NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 58.22 60.68 2.46 4.2% 61.07
High 61.12 61.52 0.40 0.7% 61.62
Low 58.22 59.26 1.04 1.8% 57.18
Close 60.76 61.30 0.54 0.9% 60.76
Range 2.90 2.26 -0.64 -22.1% 4.44
ATR 2.51 2.50 -0.02 -0.7% 0.00
Volume 97,649 81,080 -16,569 -17.0% 503,344
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.47 66.65 62.54
R3 65.21 64.39 61.92
R2 62.95 62.95 61.71
R1 62.13 62.13 61.51 62.54
PP 60.69 60.69 60.69 60.90
S1 59.87 59.87 61.09 60.28
S2 58.43 58.43 60.89
S3 56.17 57.61 60.68
S4 53.91 55.35 60.06
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 73.17 71.41 63.20
R3 68.73 66.97 61.98
R2 64.29 64.29 61.57
R1 62.53 62.53 61.17 61.19
PP 59.85 59.85 59.85 59.19
S1 58.09 58.09 60.35 56.75
S2 55.41 55.41 59.95
S3 50.97 53.65 59.54
S4 46.53 49.21 58.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.52 57.18 4.34 7.1% 3.22 5.2% 95% True False 104,529
10 64.78 57.18 7.60 12.4% 2.97 4.8% 54% False False 100,991
20 66.61 57.18 9.43 15.4% 2.59 4.2% 44% False False 80,460
40 66.61 50.85 15.76 25.7% 2.09 3.4% 66% False False 61,812
60 66.61 47.46 19.15 31.2% 1.80 2.9% 72% False False 48,374
80 66.61 44.59 22.02 35.9% 1.63 2.7% 76% False False 38,604
100 66.61 39.30 27.31 44.6% 1.54 2.5% 81% False False 32,687
120 66.61 36.69 29.92 48.8% 1.49 2.4% 82% False False 28,002
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 False
Stretch 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 71.13
2.618 67.44
1.618 65.18
1.000 63.78
0.618 62.92
HIGH 61.52
0.618 60.66
0.500 60.39
0.382 60.12
LOW 59.26
0.618 57.86
1.000 57.00
1.618 55.60
2.618 53.34
4.250 49.66
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 61.00 60.68
PP 60.69 60.05
S1 60.39 59.43

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

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