NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 59.55 59.41 -0.14 -0.2% 62.90
High 60.09 59.43 -0.66 -1.1% 63.44
Low 58.66 56.24 -2.42 -4.1% 56.77
Close 59.76 56.64 -3.12 -5.2% 59.50
Range 1.43 3.19 1.76 123.1% 6.67
ATR 1.88 1.99 0.12 6.3% 0.00
Volume 14,822 27,300 12,478 84.2% 98,712
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.01 65.01 58.39
R3 63.82 61.82 57.52
R2 60.63 60.63 57.22
R1 58.63 58.63 56.93 58.04
PP 57.44 57.44 57.44 57.14
S1 55.44 55.44 56.35 54.85
S2 54.25 54.25 56.06
S3 51.06 52.25 55.76
S4 47.87 49.06 54.89
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 56.24 6.59 11.6% 2.75 4.9% 6% False True 23,154
10 63.44 56.24 7.20 12.7% 2.01 3.5% 6% False True 16,642
20 64.17 56.24 7.93 14.0% 2.09 3.7% 5% False True 14,391
40 64.17 49.96 14.21 25.1% 1.63 2.9% 47% False False 12,167
60 64.17 47.15 17.02 30.0% 1.42 2.5% 56% False False 9,876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.99
2.618 67.78
1.618 64.59
1.000 62.62
0.618 61.40
HIGH 59.43
0.618 58.21
0.500 57.84
0.382 57.46
LOW 56.24
0.618 54.27
1.000 53.05
1.618 51.08
2.618 47.89
4.250 42.68
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 57.84 58.17
PP 57.44 57.66
S1 57.04 57.15

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

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