NYMEX Light Sweet Crude Oil Future April 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 |
63.84 |
64.70 |
0.86 |
1.3% |
61.95 |
| High |
64.96 |
66.21 |
1.25 |
1.9% |
66.42 |
| Low |
63.13 |
64.54 |
1.41 |
2.2% |
59.24 |
| Close |
64.44 |
66.02 |
1.58 |
2.5% |
66.09 |
| Range |
1.83 |
1.67 |
-0.16 |
-8.7% |
7.18 |
| ATR |
2.20 |
2.17 |
-0.03 |
-1.4% |
0.00 |
| Volume |
498,488 |
441,063 |
-57,425 |
-11.5% |
2,653,919 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.60 |
69.98 |
66.94 |
|
| R3 |
68.93 |
68.31 |
66.48 |
|
| R2 |
67.26 |
67.26 |
66.33 |
|
| R1 |
66.64 |
66.64 |
66.17 |
66.95 |
| PP |
65.59 |
65.59 |
65.59 |
65.75 |
| S1 |
64.97 |
64.97 |
65.87 |
65.28 |
| S2 |
63.92 |
63.92 |
65.71 |
|
| S3 |
62.25 |
63.30 |
65.56 |
|
| S4 |
60.58 |
61.63 |
65.10 |
|
|
| 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 |
67.98 |
63.13 |
4.85 |
7.3% |
2.37 |
3.6% |
60% |
False |
False |
520,131 |
| 10 |
67.98 |
59.24 |
8.74 |
13.2% |
2.60 |
3.9% |
78% |
False |
False |
515,413 |
| 20 |
67.98 |
57.31 |
10.67 |
16.2% |
2.32 |
3.5% |
82% |
False |
False |
485,369 |
| 40 |
67.98 |
51.38 |
16.60 |
25.1% |
1.82 |
2.8% |
88% |
False |
False |
311,908 |
| 60 |
67.98 |
46.13 |
21.85 |
33.1% |
1.69 |
2.6% |
91% |
False |
False |
226,758 |
| 80 |
67.98 |
41.24 |
26.74 |
40.5% |
1.57 |
2.4% |
93% |
False |
False |
178,093 |
| 100 |
67.98 |
35.53 |
32.45 |
49.2% |
1.57 |
2.4% |
94% |
False |
False |
146,733 |
| 120 |
67.98 |
35.53 |
32.45 |
49.2% |
1.54 |
2.3% |
94% |
False |
False |
124,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.31 |
|
2.618 |
70.58 |
|
1.618 |
68.91 |
|
1.000 |
67.88 |
|
0.618 |
67.24 |
|
HIGH |
66.21 |
|
0.618 |
65.57 |
|
0.500 |
65.38 |
|
0.382 |
65.18 |
|
LOW |
64.54 |
|
0.618 |
63.51 |
|
1.000 |
62.87 |
|
1.618 |
61.84 |
|
2.618 |
60.17 |
|
4.250 |
57.44 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.81 |
65.57 |
| PP |
65.59 |
65.12 |
| S1 |
65.38 |
64.67 |
|