NYMEX Light Sweet Crude Oil Future September 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 60.55 59.35 -1.20 -2.0% 60.21
High 60.92 60.06 -0.86 -1.4% 60.63
Low 58.88 57.98 -0.90 -1.5% 56.61
Close 59.42 58.24 -1.18 -2.0% 59.93
Range 2.04 2.08 0.04 2.0% 4.02
ATR 2.29 2.28 -0.02 -0.7% 0.00
Volume 24,285 43,677 19,392 79.9% 230,353
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 65.00 63.70 59.38
R3 62.92 61.62 58.81
R2 60.84 60.84 58.62
R1 59.54 59.54 58.43 59.15
PP 58.76 58.76 58.76 58.57
S1 57.46 57.46 58.05 57.07
S2 56.68 56.68 57.86
S3 54.60 55.38 57.67
S4 52.52 53.30 57.10
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 71.12 69.54 62.14
R3 67.10 65.52 61.04
R2 63.08 63.08 60.67
R1 61.50 61.50 60.30 60.28
PP 59.06 59.06 59.06 58.45
S1 57.48 57.48 59.56 56.26
S2 55.04 55.04 59.19
S3 51.02 53.46 58.82
S4 47.00 49.44 57.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.92 56.72 4.20 7.2% 2.43 4.2% 36% False False 36,968
10 63.05 56.61 6.44 11.1% 2.88 4.9% 25% False False 46,082
20 64.96 56.61 8.35 14.3% 2.40 4.1% 20% False False 41,889
40 64.96 52.88 12.08 20.7% 1.95 3.3% 44% False False 38,571
60 64.96 47.38 17.58 30.2% 1.67 2.9% 62% False False 32,390
80 64.96 45.42 19.54 33.6% 1.52 2.6% 66% False False 26,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.90
2.618 65.51
1.618 63.43
1.000 62.14
0.618 61.35
HIGH 60.06
0.618 59.27
0.500 59.02
0.382 58.77
LOW 57.98
0.618 56.69
1.000 55.90
1.618 54.61
2.618 52.53
4.250 49.14
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 59.02 59.45
PP 58.76 59.05
S1 58.50 58.64

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

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