.17 59.74
S2 58.57 58.57 60.03
S3 57.11 57.98 59.90
S4 55.65 56.52 59.50
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 63.53 57.15 6.38 10.6% 2.49 4.1% 49% False False 45,913
10 64.21 57.15 7.06 11.7% 1.98 3.3% 45% False False 38,694
20 64.96 56.97 7.99 13.3% 2.13 3.5% 42% False False 37,080
40 64.96 50.32 14.64 24.3% 1.67 2.8% 68% False False 34,028
60 64.96 46.28 18.68 31.0% 1.48 2.5% 75% False False 27,943
80 64.96 43.51 21.45 35.6% 1.38 2.3% 78% False False 24,107
Crabel Price Patterns
NR True
NR4 False
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.84
2.618 64.45
1.618 62.99
1.000 62.09
0.618 61.53
HIGH 60.63
0.618 60.07
0.500 59.90
0.382 59.73
LOW 59.17
0.618 58.27
1.000 57.71
1.618 56.81
2.618 55.35
4.250 52.97
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 60.17 60.23
PP 60.03 60.17
S1 59.90 60.10

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

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