NYMEX Light Sweet Crude Oil Future October 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	58.21	60.51	2.30	4.0%	58.80
High	61.21	62.68	1.47	2.4%	62.68
Low	57.82	60.43	2.61	4.5%	56.40
Close	60.38	62.54	2.16	3.6%	62.54
Range	3.39	2.25	-1.14	-33.6%	6.28
ATR	1.64	1.69	0.05	2.9%	0.00
Volume	23,981	21,251	-2,730	-11.4%	71,894

Daily Pivots for day following 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	68.63	67.84	63.78
R3	66.38	65.59	63.16
R2	64.13	64.13	62.95
R1	63.34	63.34	62.75	63.74
PP	61.88	61.88	61.88	62.08
S1	61.09	61.09	62.33	61.49
S2	59.63	59.63	62.13
S3	57.38	58.84	61.92
S4	55.13	56.59	61.30

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	79.38	77.24	65.99
R3	73.10	70.96	64.27
R2	66.82	66.82	63.69
R1	64.68	64.68	63.12	65.75
PP	60.54	60.54	60.54	61.08
S1	58.40	58.40	61.96	59.47
S2	54.26	54.26	61.39
S3	47.98	52.12	60.81
S4	41.70	45.84	59.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.68	56.40	6.28	10.0%	2.43	3.9%	98%	True	False	14,378
10	62.68	56.40	6.28	10.0%	2.14	3.4%	98%	True	False	11,423
20	62.68	53.77	8.91	14.2%	1.59	2.5%	98%	True	False	12,181
40	62.68	49.15	13.53	21.6%	1.30	2.1%	99%	True	False	9,358

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	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	72.24
2.618	68.57
1.618	66.32
1.000	64.93
0.618	64.07
HIGH	62.68
0.618	61.82
0.500	61.56
0.382	61.29
LOW	60.43
0.618	59.04
1.000	58.18
1.618	56.79
2.618	54.54
4.250	50.87

Fisher Pivots for day following 05-Mar-2021
Pivot	1 day	3 day
R1	62.21	61.57
PP	61.88	60.61
S1	61.56	59.64

Download as Excel Spreadsheet

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

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