NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 58.50 61.24 2.74 4.7% 59.36
High 61.94 63.52 1.58 2.6% 63.52
Low 58.34 60.97 2.63 4.5% 56.97
Close 61.07 63.30 2.23 3.7% 63.30
Range 3.60 2.55 -1.05 -29.2% 6.55
ATR 1.72 1.78 0.06 3.4% 0.00
Volume 68,917 47,220 -21,697 -31.5% 210,906
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 70.25 69.32 64.70
R3 67.70 66.77 64.00
R2 65.15 65.15 63.77
R1 64.22 64.22 63.53 64.69
PP 62.60 62.60 62.60 62.83
S1 61.67 61.67 63.07 62.14
S2 60.05 60.05 62.83
S3 57.50 59.12 62.60
S4 54.95 56.57 61.90
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 80.91 78.66 66.90
R3 74.36 72.11 65.10
R2 67.81 67.81 64.50
R1 65.56 65.56 63.90 66.69
PP 61.26 61.26 61.26 61.83
S1 59.01 59.01 62.70 60.14
S2 54.71 54.71 62.10
S3 48.16 52.46 61.50
S4 41.61 45.91 59.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.52 56.97 6.55 10.3% 2.56 4.0% 97% True False 42,181
10 63.52 56.58 6.94 11.0% 2.28 3.6% 97% True False 37,096
20 63.52 54.23 9.29 14.7% 1.70 2.7% 98% True False 37,635
40 63.52 49.45 14.07 22.2% 1.37 2.2% 98% True False 29,079
60 63.52 45.42 18.10 28.6% 1.30 2.1% 99% True False 23,230
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.36
2.618 70.20
1.618 67.65
1.000 66.07
0.618 65.10
HIGH 63.52
0.618 62.55
0.500 62.25
0.382 61.94
LOW 60.97
0.618 59.39
1.000 58.42
1.618 56.84
2.618 54.29
4.250 50.13
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 62.95 62.31
PP 62.60 61.31
S1 62.25 60.32

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

View Archives - Comment on this page... - Back to Index of Symbols