NYMEX Light Sweet Crude Oil Future July 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	62.96	63.76	0.80	1.3%	60.56
High	64.01	65.25	1.24	1.9%	65.03
Low	62.32	63.65	1.33	2.1%	58.20
Close	63.58	65.11	1.53	2.4%	64.81
Range	1.69	1.60	-0.09	-5.3%	6.83
ATR	1.99	1.96	-0.02	-1.1%	0.00
Volume	55,913	61,430	5,517	9.9%	296,052

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	69.47	68.89	65.99
R3	67.87	67.29	65.55
R2	66.27	66.27	65.40
R1	65.69	65.69	65.26	65.98
PP	64.67	64.67	64.67	64.82
S1	64.09	64.09	64.96	64.38
S2	63.07	63.07	64.82
S3	61.47	62.49	64.67
S4	59.87	60.89	64.23

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	83.17	80.82	68.57
R3	76.34	73.99	66.69
R2	69.51	69.51	66.06
R1	67.16	67.16	65.44	68.34
PP	62.68	62.68	62.68	63.27
S1	60.33	60.33	64.18	61.51
S2	55.85	55.85	63.56
S3	49.02	53.50	62.93
S4	42.19	46.67	61.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	66.61	62.32	4.29	6.6%	2.21	3.4%	65%	False	False	63,219
10	66.61	58.20	8.41	12.9%	2.42	3.7%	82%	False	False	58,357
20	66.61	56.25	10.36	15.9%	2.08	3.2%	86%	False	False	54,680
40	66.61	50.78	15.83	24.3%	1.61	2.5%	91%	False	False	40,970
60	66.61	46.17	20.44	31.4%	1.49	2.3%	93%	False	False	31,489
80	66.61	41.85	24.76	38.0%	1.37	2.1%	94%	False	False	26,446
100	66.61	36.69	29.92	46.0%	1.38	2.1%	95%	False	False	22,154
120	66.61	36.69	29.92	46.0%	1.35	2.1%	95%	False	False	19,117

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	0.58
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	72.05
2.618	69.44
1.618	67.84
1.000	66.85
0.618	66.24
HIGH	65.25
0.618	64.64
0.500	64.45
0.382	64.26
LOW	63.65
0.618	62.66
1.000	62.05
1.618	61.06
2.618	59.46
4.250	56.85

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	64.89	64.67
PP	64.67	64.23
S1	64.45	63.79

Download as Excel Spreadsheet

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

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