NYMEX Light Sweet Crude Oil Future August 2021

Trading Metrics calculated at close of trading on 16-Mar-2021

Day Change Summary
	Previous	Current
	15-Mar-2021	16-Mar-2021	Change	Change %	Previous Week
Open	64.34	63.98	-0.36	-0.6%	64.55
High	64.91	64.05	-0.86	-1.3%	65.81
Low	63.00	62.69	-0.31	-0.5%	61.74
Close	64.07	63.68	-0.39	-0.6%	64.19
Range	1.91	1.36	-0.55	-28.8%	4.07
ATR	1.80	1.77	-0.03	-1.7%	0.00
Volume	21,265	29,774	8,509	40.0%	186,508

Daily Pivots for day following 16-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	67.55	66.98	64.43
R3	66.19	65.62	64.05
R2	64.83	64.83	63.93
R1	64.26	64.26	63.80	63.87
PP	63.47	63.47	63.47	63.28
S1	62.90	62.90	63.56	62.51
S2	62.11	62.11	63.43
S3	60.75	61.54	63.31
S4	59.39	60.18	62.93

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.12	74.23	66.43
R3	72.05	70.16	65.31
R2	67.98	67.98	64.94
R1	66.09	66.09	64.56	65.00
PP	63.91	63.91	63.91	63.37
S1	62.02	62.02	63.82	60.93
S2	59.84	59.84	63.44
S3	55.77	57.95	63.07
S4	51.70	53.88	61.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	64.91	61.74	3.17	5.0%	1.42	2.2%	61%	False	False	30,553
10	65.81	57.68	8.13	12.8%	2.08	3.3%	74%	False	False	37,743
20	65.81	56.87	8.94	14.0%	2.01	3.2%	76%	False	False	35,176
40	65.81	50.52	15.29	24.0%	1.53	2.4%	86%	False	False	27,214
60	65.81	46.35	19.46	30.6%	1.42	2.2%	89%	False	False	20,837
80	65.81	42.69	23.12	36.3%	1.30	2.0%	91%	False	False	17,066
100	65.81	37.08	28.73	45.1%	1.32	2.1%	93%	False	False	14,374

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	69.83
2.618	67.61
1.618	66.25
1.000	65.41
0.618	64.89
HIGH	64.05
0.618	63.53
0.500	63.37
0.382	63.21
LOW	62.69
0.618	61.85
1.000	61.33
1.618	60.49
2.618	59.13
4.250	56.91

Fisher Pivots for day following 16-Mar-2021
Pivot	1 day	3 day
R1	63.58	63.80
PP	63.47	63.76
S1	63.37	63.72

Download as Excel Spreadsheet

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

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