NYMEX Light Sweet Crude Oil Future October 2021

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	62.84	62.90	0.06	0.1%	62.99
High	63.08	63.44	0.36	0.6%	64.17
Low	62.52	61.69	-0.83	-1.3%	60.48
Close	62.76	62.65	-0.11	-0.2%	62.76
Range	0.56	1.75	1.19	212.5%	3.69
ATR	1.65	1.65	0.01	0.5%	0.00
Volume	5,853	12,029	6,176	105.5%	51,541

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	67.84	67.00	63.61
R3	66.09	65.25	63.13
R2	64.34	64.34	62.97
R1	63.50	63.50	62.81	63.05
PP	62.59	62.59	62.59	62.37
S1	61.75	61.75	62.49	61.30
S2	60.84	60.84	62.33
S3	59.09	60.00	62.17
S4	57.34	58.25	61.69

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	73.54	71.84	64.79
R3	69.85	68.15	63.77
R2	66.16	66.16	63.44
R1	64.46	64.46	63.10	63.47
PP	62.47	62.47	62.47	61.97
S1	60.77	60.77	62.42	59.78
S2	58.78	58.78	62.08
S3	55.09	57.08	61.75
S4	51.40	53.39	60.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.44	60.48	2.96	4.7%	1.37	2.2%	73%	True	False	10,278
10	64.17	56.40	7.77	12.4%	1.93	3.1%	80%	False	False	12,710
20	64.17	55.73	8.44	13.5%	1.81	2.9%	82%	False	False	12,018
40	64.17	49.96	14.21	22.7%	1.40	2.2%	89%	False	False	10,135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	70.88
2.618	68.02
1.618	66.27
1.000	65.19
0.618	64.52
HIGH	63.44
0.618	62.77
0.500	62.57
0.382	62.36
LOW	61.69
0.618	60.61
1.000	59.94
1.618	58.86
2.618	57.11
4.250	54.25

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	62.62	62.62
PP	62.59	62.59
S1	62.57	62.57

Download as Excel Spreadsheet

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

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