NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 60.04 56.71 -3.33 -5.5% 63.49
High 60.04 60.25 0.21 0.3% 64.21
Low 56.61 56.71 0.10 0.2% 57.15
Close 57.03 60.12 3.09 5.4% 60.05
Range 3.43 3.54 0.11 3.2% 7.06
ATR 2.10 2.21 0.10 4.9% 0.00
Volume 65,681 56,050 -9,631 -14.7% 224,641
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 69.65 68.42 62.07
R3 66.11 64.88 61.09
R2 62.57 62.57 60.77
R1 61.34 61.34 60.44 61.96
PP 59.03 59.03 59.03 59.33
S1 57.80 57.80 59.80 58.42
S2 55.49 55.49 59.47
S3 51.95 54.26 59.15
S4 48.41 50.72 58.17
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 63.05 56.61 6.44 10.7% 3.33 5.5% 55% False False 55,195
10 64.21 56.61 7.60 12.6% 2.33 3.9% 46% False False 42,644
20 64.96 56.61 8.35 13.9% 2.27 3.8% 42% False False 40,028
40 64.96 50.32 14.64 24.4% 1.80 3.0% 67% False False 36,450
60 64.96 47.28 17.68 29.4% 1.55 2.6% 73% False False 29,852
80 64.96 44.53 20.43 34.0% 1.43 2.4% 76% False False 25,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 75.30
2.618 69.52
1.618 65.98
1.000 63.79
0.618 62.44
HIGH 60.25
0.618 58.90
0.500 58.48
0.382 58.06
LOW 56.71
0.618 54.52
1.000 53.17
1.618 50.98
2.618 47.44
4.250 41.67
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 59.57 59.62
PP 59.03 59.12
S1 58.48 58.62

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

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