NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 58.18 59.55 1.37 2.4% 62.90
High 59.79 60.09 0.30 0.5% 63.44
Low 57.57 58.66 1.09 1.9% 56.77
Close 59.50 59.76 0.26 0.4% 59.50
Range 2.22 1.43 -0.79 -35.6% 6.67
ATR 1.91 1.88 -0.03 -1.8% 0.00
Volume 32,226 14,822 -17,404 -54.0% 98,712
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 63.79 63.21 60.55
R3 62.36 61.78 60.15
R2 60.93 60.93 60.02
R1 60.35 60.35 59.89 60.64
PP 59.50 59.50 59.50 59.65
S1 58.92 58.92 59.63 59.21
S2 58.07 58.07 59.50
S3 56.64 57.49 59.37
S4 55.21 56.06 58.97
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 79.91 76.38 63.17
R3 73.24 69.71 61.33
R2 66.57 66.57 60.72
R1 63.04 63.04 60.11 61.47
PP 59.90 59.90 59.90 59.12
S1 56.37 56.37 58.89 54.80
S2 53.23 53.23 58.28
S3 46.56 49.70 57.67
S4 39.89 43.03 55.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.83 56.77 6.06 10.1% 2.35 3.9% 49% False False 20,301
10 63.44 56.77 6.67 11.2% 1.86 3.1% 45% False False 15,289
20 64.17 56.40 7.77 13.0% 2.02 3.4% 43% False False 13,353
40 64.17 49.96 14.21 23.8% 1.57 2.6% 69% False False 11,613
60 64.17 46.20 17.97 30.1% 1.40 2.3% 75% False False 9,476
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.17
2.618 63.83
1.618 62.40
1.000 61.52
0.618 60.97
HIGH 60.09
0.618 59.54
0.500 59.38
0.382 59.21
LOW 58.66
0.618 57.78
1.000 57.23
1.618 56.35
2.618 54.92
4.250 52.58
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 59.63 59.70
PP 59.50 59.64
S1 59.38 59.58

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

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