NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 58.36 55.62 -2.74 -4.7% 61.46
High 58.48 58.71 0.23 0.4% 62.16
Low 55.54 55.61 0.07 0.1% 55.81
Close 55.93 58.62 2.69 4.8% 58.47
Range 2.94 3.10 0.16 5.4% 6.35
ATR 2.11 2.18 0.07 3.4% 0.00
Volume 116,074 108,417 -7,657 -6.6% 367,679
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 66.95 65.88 60.33
R3 63.85 62.78 59.47
R2 60.75 60.75 59.19
R1 59.68 59.68 58.90 60.22
PP 57.65 57.65 57.65 57.91
S1 56.58 56.58 58.34 57.12
S2 54.55 54.55 58.05
S3 51.45 53.48 57.77
S4 48.35 50.38 56.92
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 77.86 74.52 61.96
R3 71.51 68.17 60.22
R2 65.16 65.16 59.63
R1 61.82 61.82 59.05 60.32
PP 58.81 58.81 58.81 58.06
S1 55.47 55.47 57.89 53.97
S2 52.46 52.46 57.31
S3 46.11 49.12 56.72
S4 39.76 42.77 54.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.22 55.54 5.68 9.7% 2.98 5.1% 54% False False 96,563
10 62.16 55.54 6.62 11.3% 2.10 3.6% 47% False False 73,352
20 62.74 55.43 7.31 12.5% 2.10 3.6% 44% False False 79,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.89
2.618 66.83
1.618 63.73
1.000 61.81
0.618 60.63
HIGH 58.71
0.618 57.53
0.500 57.16
0.382 56.79
LOW 55.61
0.618 53.69
1.000 52.51
1.618 50.59
2.618 47.49
4.250 42.44
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 58.13 58.18
PP 57.65 57.73
S1 57.16 57.29

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

View Archives - Comment on this page... - Back to Index of Symbols