NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
65.34 |
64.87 |
-0.47 |
-0.7% |
66.50 |
| High |
65.48 |
65.40 |
-0.08 |
-0.1% |
67.79 |
| Low |
63.87 |
63.64 |
-0.23 |
-0.4% |
63.10 |
| Close |
64.86 |
64.63 |
-0.23 |
-0.4% |
65.64 |
| Range |
1.61 |
1.76 |
0.15 |
9.3% |
4.69 |
| ATR |
2.01 |
1.99 |
-0.02 |
-0.9% |
0.00 |
| Volume |
213,769 |
300,152 |
86,383 |
40.4% |
1,080,273 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.84 |
68.99 |
65.60 |
|
| R3 |
68.08 |
67.23 |
65.11 |
|
| R2 |
66.32 |
66.32 |
64.95 |
|
| R1 |
65.47 |
65.47 |
64.79 |
65.02 |
| PP |
64.56 |
64.56 |
64.56 |
64.33 |
| S1 |
63.71 |
63.71 |
64.47 |
63.26 |
| S2 |
62.80 |
62.80 |
64.31 |
|
| S3 |
61.04 |
61.95 |
64.15 |
|
| S4 |
59.28 |
60.19 |
63.66 |
|
|
| 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 |
66.44 |
63.64 |
2.80 |
4.3% |
1.62 |
2.5% |
35% |
False |
True |
218,377 |
| 10 |
67.79 |
60.36 |
7.43 |
11.5% |
2.24 |
3.5% |
57% |
False |
False |
226,046 |
| 20 |
67.79 |
58.36 |
9.43 |
14.6% |
2.26 |
3.5% |
66% |
False |
False |
196,085 |
| 40 |
67.79 |
51.24 |
16.55 |
25.6% |
1.78 |
2.7% |
81% |
False |
False |
148,159 |
| 60 |
67.79 |
46.48 |
21.31 |
33.0% |
1.67 |
2.6% |
85% |
False |
False |
110,989 |
| 80 |
67.79 |
42.27 |
25.52 |
39.5% |
1.54 |
2.4% |
88% |
False |
False |
89,771 |
| 100 |
67.79 |
36.00 |
31.79 |
49.2% |
1.54 |
2.4% |
90% |
False |
False |
74,637 |
| 120 |
67.79 |
36.00 |
31.79 |
49.2% |
1.50 |
2.3% |
90% |
False |
False |
63,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.88 |
|
2.618 |
70.01 |
|
1.618 |
68.25 |
|
1.000 |
67.16 |
|
0.618 |
66.49 |
|
HIGH |
65.40 |
|
0.618 |
64.73 |
|
0.500 |
64.52 |
|
0.382 |
64.31 |
|
LOW |
63.64 |
|
0.618 |
62.55 |
|
1.000 |
61.88 |
|
1.618 |
60.79 |
|
2.618 |
59.03 |
|
4.250 |
56.16 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.59 |
65.04 |
| PP |
64.56 |
64.90 |
| S1 |
64.52 |
64.77 |
|