NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
63.94 |
66.50 |
2.56 |
4.0% |
61.42 |
| High |
66.23 |
67.79 |
1.56 |
2.4% |
66.23 |
| Low |
63.59 |
64.45 |
0.86 |
1.4% |
59.08 |
| Close |
65.92 |
64.93 |
-0.99 |
-1.5% |
65.92 |
| Range |
2.64 |
3.34 |
0.70 |
26.5% |
7.15 |
| ATR |
2.07 |
2.16 |
0.09 |
4.4% |
0.00 |
| Volume |
231,057 |
203,123 |
-27,934 |
-12.1% |
945,668 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.74 |
73.68 |
66.77 |
|
| R3 |
72.40 |
70.34 |
65.85 |
|
| R2 |
69.06 |
69.06 |
65.54 |
|
| R1 |
67.00 |
67.00 |
65.24 |
66.36 |
| PP |
65.72 |
65.72 |
65.72 |
65.41 |
| S1 |
63.66 |
63.66 |
64.62 |
63.02 |
| S2 |
62.38 |
62.38 |
64.32 |
|
| S3 |
59.04 |
60.32 |
64.01 |
|
| S4 |
55.70 |
56.98 |
63.09 |
|
|
| 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 |
67.79 |
59.08 |
8.71 |
13.4% |
2.94 |
4.5% |
67% |
True |
False |
199,092 |
| 10 |
67.79 |
59.08 |
8.71 |
13.4% |
2.57 |
4.0% |
67% |
True |
False |
175,377 |
| 20 |
67.79 |
56.54 |
11.25 |
17.3% |
2.13 |
3.3% |
75% |
True |
False |
169,481 |
| 40 |
67.79 |
50.78 |
17.01 |
26.2% |
1.72 |
2.6% |
83% |
True |
False |
116,717 |
| 60 |
67.79 |
45.52 |
22.27 |
34.3% |
1.60 |
2.5% |
87% |
True |
False |
87,287 |
| 80 |
67.79 |
41.11 |
26.68 |
41.1% |
1.50 |
2.3% |
89% |
True |
False |
71,364 |
| 100 |
67.79 |
36.00 |
31.79 |
49.0% |
1.50 |
2.3% |
91% |
True |
False |
59,296 |
| 120 |
67.79 |
36.00 |
31.79 |
49.0% |
1.47 |
2.3% |
91% |
True |
False |
50,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.99 |
|
2.618 |
76.53 |
|
1.618 |
73.19 |
|
1.000 |
71.13 |
|
0.618 |
69.85 |
|
HIGH |
67.79 |
|
0.618 |
66.51 |
|
0.500 |
66.12 |
|
0.382 |
65.73 |
|
LOW |
64.45 |
|
0.618 |
62.39 |
|
1.000 |
61.11 |
|
1.618 |
59.05 |
|
2.618 |
55.71 |
|
4.250 |
50.26 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
66.12 |
64.65 |
| PP |
65.72 |
64.36 |
| S1 |
65.33 |
64.08 |
|