NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary
Previous Current
31-Mar-2021 01-Apr-2021 Change Change % Previous Week
Open 59.35 58.61 -0.74 -1.2% 60.21
High 60.06 60.80 0.74 1.2% 60.63
Low 57.98 58.14 0.16 0.3% 56.61
Close 58.24 60.62 2.38 4.1% 59.93
Range 2.08 2.66 0.58 27.9% 4.02
ATR 2.28 2.30 0.03 1.2% 0.00
Volume 43,677 68,274 24,597 56.3% 230,353
Daily Pivots for day following 01-Apr-2021
Classic Woodie Camarilla DeMark
R4 67.83 66.89 62.08
R3 65.17 64.23 61.35
R2 62.51 62.51 61.11
R1 61.57 61.57 60.86 62.04
PP 59.85 59.85 59.85 60.09
S1 58.91 58.91 60.38 59.38
S2 57.19 57.19 60.13
S3 54.53 56.25 59.89
S4 51.87 53.59 59.16
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 57.49 3.43 5.7% 2.34 3.9% 91% False False 42,855
10 60.92 56.61 4.31 7.1% 2.56 4.2% 93% False False 46,437
20 64.96 56.61 8.35 13.8% 2.35 3.9% 48% False False 41,857
40 64.96 53.39 11.57 19.1% 1.98 3.3% 62% False False 39,398
60 64.96 48.71 16.25 26.8% 1.67 2.8% 73% False False 33,129
80 64.96 45.42 19.54 32.2% 1.54 2.5% 78% False False 27,481
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.11
2.618 67.76
1.618 65.10
1.000 63.46
0.618 62.44
HIGH 60.80
0.618 59.78
0.500 59.47
0.382 59.16
LOW 58.14
0.618 56.50
1.000 55.48
1.618 53.84
2.618 51.18
4.250 46.84
Fisher Pivots for day following 01-Apr-2021
Pivot 1 day 3 day
R1 60.24 60.23
PP 59.85 59.84
S1 59.47 59.45

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

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