NYMEX Light Sweet Crude Oil Future May 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 |
64.62 |
65.95 |
1.33 |
2.1% |
66.50 |
| High |
66.17 |
66.22 |
0.05 |
0.1% |
67.79 |
| Low |
64.49 |
65.40 |
0.91 |
1.4% |
63.10 |
| Close |
66.00 |
65.64 |
-0.36 |
-0.5% |
65.64 |
| Range |
1.68 |
0.82 |
-0.86 |
-51.2% |
4.69 |
| ATR |
2.11 |
2.02 |
-0.09 |
-4.4% |
0.00 |
| Volume |
217,426 |
166,572 |
-50,854 |
-23.4% |
1,080,273 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.21 |
67.75 |
66.09 |
|
| R3 |
67.39 |
66.93 |
65.87 |
|
| R2 |
66.57 |
66.57 |
65.79 |
|
| R1 |
66.11 |
66.11 |
65.72 |
65.93 |
| PP |
65.75 |
65.75 |
65.75 |
65.67 |
| S1 |
65.29 |
65.29 |
65.56 |
65.11 |
| S2 |
64.93 |
64.93 |
65.49 |
|
| S3 |
64.11 |
64.47 |
65.41 |
|
| S4 |
63.29 |
63.65 |
65.19 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.58 |
77.30 |
68.22 |
|
| R3 |
74.89 |
72.61 |
66.93 |
|
| R2 |
70.20 |
70.20 |
66.50 |
|
| R1 |
67.92 |
67.92 |
66.07 |
66.72 |
| PP |
65.51 |
65.51 |
65.51 |
64.91 |
| S1 |
63.23 |
63.23 |
65.21 |
62.03 |
| S2 |
60.82 |
60.82 |
64.78 |
|
| S3 |
56.13 |
58.54 |
64.35 |
|
| S4 |
51.44 |
53.85 |
63.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.79 |
63.10 |
4.69 |
7.1% |
1.98 |
3.0% |
54% |
False |
False |
216,054 |
| 10 |
67.79 |
59.08 |
8.71 |
13.3% |
2.42 |
3.7% |
75% |
False |
False |
202,594 |
| 20 |
67.79 |
57.06 |
10.73 |
16.3% |
2.26 |
3.4% |
80% |
False |
False |
191,931 |
| 40 |
67.79 |
51.24 |
16.55 |
25.2% |
1.75 |
2.7% |
87% |
False |
False |
134,743 |
| 60 |
67.79 |
46.48 |
21.31 |
32.5% |
1.62 |
2.5% |
90% |
False |
False |
100,053 |
| 80 |
67.79 |
41.67 |
26.12 |
39.8% |
1.52 |
2.3% |
92% |
False |
False |
81,461 |
| 100 |
67.79 |
36.00 |
31.79 |
48.4% |
1.52 |
2.3% |
93% |
False |
False |
67,847 |
| 120 |
67.79 |
36.00 |
31.79 |
48.4% |
1.49 |
2.3% |
93% |
False |
False |
57,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.71 |
|
2.618 |
68.37 |
|
1.618 |
67.55 |
|
1.000 |
67.04 |
|
0.618 |
66.73 |
|
HIGH |
66.22 |
|
0.618 |
65.91 |
|
0.500 |
65.81 |
|
0.382 |
65.71 |
|
LOW |
65.40 |
|
0.618 |
64.89 |
|
1.000 |
64.58 |
|
1.618 |
64.07 |
|
2.618 |
63.25 |
|
4.250 |
61.92 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.81 |
65.31 |
| PP |
65.75 |
64.99 |
| S1 |
65.70 |
64.66 |
|