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

Download as Excel Spreadsheet

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

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