NYMEX Light Sweet Crude Oil Future October 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	57.13	56.60	-0.53	-0.9%	56.44
High	58.14	58.87	0.73	1.3%	60.55
Low	56.40	56.60	0.20	0.4%	56.44
Close	56.97	58.37	1.40	2.5%	58.20
Range	1.74	2.27	0.53	30.5%	4.11
ATR	1.45	1.51	0.06	4.0%	0.00
Volume	10,806	7,496	-3,310	-30.6%	42,342

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	64.76	63.83	59.62
R3	62.49	61.56	58.99
R2	60.22	60.22	58.79
R1	59.29	59.29	58.58	59.76
PP	57.95	57.95	57.95	58.18
S1	57.02	57.02	58.16	57.49
S2	55.68	55.68	57.95
S3	53.41	54.75	57.75
S4	51.14	52.48	57.12

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	70.73	68.57	60.46
R3	66.62	64.46	59.33
R2	62.51	62.51	58.95
R1	60.35	60.35	58.58	61.43
PP	58.40	58.40	58.40	58.94
S1	56.24	56.24	57.82	57.32
S2	54.29	54.29	57.45
S3	50.18	52.13	57.07
S4	46.07	48.02	55.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.55	56.40	4.15	7.1%	1.86	3.2%	47%	False	False	8,511
10	60.55	55.73	4.82	8.3%	1.88	3.2%	55%	False	False	10,620
20	60.55	52.49	8.06	13.8%	1.40	2.4%	73%	False	False	10,729
40	60.55	47.39	13.16	22.5%	1.23	2.1%	83%	False	False	8,660

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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	68.52
2.618	64.81
1.618	62.54
1.000	61.14
0.618	60.27
HIGH	58.87
0.618	58.00
0.500	57.74
0.382	57.47
LOW	56.60
0.618	55.20
1.000	54.33
1.618	52.93
2.618	50.66
4.250	46.95

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	58.16	58.23
PP	57.95	58.10
S1	57.74	57.96

Download as Excel Spreadsheet

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

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