NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 60.55 56.99 -3.56 -5.9% 64.34
High 60.62 60.73 0.11 0.2% 64.91
Low 56.92 56.98 0.06 0.1% 57.64
Close 57.38 60.60 3.22 5.6% 60.57
Range 3.70 3.75 0.05 1.4% 7.27
ATR 2.17 2.29 0.11 5.2% 0.00
Volume 100,615 72,543 -28,072 -27.9% 239,931
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 70.69 69.39 62.66
R3 66.94 65.64 61.63
R2 63.19 63.19 61.29
R1 61.89 61.89 60.94 62.54
PP 59.44 59.44 59.44 59.76
S1 58.14 58.14 60.26 58.79
S2 55.69 55.69 59.91
S3 51.94 54.39 59.57
S4 48.19 50.64 58.54
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 63.68 56.92 6.76 11.2% 3.49 5.8% 54% False False 67,330
10 64.91 56.92 7.99 13.2% 2.44 4.0% 46% False False 50,352
20 65.81 56.92 8.89 14.7% 2.35 3.9% 41% False False 44,347
40 65.81 50.64 15.17 25.0% 1.87 3.1% 66% False False 34,976
60 65.81 47.39 18.42 30.4% 1.61 2.7% 72% False False 26,952
80 65.81 44.64 21.17 34.9% 1.47 2.4% 75% False False 21,365
100 65.81 37.08 28.73 47.4% 1.44 2.4% 82% False False 18,037
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.67
2.618 70.55
1.618 66.80
1.000 64.48
0.618 63.05
HIGH 60.73
0.618 59.30
0.500 58.86
0.382 58.41
LOW 56.98
0.618 54.66
1.000 53.23
1.618 50.91
2.618 47.16
4.250 41.04
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 60.02 60.08
PP 59.44 59.57
S1 58.86 59.05

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

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