NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary
Previous Current
31-Mar-2021 01-Apr-2021 Change Change % Previous Week
Open 60.40 59.48 -0.92 -1.5% 61.48
High 61.17 61.75 0.58 0.9% 61.91
Low 58.88 58.91 0.03 0.1% 57.29
Close 59.18 61.48 2.30 3.9% 60.96
Range 2.29 2.84 0.55 24.0% 4.62
ATR 2.55 2.57 0.02 0.8% 0.00
Volume 145,015 224,076 79,061 54.5% 1,019,071
Daily Pivots for day following 01-Apr-2021
Classic Woodie Camarilla DeMark
R4 69.23 68.20 63.04
R3 66.39 65.36 62.26
R2 63.55 63.55 62.00
R1 62.52 62.52 61.74 63.04
PP 60.71 60.71 60.71 60.97
S1 59.68 59.68 61.22 60.20
S2 57.87 57.87 60.96
S3 55.03 56.84 60.70
S4 52.19 54.00 59.92
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 58.33 3.89 6.3% 2.55 4.1% 81% False False 165,930
10 62.22 57.29 4.93 8.0% 2.84 4.6% 85% False False 190,956
20 67.29 57.29 10.00 16.3% 2.63 4.3% 42% False False 173,761
40 67.29 54.60 12.69 20.6% 2.24 3.6% 54% False False 153,097
60 67.29 49.33 17.96 29.2% 1.92 3.1% 68% False False 128,456
80 67.29 45.54 21.75 35.4% 1.77 2.9% 73% False False 109,792
100 67.29 39.23 28.06 45.6% 1.69 2.7% 79% False False 100,069
120 67.29 36.26 31.03 50.5% 1.63 2.7% 81% False False 89,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.82
2.618 69.19
1.618 66.35
1.000 64.59
0.618 63.51
HIGH 61.75
0.618 60.67
0.500 60.33
0.382 59.99
LOW 58.91
0.618 57.15
1.000 56.07
1.618 54.31
2.618 51.47
4.250 46.84
Fisher Pivots for day following 01-Apr-2021
Pivot 1 day 3 day
R1 61.10 61.17
PP 60.71 60.86
S1 60.33 60.55

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

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