NYMEX Light Sweet Crude Oil Future September 2021

Trading Metrics calculated at close of trading on 22-Mar-2021

Day Change Summary
	Previous	Current
	19-Mar-2021	22-Mar-2021	Change	Change %	Previous Week
Open	58.50	60.21	1.71	2.9%	63.49
High	60.34	60.63	0.29	0.5%	64.21
Low	58.00	59.17	1.17	2.0%	57.15
Close	60.05	60.30	0.25	0.4%	60.05
Range	2.34	1.46	-0.88	-37.6%	7.06
ATR	2.02	1.98	-0.04	-2.0%	0.00
Volume	61,755	27,772	-33,983	-55.0%	224,641

Daily Pivots for day following 22-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	64.41	63.82	61.10
R3	62.95	62.36	60.70
R2	61.49	61.49	60.57
R1	60.90	60.90	60.43	61.20
PP	60.03	60.03	60.03	60.18
S1	59.44	59.44	60.17	59.74
S2	58.57	58.57	60.03
S3	57.11	57.98	59.90
S4	55.65	56.52	59.50

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	81.65	77.91	63.93
R3	74.59	70.85	61.99
R2	67.53	67.53	61.34
R1	63.79	63.79	60.70	62.13
PP	60.47	60.47	60.47	59.64
S1	56.73	56.73	59.40	55.07
S2	53.41	53.41	58.76
S3	46.35	49.67	58.11
S4	39.29	42.61	56.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.53	57.15	6.38	10.6%	2.49	4.1%	49%	False	False	45,913
10	64.21	57.15	7.06	11.7%	1.98	3.3%	45%	False	False	38,694
20	64.96	56.97	7.99	13.3%	2.13	3.5%	42%	False	False	37,080
40	64.96	50.32	14.64	24.3%	1.67	2.8%	68%	False	False	34,028
60	64.96	46.28	18.68	31.0%	1.48	2.5%	75%	False	False	27,943
80	64.96	43.51	21.45	35.6%	1.38	2.3%	78%	False	False	24,107

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	0.38
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	66.84
2.618	64.45
1.618	62.99
1.000	62.09
0.618	61.53
HIGH	60.63
0.618	60.07
0.500	59.90
0.382	59.73
LOW	59.17
0.618	58.27
1.000	57.71
1.618	56.81
2.618	55.35
4.250	52.97

Fisher Pivots for day following 22-Mar-2021
Pivot	1 day	3 day
R1	60.17	60.23
PP	60.03	60.17
S1	59.90	60.10

Download as Excel Spreadsheet

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

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