NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	59.50	58.90	-0.60	-1.0%	58.28
High	60.51	61.30	0.79	1.3%	63.09
Low	58.77	58.69	-0.08	-0.1%	58.24
Close	59.17	60.69	1.52	2.6%	60.74
Range	1.74	2.61	0.87	50.0%	4.85
ATR	1.73	1.79	0.06	3.6%	0.00
Volume	121,789	149,563	27,774	22.8%	606,138

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	68.06	66.98	62.13
R3	65.45	64.37	61.41
R2	62.84	62.84	61.17
R1	61.76	61.76	60.93	62.30
PP	60.23	60.23	60.23	60.50
S1	59.15	59.15	60.45	59.69
S2	57.62	57.62	60.21
S3	55.01	56.54	59.97
S4	52.40	53.93	59.25

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	75.24	72.84	63.41
R3	70.39	67.99	62.07
R2	65.54	65.54	61.63
R1	63.14	63.14	61.18	64.34
PP	60.69	60.69	60.69	61.29
S1	58.29	58.29	60.30	59.49
S2	55.84	55.84	59.85
S3	50.99	53.44	59.41
S4	46.14	48.59	58.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.09	58.69	4.40	7.2%	2.09	3.4%	45%	False	True	125,772
10	63.09	57.95	5.14	8.5%	2.20	3.6%	53%	False	False	137,515
20	63.09	54.04	9.05	14.9%	1.72	2.8%	73%	False	False	127,111
40	63.09	47.60	15.49	25.5%	1.53	2.5%	85%	False	False	104,111
60	63.09	45.54	17.55	28.9%	1.43	2.4%	86%	False	False	85,729
80	63.09	39.23	23.86	39.3%	1.42	2.3%	90%	False	False	79,234
100	63.09	36.26	26.83	44.2%	1.41	2.3%	91%	False	False	70,484
120	63.09	36.26	26.83	44.2%	1.40	2.3%	91%	False	False	64,130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	72.39
2.618	68.13
1.618	65.52
1.000	63.91
0.618	62.91
HIGH	61.30
0.618	60.30
0.500	60.00
0.382	59.69
LOW	58.69
0.618	57.08
1.000	56.08
1.618	54.47
2.618	51.86
4.250	47.60

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	60.46	60.60
PP	60.23	60.52
S1	60.00	60.43

Download as Excel Spreadsheet

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

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