NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 59.98 60.62 0.64 1.1% 57.62
High 60.75 61.78 1.03 1.7% 61.45
Low 59.33 60.46 1.13 1.9% 55.43
Close 60.38 61.64 1.26 2.1% 61.22
Range 1.42 1.32 -0.10 -7.0% 6.02
ATR
Volume 71,998 54,071 -17,927 -24.9% 488,452
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 65.25 64.77 62.37
R3 63.93 63.45 62.00
R2 62.61 62.61 61.88
R1 62.13 62.13 61.76 62.37
PP 61.29 61.29 61.29 61.42
S1 60.81 60.81 61.52 61.05
S2 59.97 59.97 61.40
S3 58.65 59.49 61.28
S4 57.33 58.17 60.91
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 77.43 75.34 64.53
R3 71.41 69.32 62.88
R2 65.39 65.39 62.32
R1 63.30 63.30 61.77 64.35
PP 59.37 59.37 59.37 59.89
S1 57.28 57.28 60.67 58.33
S2 53.35 53.35 60.12
S3 47.33 51.26 59.56
S4 41.31 45.24 57.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.74 59.05 3.69 6.0% 1.91 3.1% 70% False False 76,109
10 62.74 55.43 7.31 11.9% 2.14 3.5% 85% False False 82,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 67.39
2.618 65.24
1.618 63.92
1.000 63.10
0.618 62.60
HIGH 61.78
0.618 61.28
0.500 61.12
0.382 60.96
LOW 60.46
0.618 59.64
1.000 59.14
1.618 58.32
2.618 57.00
4.250 54.85
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 61.47 61.28
PP 61.29 60.92
S1 61.12 60.56

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

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