NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 25-Mar-2021

Day Change Summary
	Previous	Current
	24-Mar-2021	25-Mar-2021	Change	Change %	Previous Week
Open	57.42	60.80	3.38	5.9%	65.31
High	61.31	60.84	-0.47	-0.8%	66.15
Low	57.33	57.46	0.13	0.2%	58.20
Close	61.16	58.57	-2.59	-4.2%	61.31
Range	3.98	3.38	-0.60	-15.1%	7.95
ATR	2.49	2.58	0.09	3.5%	0.00
Volume	190,274	198,965	8,691	4.6%	951,377

Daily Pivots for day following 25-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	69.10	67.21	60.43
R3	65.72	63.83	59.50
R2	62.34	62.34	59.19
R1	60.45	60.45	58.88	59.71
PP	58.96	58.96	58.96	58.58
S1	57.07	57.07	58.26	56.33
S2	55.58	55.58	57.95
S3	52.20	53.69	57.64
S4	48.82	50.31	56.71

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	85.74	81.47	65.68
R3	77.79	73.52	63.50
R2	69.84	69.84	62.77
R1	65.57	65.57	62.04	63.73
PP	61.89	61.89	61.89	60.97
S1	57.62	57.62	60.58	55.78
S2	53.94	53.94	59.85
S3	45.99	49.67	59.12
S4	38.04	41.72	56.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.91	57.29	4.62	7.9%	3.13	5.3%	28%	False	False	215,982
10	66.15	57.29	8.86	15.1%	2.83	4.8%	14%	False	False	188,093
20	67.29	57.29	10.00	17.1%	2.67	4.6%	13%	False	False	168,458
40	67.29	51.13	16.16	27.6%	2.11	3.6%	46%	False	False	143,031
60	67.29	47.50	19.79	33.8%	1.83	3.1%	56%	False	False	119,948
80	67.29	44.51	22.78	38.9%	1.69	2.9%	62%	False	False	103,312
100	67.29	36.26	31.03	53.0%	1.65	2.8%	72%	False	False	93,926
120	67.29	36.26	31.03	53.0%	1.59	2.7%	72%	False	False	83,965

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	75.21
2.618	69.69
1.618	66.31
1.000	64.22
0.618	62.93
HIGH	60.84
0.618	59.55
0.500	59.15
0.382	58.75
LOW	57.46
0.618	55.37
1.000	54.08
1.618	51.99
2.618	48.61
4.250	43.10

Fisher Pivots for day following 25-Mar-2021
Pivot	1 day	3 day
R1	59.15	59.30
PP	58.96	59.06
S1	58.76	58.81

Download as Excel Spreadsheet

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

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