NYMEX Light Sweet Crude Oil Future August 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 61.09 59.85 -1.24 -2.0% 60.60
High 61.50 60.58 -0.92 -1.5% 61.18
Low 59.36 58.45 -0.91 -1.5% 56.92
Close 59.94 58.69 -1.25 -2.1% 60.40
Range 2.14 2.13 -0.01 -0.5% 4.26
ATR 2.37 2.36 -0.02 -0.7% 0.00
Volume 32,184 48,320 16,136 50.1% 278,939
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 65.63 64.29 59.86
R3 63.50 62.16 59.28
R2 61.37 61.37 59.08
R1 60.03 60.03 58.89 59.64
PP 59.24 59.24 59.24 59.04
S1 57.90 57.90 58.49 57.51
S2 57.11 57.11 58.30
S3 54.98 55.77 58.10
S4 52.85 53.64 57.52
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 72.28 70.60 62.74
R3 68.02 66.34 61.57
R2 63.76 63.76 61.18
R1 62.08 62.08 60.79 60.79
PP 59.50 59.50 59.50 58.86
S1 57.82 57.82 60.01 56.53
S2 55.24 55.24 59.62
S3 50.98 53.56 59.23
S4 46.72 49.30 58.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.50 57.07 4.43 7.5% 2.50 4.3% 37% False False 40,889
10 63.68 56.92 6.76 11.5% 2.99 5.1% 26% False False 54,109
20 65.81 56.92 8.89 15.1% 2.49 4.2% 20% False False 46,561
40 65.81 53.25 12.56 21.4% 2.02 3.4% 43% False False 38,275
60 65.81 47.55 18.26 31.1% 1.73 2.9% 61% False False 29,902
80 65.81 45.50 20.31 34.6% 1.56 2.7% 65% False False 23,613
100 65.81 39.76 26.05 44.4% 1.48 2.5% 73% False False 19,909
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 69.63
2.618 66.16
1.618 64.03
1.000 62.71
0.618 61.90
HIGH 60.58
0.618 59.77
0.500 59.52
0.382 59.26
LOW 58.45
0.618 57.13
1.000 56.32
1.618 55.00
2.618 52.87
4.250 49.40
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 59.52 59.98
PP 59.24 59.55
S1 58.97 59.12

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

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