NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 58.40 57.94 -0.46 -0.8% 57.06
High 58.71 59.82 1.11 1.9% 59.82
Low 57.84 57.41 -0.43 -0.7% 57.00
Close 58.24 59.47 1.23 2.1% 59.47
Range 0.87 2.41 1.54 177.0% 2.82
ATR 1.34 1.41 0.08 5.8% 0.00
Volume 380,445 480,822 100,377 26.4% 2,233,224
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 66.13 65.21 60.80
R3 63.72 62.80 60.13
R2 61.31 61.31 59.91
R1 60.39 60.39 59.69 60.85
PP 58.90 58.90 58.90 59.13
S1 57.98 57.98 59.25 58.44
S2 56.49 56.49 59.03
S3 54.08 55.57 58.81
S4 51.67 53.16 58.14
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 67.22 66.17 61.02
R3 64.40 63.35 60.25
R2 61.58 61.58 59.99
R1 60.53 60.53 59.73 61.06
PP 58.76 58.76 58.76 59.03
S1 57.71 57.71 59.21 58.24
S2 55.94 55.94 58.95
S3 53.12 54.89 58.69
S4 50.30 52.07 57.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.82 57.00 2.82 4.7% 1.32 2.2% 88% True False 446,644
10 59.82 51.64 8.18 13.8% 1.42 2.4% 96% True False 434,393
20 59.82 51.44 8.38 14.1% 1.36 2.3% 96% True False 419,375
40 59.82 46.30 13.52 22.7% 1.42 2.4% 97% True False 283,108
60 59.82 41.35 18.47 31.1% 1.38 2.3% 98% True False 213,714
80 59.82 35.00 24.82 41.7% 1.46 2.5% 99% True False 171,605
100 59.82 35.00 24.82 41.7% 1.45 2.4% 99% True False 144,022
120 59.82 35.00 24.82 41.7% 1.42 2.4% 99% True False 124,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 70.06
2.618 66.13
1.618 63.72
1.000 62.23
0.618 61.31
HIGH 59.82
0.618 58.90
0.500 58.62
0.382 58.33
LOW 57.41
0.618 55.92
1.000 55.00
1.618 53.51
2.618 51.10
4.250 47.17
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 59.19 59.19
PP 58.90 58.90
S1 58.62 58.62

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

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