NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
64.42 |
63.92 |
-0.50 |
-0.8% |
65.36 |
| High |
64.78 |
64.25 |
-0.53 |
-0.8% |
66.61 |
| Low |
63.18 |
57.91 |
-5.27 |
-8.3% |
62.32 |
| Close |
64.05 |
59.66 |
-4.39 |
-6.9% |
64.84 |
| Range |
1.60 |
6.34 |
4.74 |
296.3% |
4.29 |
| ATR |
1.84 |
2.16 |
0.32 |
17.4% |
0.00 |
| Volume |
99,238 |
148,804 |
49,566 |
49.9% |
300,960 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.63 |
75.98 |
63.15 |
|
| R3 |
73.29 |
69.64 |
61.40 |
|
| R2 |
66.95 |
66.95 |
60.82 |
|
| R1 |
63.30 |
63.30 |
60.24 |
61.96 |
| PP |
60.61 |
60.61 |
60.61 |
59.93 |
| S1 |
56.96 |
56.96 |
59.08 |
55.62 |
| S2 |
54.27 |
54.27 |
58.50 |
|
| S3 |
47.93 |
50.62 |
57.92 |
|
| S4 |
41.59 |
44.28 |
56.17 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.46 |
75.44 |
67.20 |
|
| R3 |
73.17 |
71.15 |
66.02 |
|
| R2 |
68.88 |
68.88 |
65.63 |
|
| R1 |
66.86 |
66.86 |
65.23 |
65.73 |
| PP |
64.59 |
64.59 |
64.59 |
64.02 |
| S1 |
62.57 |
62.57 |
64.45 |
61.44 |
| S2 |
60.30 |
60.30 |
64.05 |
|
| S3 |
56.01 |
58.28 |
63.66 |
|
| S4 |
51.72 |
53.99 |
62.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.62 |
57.91 |
7.71 |
12.9% |
2.45 |
4.1% |
23% |
False |
True |
78,982 |
| 10 |
66.61 |
57.91 |
8.70 |
14.6% |
2.33 |
3.9% |
20% |
False |
True |
71,100 |
| 20 |
66.61 |
57.47 |
9.14 |
15.3% |
2.32 |
3.9% |
24% |
False |
False |
61,178 |
| 40 |
66.61 |
50.78 |
15.83 |
26.5% |
1.77 |
3.0% |
56% |
False |
False |
47,821 |
| 60 |
66.61 |
46.46 |
20.15 |
33.8% |
1.62 |
2.7% |
66% |
False |
False |
37,461 |
| 80 |
66.61 |
42.83 |
23.78 |
39.9% |
1.47 |
2.5% |
71% |
False |
False |
31,024 |
| 100 |
66.61 |
36.69 |
29.92 |
50.2% |
1.45 |
2.4% |
77% |
False |
False |
25,987 |
| 120 |
66.61 |
36.69 |
29.92 |
50.2% |
1.41 |
2.4% |
77% |
False |
False |
22,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.20 |
|
2.618 |
80.85 |
|
1.618 |
74.51 |
|
1.000 |
70.59 |
|
0.618 |
68.17 |
|
HIGH |
64.25 |
|
0.618 |
61.83 |
|
0.500 |
61.08 |
|
0.382 |
60.33 |
|
LOW |
57.91 |
|
0.618 |
53.99 |
|
1.000 |
51.57 |
|
1.618 |
47.65 |
|
2.618 |
41.31 |
|
4.250 |
30.97 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
61.08 |
61.35 |
| PP |
60.61 |
60.78 |
| S1 |
60.13 |
60.22 |
|