NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 30-Mar-2021

Day Change Summary
	Previous	Current
	29-Mar-2021	30-Mar-2021	Change	Change %	Previous Week
Open	60.94	61.92	0.98	1.6%	61.48
High	61.74	62.22	0.48	0.8%	61.91
Low	59.42	59.95	0.53	0.9%	57.29
Close	61.53	60.56	-0.97	-1.6%	60.96
Range	2.32	2.27	-0.05	-2.2%	4.62
ATR	2.59	2.57	-0.02	-0.9%	0.00
Volume	142,055	134,605	-7,450	-5.2%	1,019,071

Daily Pivots for day following 30-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	67.72	66.41	61.81
R3	65.45	64.14	61.18
R2	63.18	63.18	60.98
R1	61.87	61.87	60.77	61.39
PP	60.91	60.91	60.91	60.67
S1	59.60	59.60	60.35	59.12
S2	58.64	58.64	60.14
S3	56.37	57.33	59.94
S4	54.10	55.06	59.31

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	73.91	72.06	63.50
R3	69.29	67.44	62.23
R2	64.67	64.67	61.81
R1	62.82	62.82	61.38	61.44
PP	60.05	60.05	60.05	59.36
S1	58.20	58.20	60.54	56.82
S2	55.43	55.43	60.11
S3	50.81	53.58	59.69
S4	46.19	48.96	58.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.22	57.33	4.89	8.1%	2.99	4.9%	66%	True	False	169,959
10	65.21	57.29	7.92	13.1%	3.14	5.2%	41%	False	False	201,687
20	67.29	57.29	10.00	16.5%	2.71	4.5%	33%	False	False	174,033
40	67.29	52.78	14.51	24.0%	2.19	3.6%	54%	False	False	149,615
60	67.29	47.50	19.79	32.7%	1.92	3.2%	66%	False	False	126,331
80	67.29	45.06	22.23	36.7%	1.73	2.9%	70%	False	False	106,688
100	67.29	39.23	28.06	46.3%	1.67	2.8%	76%	False	False	97,079
120	67.29	36.26	31.03	51.2%	1.61	2.7%	78%	False	False	86,759

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	0.34
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	71.87
2.618	68.16
1.618	65.89
1.000	64.49
0.618	63.62
HIGH	62.22
0.618	61.35
0.500	61.09
0.382	60.82
LOW	59.95
0.618	58.55
1.000	57.68
1.618	56.28
2.618	54.01
4.250	50.30

Fisher Pivots for day following 30-Mar-2021
Pivot	1 day	3 day
R1	61.09	60.47
PP	60.91	60.37
S1	60.74	60.28

Download as Excel Spreadsheet

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

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