NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 57.13 58.50 1.37 2.4% 56.58
High 59.47 61.94 2.47 4.2% 61.17
Low 57.11 58.34 1.23 2.2% 56.58
Close 58.94 61.07 2.13 3.6% 58.81
Range 2.36 3.60 1.24 52.5% 4.59
ATR 1.58 1.72 0.14 9.1% 0.00
Volume 32,081 68,917 36,836 114.8% 160,063
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 71.25 69.76 63.05
R3 67.65 66.16 62.06
R2 64.05 64.05 61.73
R1 62.56 62.56 61.40 63.31
PP 60.45 60.45 60.45 60.82
S1 58.96 58.96 60.74 59.71
S2 56.85 56.85 60.41
S3 53.25 55.36 60.08
S4 49.65 51.76 59.09
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 72.62 70.31 61.33
R3 68.03 65.72 60.07
R2 63.44 63.44 59.65
R1 61.13 61.13 59.23 62.29
PP 58.85 58.85 58.85 59.43
S1 56.54 56.54 58.39 57.70
S2 54.26 54.26 57.97
S3 49.67 51.95 57.55
S4 45.08 47.36 56.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.94 56.97 4.97 8.1% 2.45 4.0% 82% True False 37,340
10 61.94 56.36 5.58 9.1% 2.17 3.5% 84% True False 38,757
20 61.94 53.39 8.55 14.0% 1.62 2.6% 90% True False 36,939
40 61.94 48.71 13.23 21.7% 1.34 2.2% 93% True False 28,766
60 61.94 45.42 16.52 27.1% 1.27 2.1% 95% True False 22,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 77.24
2.618 71.36
1.618 67.76
1.000 65.54
0.618 64.16
HIGH 61.94
0.618 60.56
0.500 60.14
0.382 59.72
LOW 58.34
0.618 56.12
1.000 54.74
1.618 52.52
2.618 48.92
4.250 43.04
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 60.76 60.53
PP 60.45 59.99
S1 60.14 59.46

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

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