NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 63.28 62.82 -0.46 -0.7% 63.77
High 63.53 63.05 -0.48 -0.8% 64.96
Low 62.12 57.15 -4.97 -8.0% 61.13
Close 62.88 58.78 -4.10 -6.5% 63.48
Range 1.41 5.90 4.49 318.4% 3.83
ATR 1.70 2.00 0.30 17.7% 0.00
Volume 47,476 64,721 17,245 36.3% 162,663
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 77.36 73.97 62.03
R3 71.46 68.07 60.40
R2 65.56 65.56 59.86
R1 62.17 62.17 59.32 60.92
PP 59.66 59.66 59.66 59.03
S1 56.27 56.27 58.24 55.02
S2 53.76 53.76 57.70
S3 47.86 50.37 57.16
S4 41.96 44.47 55.54
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 74.68 72.91 65.59
R3 70.85 69.08 64.53
R2 67.02 67.02 64.18
R1 65.25 65.25 63.83 64.22
PP 63.19 63.19 63.19 62.68
S1 61.42 61.42 63.13 60.39
S2 59.36 59.36 62.78
S3 55.53 57.59 62.43
S4 51.70 53.76 61.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.21 57.15 7.06 12.0% 2.24 3.8% 23% False True 36,815
10 64.96 57.15 7.81 13.3% 2.14 3.6% 21% False True 37,276
20 64.96 56.36 8.60 14.6% 2.15 3.7% 28% False False 38,017
40 64.96 50.24 14.72 25.0% 1.62 2.7% 58% False False 32,575
60 64.96 46.20 18.76 31.9% 1.48 2.5% 67% False False 26,624
80 64.96 42.95 22.01 37.4% 1.35 2.3% 72% False False 23,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 88.13
2.618 78.50
1.618 72.60
1.000 68.95
0.618 66.70
HIGH 63.05
0.618 60.80
0.500 60.10
0.382 59.40
LOW 57.15
0.618 53.50
1.000 51.25
1.618 47.60
2.618 41.70
4.250 32.08
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 60.10 60.34
PP 59.66 59.82
S1 59.22 59.30

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

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