NYMEX Light Sweet Crude Oil Future December 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	59.98	60.62	0.64	1.1%	57.62
High	60.75	61.78	1.03	1.7%	61.45
Low	59.33	60.46	1.13	1.9%	55.43
Close	60.38	61.64	1.26	2.1%	61.22
Range	1.42	1.32	-0.10	-7.0%	6.02
ATR
Volume	71,998	54,071	-17,927	-24.9%	488,452

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	65.25	64.77	62.37
R3	63.93	63.45	62.00
R2	62.61	62.61	61.88
R1	62.13	62.13	61.76	62.37
PP	61.29	61.29	61.29	61.42
S1	60.81	60.81	61.52	61.05
S2	59.97	59.97	61.40
S3	58.65	59.49	61.28
S4	57.33	58.17	60.91

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	77.43	75.34	64.53
R3	71.41	69.32	62.88
R2	65.39	65.39	62.32
R1	63.30	63.30	61.77	64.35
PP	59.37	59.37	59.37	59.89
S1	57.28	57.28	60.67	58.33
S2	53.35	53.35	60.12
S3	47.33	51.26	59.56
S4	41.31	45.24	57.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.74	59.05	3.69	6.0%	1.91	3.1%	70%	False	False	76,109
10	62.74	55.43	7.31	11.9%	2.14	3.5%	85%	False	False	82,692

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.55
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	67.39
2.618	65.24
1.618	63.92
1.000	63.10
0.618	62.60
HIGH	61.78
0.618	61.28
0.500	61.12
0.382	60.96
LOW	60.46
0.618	59.64
1.000	59.14
1.618	58.32
2.618	57.00
4.250	54.85

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	61.47	61.28
PP	61.29	60.92
S1	61.12	60.56

Download as Excel Spreadsheet

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

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