NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 31-Mar-2021
Day Change Summary
Previous Current
30-Mar-2021 31-Mar-2021 Change Change % Previous Week
Open 61.63 60.31 -1.32 -2.1% 61.07
High 61.99 60.98 -1.01 -1.6% 61.62
Low 59.75 58.75 -1.00 -1.7% 57.18
Close 60.35 59.03 -1.32 -2.2% 60.76
Range 2.24 2.23 -0.01 -0.4% 4.44
ATR 2.48 2.46 -0.02 -0.7% 0.00
Volume 68,563 81,340 12,777 18.6% 503,344
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 66.28 64.88 60.26
R3 64.05 62.65 59.64
R2 61.82 61.82 59.44
R1 60.42 60.42 59.23 60.01
PP 59.59 59.59 59.59 59.38
S1 58.19 58.19 58.83 57.78
S2 57.36 57.36 58.62
S3 55.13 55.96 58.42
S4 52.90 53.73 57.80
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 61.99 57.34 4.65 7.9% 2.58 4.4% 36% False False 81,325
10 64.25 57.18 7.07 12.0% 3.11 5.3% 26% False False 100,254
20 66.61 57.18 9.43 16.0% 2.60 4.4% 20% False False 83,258
40 66.61 53.66 12.95 21.9% 2.11 3.6% 41% False False 64,040
60 66.61 47.60 19.01 32.2% 1.82 3.1% 60% False False 50,362
80 66.61 45.55 21.06 35.7% 1.66 2.8% 64% False False 40,192
100 66.61 39.53 27.08 45.9% 1.56 2.6% 72% False False 34,081
120 66.61 36.69 29.92 50.7% 1.51 2.6% 75% False False 29,173
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.34
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 70.46
2.618 66.82
1.618 64.59
1.000 63.21
0.618 62.36
HIGH 60.98
0.618 60.13
0.500 59.87
0.382 59.60
LOW 58.75
0.618 57.37
1.000 56.52
1.618 55.14
2.618 52.91
4.250 49.27
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 59.87 60.37
PP 59.59 59.92
S1 59.31 59.48

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

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