NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 63.17 61.42 -1.75 -2.8% 58.82
High 63.24 62.67 -0.57 -0.9% 63.56
Low 61.04 59.77 -1.27 -2.1% 58.62
Close 61.23 60.42 -0.81 -1.3% 61.23
Range 2.20 2.90 0.70 31.8% 4.94
ATR 1.71 1.79 0.09 5.0% 0.00
Volume 124,256 153,327 29,071 23.4% 763,344
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 69.65 67.94 62.02
R3 66.75 65.04 61.22
R2 63.85 63.85 60.95
R1 62.14 62.14 60.69 61.55
PP 60.95 60.95 60.95 60.66
S1 59.24 59.24 60.15 58.65
S2 58.05 58.05 59.89
S3 55.15 56.34 59.62
S4 52.25 53.44 58.83
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 75.96 73.53 63.95
R3 71.02 68.59 62.59
R2 66.08 66.08 62.14
R1 63.65 63.65 61.68 64.87
PP 61.14 61.14 61.14 61.74
S1 58.71 58.71 60.78 59.93
S2 56.20 56.20 60.32
S3 51.26 53.77 59.87
S4 46.32 48.83 58.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.56 59.77 3.79 6.3% 2.20 3.6% 17% False True 151,662
10 63.56 58.36 5.20 8.6% 2.15 3.6% 40% False False 181,501
20 63.56 51.37 12.19 20.2% 1.75 2.9% 74% False False 143,020
40 63.56 47.50 16.06 26.6% 1.55 2.6% 80% False False 98,957
60 63.56 44.49 19.07 31.6% 1.44 2.4% 84% False False 72,779
80 63.56 38.58 24.98 41.3% 1.43 2.4% 87% False False 59,899
100 63.56 36.00 27.56 45.6% 1.41 2.3% 89% False False 49,862
120 63.56 36.00 27.56 45.6% 1.41 2.3% 89% False False 42,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.00
2.618 70.26
1.618 67.36
1.000 65.57
0.618 64.46
HIGH 62.67
0.618 61.56
0.500 61.22
0.382 60.88
LOW 59.77
0.618 57.98
1.000 56.87
1.618 55.08
2.618 52.18
4.250 47.45
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 61.22 61.67
PP 60.95 61.25
S1 60.69 60.84

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

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