NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 63.41 58.87 -4.54 -7.2% 64.34
High 63.68 60.88 -2.80 -4.4% 64.91
Low 57.64 58.39 0.75 1.3% 57.64
Close 59.25 60.57 1.32 2.2% 60.57
Range 6.04 2.49 -3.55 -58.8% 7.27
ATR 2.06 2.09 0.03 1.5% 0.00
Volume 72,181 69,287 -2,894 -4.0% 239,931
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 67.42 66.48 61.94
R3 64.93 63.99 61.25
R2 62.44 62.44 61.03
R1 61.50 61.50 60.80 61.97
PP 59.95 59.95 59.95 60.18
S1 59.01 59.01 60.34 59.48
S2 57.46 57.46 60.11
S3 54.97 56.52 59.89
S4 52.48 54.03 59.20
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 82.85 78.98 64.57
R3 75.58 71.71 62.57
R2 68.31 68.31 61.90
R1 64.44 64.44 61.24 62.74
PP 61.04 61.04 61.04 60.19
S1 57.17 57.17 59.90 55.47
S2 53.77 53.77 59.24
S3 46.50 49.90 58.57
S4 39.23 42.63 56.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.91 57.64 7.27 12.0% 2.66 4.4% 40% False False 47,986
10 65.81 57.64 8.17 13.5% 2.20 3.6% 36% False False 42,643
20 65.81 57.17 8.64 14.3% 2.26 3.7% 39% False False 38,628
40 65.81 50.52 15.29 25.2% 1.72 2.8% 66% False False 30,800
60 65.81 46.41 19.40 32.0% 1.52 2.5% 73% False False 23,809
80 65.81 43.64 22.17 36.6% 1.40 2.3% 76% False False 19,306
100 65.81 37.08 28.73 47.4% 1.39 2.3% 82% False False 16,185
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.46
2.618 67.40
1.618 64.91
1.000 63.37
0.618 62.42
HIGH 60.88
0.618 59.93
0.500 59.64
0.382 59.34
LOW 58.39
0.618 56.85
1.000 55.90
1.618 54.36
2.618 51.87
4.250 47.81
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 60.26 60.91
PP 59.95 60.79
S1 59.64 60.68

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

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