NYMEX Light Sweet Crude Oil Future April 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
61.08 |
64.16 |
3.08 |
5.0% |
61.95 |
| High |
64.86 |
66.42 |
1.56 |
2.4% |
66.42 |
| Low |
60.52 |
63.82 |
3.30 |
5.5% |
59.24 |
| Close |
63.83 |
66.09 |
2.26 |
3.5% |
66.09 |
| Range |
4.34 |
2.60 |
-1.74 |
-40.1% |
7.18 |
| ATR |
2.09 |
2.13 |
0.04 |
1.7% |
0.00 |
| Volume |
694,628 |
573,168 |
-121,460 |
-17.5% |
2,653,919 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.24 |
72.27 |
67.52 |
|
| R3 |
70.64 |
69.67 |
66.81 |
|
| R2 |
68.04 |
68.04 |
66.57 |
|
| R1 |
67.07 |
67.07 |
66.33 |
67.56 |
| PP |
65.44 |
65.44 |
65.44 |
65.69 |
| S1 |
64.47 |
64.47 |
65.85 |
64.96 |
| S2 |
62.84 |
62.84 |
65.61 |
|
| S3 |
60.24 |
61.87 |
65.38 |
|
| S4 |
57.64 |
59.27 |
64.66 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.46 |
82.95 |
70.04 |
|
| R3 |
78.28 |
75.77 |
68.06 |
|
| R2 |
71.10 |
71.10 |
67.41 |
|
| R1 |
68.59 |
68.59 |
66.75 |
69.85 |
| PP |
63.92 |
63.92 |
63.92 |
64.54 |
| S1 |
61.41 |
61.41 |
65.43 |
62.67 |
| S2 |
56.74 |
56.74 |
64.77 |
|
| S3 |
49.56 |
54.23 |
64.12 |
|
| S4 |
42.38 |
47.05 |
62.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.42 |
59.24 |
7.18 |
10.9% |
2.90 |
4.4% |
95% |
True |
False |
530,783 |
| 10 |
66.42 |
58.82 |
7.60 |
11.5% |
2.61 |
4.0% |
96% |
True |
False |
520,338 |
| 20 |
66.42 |
56.32 |
10.10 |
15.3% |
2.06 |
3.1% |
97% |
True |
False |
421,772 |
| 40 |
66.42 |
50.42 |
16.00 |
24.2% |
1.71 |
2.6% |
98% |
True |
False |
270,513 |
| 60 |
66.42 |
45.44 |
20.98 |
31.7% |
1.61 |
2.4% |
98% |
True |
False |
195,508 |
| 80 |
66.42 |
38.74 |
27.68 |
41.9% |
1.56 |
2.4% |
99% |
True |
False |
154,705 |
| 100 |
66.42 |
35.53 |
30.89 |
46.7% |
1.53 |
2.3% |
99% |
True |
False |
126,948 |
| 120 |
66.42 |
35.53 |
30.89 |
46.7% |
1.51 |
2.3% |
99% |
True |
False |
107,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.47 |
|
2.618 |
73.23 |
|
1.618 |
70.63 |
|
1.000 |
69.02 |
|
0.618 |
68.03 |
|
HIGH |
66.42 |
|
0.618 |
65.43 |
|
0.500 |
65.12 |
|
0.382 |
64.81 |
|
LOW |
63.82 |
|
0.618 |
62.21 |
|
1.000 |
61.22 |
|
1.618 |
59.61 |
|
2.618 |
57.01 |
|
4.250 |
52.77 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.77 |
65.00 |
| PP |
65.44 |
63.92 |
| S1 |
65.12 |
62.83 |
|