NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 59.83 60.55 0.72 1.2% 60.21
High 60.63 60.92 0.29 0.5% 60.63
Low 58.47 58.88 0.41 0.7% 56.61
Close 60.33 59.42 -0.91 -1.5% 59.93
Range 2.16 2.04 -0.12 -5.6% 4.02
ATR 2.31 2.29 -0.02 -0.8% 0.00
Volume 36,031 24,285 -11,746 -32.6% 230,353
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 65.86 64.68 60.54
R3 63.82 62.64 59.98
R2 61.78 61.78 59.79
R1 60.60 60.60 59.61 60.17
PP 59.74 59.74 59.74 59.53
S1 58.56 58.56 59.23 58.13
S2 57.70 57.70 59.05
S3 55.66 56.52 58.86
S4 53.62 54.48 58.30
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 60.92 56.71 4.21 7.1% 2.72 4.6% 64% True False 39,443
10 63.53 56.61 6.92 11.6% 2.81 4.7% 41% False False 46,462
20 64.96 56.61 8.35 14.1% 2.41 4.1% 34% False False 41,309
40 64.96 51.70 13.26 22.3% 1.93 3.2% 58% False False 38,244
60 64.96 47.28 17.68 29.8% 1.67 2.8% 69% False False 31,923
80 64.96 44.80 20.16 33.9% 1.50 2.5% 73% False False 26,420
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 0.26
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 69.59
2.618 66.26
1.618 64.22
1.000 62.96
0.618 62.18
HIGH 60.92
0.618 60.14
0.500 59.90
0.382 59.66
LOW 58.88
0.618 57.62
1.000 56.84
1.618 55.58
2.618 53.54
4.250 50.21
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 59.90 59.35
PP 59.74 59.28
S1 59.58 59.21

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

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