NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 02-Feb-2021
Day Change Summary
Previous Current
01-Feb-2021 02-Feb-2021 Change Change % Previous Week
Open 51.99 53.48 1.49 2.9% 52.17
High 53.74 55.26 1.52 2.8% 53.58
Low 51.64 53.45 1.81 3.5% 51.82
Close 53.55 54.76 1.21 2.3% 52.20
Range 2.10 1.81 -0.29 -13.8% 1.76
ATR 1.43 1.46 0.03 1.9% 0.00
Volume 416,067 463,718 47,651 11.5% 1,928,310
Daily Pivots for day following 02-Feb-2021
Classic Woodie Camarilla DeMark
R4 59.92 59.15 55.76
R3 58.11 57.34 55.26
R2 56.30 56.30 55.09
R1 55.53 55.53 54.93 55.92
PP 54.49 54.49 54.49 54.68
S1 53.72 53.72 54.59 54.11
S2 52.68 52.68 54.43
S3 50.87 51.91 54.26
S4 49.06 50.10 53.76
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 57.81 56.77 53.17
R3 56.05 55.01 52.68
R2 54.29 54.29 52.52
R1 53.25 53.25 52.36 53.77
PP 52.53 52.53 52.53 52.80
S1 51.49 51.49 52.04 52.01
S2 50.77 50.77 51.88
S3 49.01 49.73 51.72
S4 47.25 47.97 51.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.26 51.64 3.62 6.6% 1.64 3.0% 86% True False 428,896
10 55.26 51.44 3.82 7.0% 1.37 2.5% 87% True False 399,827
20 55.26 47.39 7.87 14.4% 1.48 2.7% 94% True False 346,368
40 55.26 45.30 9.96 18.2% 1.41 2.6% 95% True False 213,619
60 55.26 38.21 17.05 31.1% 1.44 2.6% 97% True False 163,963
80 55.26 35.00 20.26 37.0% 1.45 2.6% 98% True False 131,734
100 55.26 35.00 20.26 37.0% 1.45 2.6% 98% True False 111,801
120 55.26 35.00 20.26 37.0% 1.39 2.5% 98% True False 96,609
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.95
2.618 60.00
1.618 58.19
1.000 57.07
0.618 56.38
HIGH 55.26
0.618 54.57
0.500 54.36
0.382 54.14
LOW 53.45
0.618 52.33
1.000 51.64
1.618 50.52
2.618 48.71
4.250 45.76
Fisher Pivots for day following 02-Feb-2021
Pivot 1 day 3 day
R1 54.63 54.32
PP 54.49 53.89
S1 54.36 53.45

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

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