NYMEX Light Sweet Crude Oil Future December 2021

Trading Metrics calculated at close of trading on 31-Mar-2021

Day Change Summary
	Previous	Current
	30-Mar-2021	31-Mar-2021	Change	Change %	Previous Week
Open	59.02	57.77	-1.25	-2.1%	58.69
High	59.23	58.50	-0.73	-1.2%	59.04
Low	57.37	56.61	-0.76	-1.3%	55.54
Close	57.85	56.85	-1.00	-1.7%	58.44
Range	1.86	1.89	0.03	1.6%	3.50
ATR	2.22	2.19	-0.02	-1.0%	0.00
Volume	45,515	53,920	8,405	18.5%	398,167

Daily Pivots for day following 31-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	62.99	61.81	57.89
R3	61.10	59.92	57.37
R2	59.21	59.21	57.20
R1	58.03	58.03	57.02	57.68
PP	57.32	57.32	57.32	57.14
S1	56.14	56.14	56.68	55.79
S2	55.43	55.43	56.50
S3	53.54	54.25	56.33
S4	51.65	52.36	55.81

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	68.17	66.81	60.37
R3	64.67	63.31	59.40
R2	61.17	61.17	59.08
R1	59.81	59.81	58.76	58.74
PP	57.67	57.67	57.67	57.14
S1	56.31	56.31	58.12	55.24
S2	54.17	54.17	57.80
S3	50.67	52.81	57.48
S4	47.17	49.31	56.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.23	55.58	3.65	6.4%	2.22	3.9%	35%	False	False	53,839
10	61.22	55.54	5.68	10.0%	2.60	4.6%	23%	False	False	75,201
20	62.74	55.54	7.20	12.7%	2.18	3.8%	18%	False	False	74,082

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	66.53
2.618	63.45
1.618	61.56
1.000	60.39
0.618	59.67
HIGH	58.50
0.618	57.78
0.500	57.56
0.382	57.33
LOW	56.61
0.618	55.44
1.000	54.72
1.618	53.55
2.618	51.66
4.250	48.58

Fisher Pivots for day following 31-Mar-2021
Pivot	1 day	3 day
R1	57.56	57.92
PP	57.32	57.56
S1	57.09	57.21

Download as Excel Spreadsheet

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

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