NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 61.80 62.84 1.04 1.7% 62.99
High 63.09 63.08 -0.01 0.0% 64.17
Low 61.79 62.52 0.73 1.2% 60.48
Close 62.97 62.76 -0.21 -0.3% 62.76
Range 1.30 0.56 -0.74 -56.9% 3.69
ATR 1.73 1.65 -0.08 -4.8% 0.00
Volume 6,589 5,853 -736 -11.2% 51,541
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 64.47 64.17 63.07
R3 63.91 63.61 62.91
R2 63.35 63.35 62.86
R1 63.05 63.05 62.81 62.92
PP 62.79 62.79 62.79 62.72
S1 62.49 62.49 62.71 62.36
S2 62.23 62.23 62.66
S3 61.67 61.93 62.61
S4 61.11 61.37 62.45
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 73.54 71.84 64.79
R3 69.85 68.15 63.77
R2 66.16 66.16 63.44
R1 64.46 64.46 63.10 63.47
PP 62.47 62.47 62.47 61.97
S1 60.77 60.77 62.42 59.78
S2 58.78 58.78 62.08
S3 55.09 57.08 61.75
S4 51.40 53.39 60.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.17 60.48 3.69 5.9% 1.58 2.5% 62% False False 10,308
10 64.17 56.40 7.77 12.4% 2.00 3.2% 82% False False 12,343
20 64.17 54.81 9.36 14.9% 1.81 2.9% 85% False False 11,903
40 64.17 49.96 14.21 22.6% 1.38 2.2% 90% False False 9,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 65.46
2.618 64.55
1.618 63.99
1.000 63.64
0.618 63.43
HIGH 63.08
0.618 62.87
0.500 62.80
0.382 62.73
LOW 62.52
0.618 62.17
1.000 61.96
1.618 61.61
2.618 61.05
4.250 60.14
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 62.80 62.44
PP 62.79 62.11
S1 62.77 61.79

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

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