NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 59.41 56.37 -3.04 -5.1% 62.90
High 59.43 59.72 0.29 0.5% 63.44
Low 56.24 56.37 0.13 0.2% 56.77
Close 56.64 59.61 2.97 5.2% 59.50
Range 3.19 3.35 0.16 5.0% 6.67
ATR 1.99 2.09 0.10 4.9% 0.00
Volume 27,300 21,174 -6,126 -22.4% 98,712
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 68.62 67.46 61.45
R3 65.27 64.11 60.53
R2 61.92 61.92 60.22
R1 60.76 60.76 59.92 61.34
PP 58.57 58.57 58.57 58.86
S1 57.41 57.41 59.30 57.99
S2 55.22 55.22 59.00
S3 51.87 54.06 58.69
S4 48.52 50.71 57.77
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 79.91 76.38 63.17
R3 73.24 69.71 61.33
R2 66.57 66.57 60.72
R1 63.04 63.04 60.11 61.47
PP 59.90 59.90 59.90 59.12
S1 56.37 56.37 58.89 54.80
S2 53.23 53.23 58.28
S3 46.56 49.70 57.67
S4 39.89 43.03 55.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.38 56.24 6.14 10.3% 3.16 5.3% 55% False False 24,098
10 63.44 56.24 7.20 12.1% 2.19 3.7% 47% False False 17,445
20 64.17 56.24 7.93 13.3% 2.14 3.6% 42% False False 15,066
40 64.17 49.96 14.21 23.8% 1.70 2.8% 68% False False 12,579
60 64.17 47.15 17.02 28.6% 1.46 2.5% 73% False False 10,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.96
2.618 68.49
1.618 65.14
1.000 63.07
0.618 61.79
HIGH 59.72
0.618 58.44
0.500 58.05
0.382 57.65
LOW 56.37
0.618 54.30
1.000 53.02
1.618 50.95
2.618 47.60
4.250 42.13
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 59.09 59.13
PP 58.57 58.65
S1 58.05 58.17

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

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