NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 57.49 59.83 2.34 4.1% 60.21
High 60.24 60.63 0.39 0.6% 60.63
Low 57.49 58.47 0.98 1.7% 56.61
Close 59.93 60.33 0.40 0.7% 59.93
Range 2.75 2.16 -0.59 -21.5% 4.02
ATR 2.32 2.31 -0.01 -0.5% 0.00
Volume 42,010 36,031 -5,979 -14.2% 230,353
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 66.29 65.47 61.52
R3 64.13 63.31 60.92
R2 61.97 61.97 60.73
R1 61.15 61.15 60.53 61.56
PP 59.81 59.81 59.81 60.02
S1 58.99 58.99 60.13 59.40
S2 57.65 57.65 59.93
S3 55.49 56.83 59.74
S4 53.33 54.67 59.14
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 71.12 69.54 62.14
R3 67.10 65.52 61.04
R2 63.08 63.08 60.67
R1 61.50 61.50 60.30 60.28
PP 59.06 59.06 59.06 58.45
S1 57.48 57.48 59.56 56.26
S2 55.04 55.04 59.19
S3 51.02 53.46 58.82
S4 47.00 49.44 57.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.63 56.61 4.02 6.7% 3.00 5.0% 93% True False 47,722
10 63.53 56.61 6.92 11.5% 2.74 4.5% 54% False False 46,818
20 64.96 56.61 8.35 13.8% 2.39 4.0% 45% False False 41,606
40 64.96 50.32 14.64 24.3% 1.92 3.2% 68% False False 38,263
60 64.96 47.28 17.68 29.3% 1.65 2.7% 74% False False 31,583
80 64.96 44.53 20.43 33.9% 1.49 2.5% 77% False False 26,291
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 0.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 69.81
2.618 66.28
1.618 64.12
1.000 62.79
0.618 61.96
HIGH 60.63
0.618 59.80
0.500 59.55
0.382 59.30
LOW 58.47
0.618 57.14
1.000 56.31
1.618 54.98
2.618 52.82
4.250 49.29
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 60.07 59.78
PP 59.81 59.23
S1 59.55 58.68

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

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