NYMEX Light Sweet Crude Oil Future April 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
64.70 |
65.96 |
1.26 |
1.9% |
66.68 |
| High |
66.21 |
66.24 |
0.03 |
0.0% |
67.98 |
| Low |
64.54 |
65.41 |
0.87 |
1.3% |
63.13 |
| Close |
66.02 |
65.61 |
-0.41 |
-0.6% |
65.61 |
| Range |
1.67 |
0.83 |
-0.84 |
-50.3% |
4.85 |
| ATR |
2.17 |
2.07 |
-0.10 |
-4.4% |
0.00 |
| Volume |
441,063 |
321,714 |
-119,349 |
-27.1% |
2,349,205 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.24 |
67.76 |
66.07 |
|
| R3 |
67.41 |
66.93 |
65.84 |
|
| R2 |
66.58 |
66.58 |
65.76 |
|
| R1 |
66.10 |
66.10 |
65.69 |
65.93 |
| PP |
65.75 |
65.75 |
65.75 |
65.67 |
| S1 |
65.27 |
65.27 |
65.53 |
65.10 |
| S2 |
64.92 |
64.92 |
65.46 |
|
| S3 |
64.09 |
64.44 |
65.38 |
|
| S4 |
63.26 |
63.61 |
65.15 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.12 |
77.72 |
68.28 |
|
| R3 |
75.27 |
72.87 |
66.94 |
|
| R2 |
70.42 |
70.42 |
66.50 |
|
| R1 |
68.02 |
68.02 |
66.05 |
66.80 |
| PP |
65.57 |
65.57 |
65.57 |
64.96 |
| S1 |
63.17 |
63.17 |
65.17 |
61.95 |
| S2 |
60.72 |
60.72 |
64.72 |
|
| S3 |
55.87 |
58.32 |
64.28 |
|
| S4 |
51.02 |
53.47 |
62.94 |
|
|
| 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 |
7.4% |
2.02 |
3.1% |
51% |
False |
False |
469,841 |
| 10 |
67.98 |
59.24 |
8.74 |
13.3% |
2.46 |
3.7% |
73% |
False |
False |
500,312 |
| 20 |
67.98 |
57.31 |
10.67 |
16.3% |
2.32 |
3.5% |
78% |
False |
False |
492,066 |
| 40 |
67.98 |
51.38 |
16.60 |
25.3% |
1.80 |
2.7% |
86% |
False |
False |
317,967 |
| 60 |
67.98 |
46.42 |
21.56 |
32.9% |
1.67 |
2.5% |
89% |
False |
False |
231,641 |
| 80 |
67.98 |
41.34 |
26.64 |
40.6% |
1.57 |
2.4% |
91% |
False |
False |
181,877 |
| 100 |
67.98 |
35.53 |
32.45 |
49.5% |
1.57 |
2.4% |
93% |
False |
False |
149,880 |
| 120 |
67.98 |
35.53 |
32.45 |
49.5% |
1.54 |
2.4% |
93% |
False |
False |
127,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.77 |
|
2.618 |
68.41 |
|
1.618 |
67.58 |
|
1.000 |
67.07 |
|
0.618 |
66.75 |
|
HIGH |
66.24 |
|
0.618 |
65.92 |
|
0.500 |
65.83 |
|
0.382 |
65.73 |
|
LOW |
65.41 |
|
0.618 |
64.90 |
|
1.000 |
64.58 |
|
1.618 |
64.07 |
|
2.618 |
63.24 |
|
4.250 |
61.88 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.83 |
65.30 |
| PP |
65.75 |
64.99 |
| S1 |
65.68 |
64.69 |
|