NYMEX Light Sweet Crude Oil Future May 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 |
60.93 |
63.94 |
3.01 |
4.9% |
61.42 |
| High |
64.62 |
66.23 |
1.61 |
2.5% |
66.23 |
| Low |
60.36 |
63.59 |
3.23 |
5.4% |
59.08 |
| Close |
63.62 |
65.92 |
2.30 |
3.6% |
65.92 |
| Range |
4.26 |
2.64 |
-1.62 |
-38.0% |
7.15 |
| ATR |
2.03 |
2.07 |
0.04 |
2.2% |
0.00 |
| Volume |
241,244 |
231,057 |
-10,187 |
-4.2% |
945,668 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.17 |
72.18 |
67.37 |
|
| R3 |
70.53 |
69.54 |
66.65 |
|
| R2 |
67.89 |
67.89 |
66.40 |
|
| R1 |
66.90 |
66.90 |
66.16 |
67.40 |
| PP |
65.25 |
65.25 |
65.25 |
65.49 |
| S1 |
64.26 |
64.26 |
65.68 |
64.76 |
| S2 |
62.61 |
62.61 |
65.44 |
|
| S3 |
59.97 |
61.62 |
65.19 |
|
| S4 |
57.33 |
58.98 |
64.47 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.19 |
82.71 |
69.85 |
|
| R3 |
78.04 |
75.56 |
67.89 |
|
| R2 |
70.89 |
70.89 |
67.23 |
|
| R1 |
68.41 |
68.41 |
66.58 |
69.65 |
| PP |
63.74 |
63.74 |
63.74 |
64.37 |
| S1 |
61.26 |
61.26 |
65.26 |
62.50 |
| S2 |
56.59 |
56.59 |
64.61 |
|
| S3 |
49.44 |
54.11 |
63.95 |
|
| S4 |
42.29 |
46.96 |
61.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.23 |
59.08 |
7.15 |
10.8% |
2.85 |
4.3% |
96% |
True |
False |
189,133 |
| 10 |
66.23 |
58.62 |
7.61 |
11.5% |
2.57 |
3.9% |
96% |
True |
False |
170,901 |
| 20 |
66.23 |
56.02 |
10.21 |
15.5% |
2.00 |
3.0% |
97% |
True |
False |
163,716 |
| 40 |
66.23 |
50.34 |
15.89 |
24.1% |
1.65 |
2.5% |
98% |
True |
False |
112,779 |
| 60 |
66.23 |
45.52 |
20.71 |
31.4% |
1.56 |
2.4% |
99% |
True |
False |
84,358 |
| 80 |
66.23 |
39.13 |
27.10 |
41.1% |
1.51 |
2.3% |
99% |
True |
False |
69,206 |
| 100 |
66.23 |
36.00 |
30.23 |
45.9% |
1.48 |
2.2% |
99% |
True |
False |
57,349 |
| 120 |
66.23 |
36.00 |
30.23 |
45.9% |
1.45 |
2.2% |
99% |
True |
False |
49,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.45 |
|
2.618 |
73.14 |
|
1.618 |
70.50 |
|
1.000 |
68.87 |
|
0.618 |
67.86 |
|
HIGH |
66.23 |
|
0.618 |
65.22 |
|
0.500 |
64.91 |
|
0.382 |
64.60 |
|
LOW |
63.59 |
|
0.618 |
61.96 |
|
1.000 |
60.95 |
|
1.618 |
59.32 |
|
2.618 |
56.68 |
|
4.250 |
52.37 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.58 |
64.83 |
| PP |
65.25 |
63.74 |
| S1 |
64.91 |
62.66 |
|