NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 59.25 59.99 0.74 1.2% 59.55
High 60.00 60.30 0.30 0.5% 60.09
Low 58.01 58.40 0.39 0.7% 56.24
Close 59.75 58.87 -0.88 -1.5% 59.42
Range 1.99 1.90 -0.09 -4.5% 3.85
ATR 2.19 2.17 -0.02 -1.0% 0.00
Volume 13,812 16,212 2,400 17.4% 103,964
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 64.89 63.78 59.92
R3 62.99 61.88 59.39
R2 61.09 61.09 59.22
R1 59.98 59.98 59.04 59.59
PP 59.19 59.19 59.19 58.99
S1 58.08 58.08 58.70 57.69
S2 57.29 57.29 58.52
S3 55.39 56.18 58.35
S4 53.49 54.28 57.83
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 70.13 68.63 61.54
R3 66.28 64.78 60.48
R2 62.43 62.43 60.13
R1 60.93 60.93 59.77 59.76
PP 58.58 58.58 58.58 58.00
S1 57.08 57.08 59.07 55.91
S2 54.73 54.73 58.71
S3 50.88 53.23 58.36
S4 47.03 49.38 57.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.30 56.33 3.97 6.7% 2.57 4.4% 64% True False 18,373
10 62.83 56.24 6.59 11.2% 2.66 4.5% 40% False False 20,763
20 64.17 56.24 7.93 13.5% 2.27 3.9% 33% False False 16,848
40 64.17 51.35 12.82 21.8% 1.81 3.1% 59% False False 13,790
60 64.17 47.15 17.02 28.9% 1.57 2.7% 69% False False 11,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 68.38
2.618 65.27
1.618 63.37
1.000 62.20
0.618 61.47
HIGH 60.30
0.618 59.57
0.500 59.35
0.382 59.13
LOW 58.40
0.618 57.23
1.000 56.50
1.618 55.33
2.618 53.43
4.250 50.33
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 59.35 58.80
PP 59.19 58.73
S1 59.03 58.67

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

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