NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 58.21 60.51 2.30 4.0% 58.80
High 61.21 62.68 1.47 2.4% 62.68
Low 57.82 60.43 2.61 4.5% 56.40
Close 60.38 62.54 2.16 3.6% 62.54
Range 3.39 2.25 -1.14 -33.6% 6.28
ATR 1.64 1.69 0.05 2.9% 0.00
Volume 23,981 21,251 -2,730 -11.4% 71,894
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.63 67.84 63.78
R3 66.38 65.59 63.16
R2 64.13 64.13 62.95
R1 63.34 63.34 62.75 63.74
PP 61.88 61.88 61.88 62.08
S1 61.09 61.09 62.33 61.49
S2 59.63 59.63 62.13
S3 57.38 58.84 61.92
S4 55.13 56.59 61.30
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 79.38 77.24 65.99
R3 73.10 70.96 64.27
R2 66.82 66.82 63.69
R1 64.68 64.68 63.12 65.75
PP 60.54 60.54 60.54 61.08
S1 58.40 58.40 61.96 59.47
S2 54.26 54.26 61.39
S3 47.98 52.12 60.81
S4 41.70 45.84 59.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.68 56.40 6.28 10.0% 2.43 3.9% 98% True False 14,378
10 62.68 56.40 6.28 10.0% 2.14 3.4% 98% True False 11,423
20 62.68 53.77 8.91 14.2% 1.59 2.5% 98% True False 12,181
40 62.68 49.15 13.53 21.6% 1.30 2.1% 99% True False 9,358
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.24
2.618 68.57
1.618 66.32
1.000 64.93
0.618 64.07
HIGH 62.68
0.618 61.82
0.500 61.56
0.382 61.29
LOW 60.43
0.618 59.04
1.000 58.18
1.618 56.79
2.618 54.54
4.250 50.87
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 62.21 61.57
PP 61.88 60.61
S1 61.56 59.64

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

View Archives - Comment on this page... - Back to Index of Symbols