NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
64.44 |
59.65 |
-4.79 |
-7.4% |
65.56 |
| High |
64.88 |
61.80 |
-3.08 |
-4.7% |
66.44 |
| Low |
58.28 |
59.01 |
0.73 |
1.3% |
58.28 |
| Close |
60.06 |
61.44 |
1.38 |
2.3% |
61.44 |
| Range |
6.60 |
2.79 |
-3.81 |
-57.7% |
8.16 |
| ATR |
2.32 |
2.35 |
0.03 |
1.5% |
0.00 |
| Volume |
728,880 |
723,883 |
-4,997 |
-0.7% |
2,160,650 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.12 |
68.07 |
62.97 |
|
| R3 |
66.33 |
65.28 |
62.21 |
|
| R2 |
63.54 |
63.54 |
61.95 |
|
| R1 |
62.49 |
62.49 |
61.70 |
63.02 |
| PP |
60.75 |
60.75 |
60.75 |
61.01 |
| S1 |
59.70 |
59.70 |
61.18 |
60.23 |
| S2 |
57.96 |
57.96 |
60.93 |
|
| S3 |
55.17 |
56.91 |
60.67 |
|
| S4 |
52.38 |
54.12 |
59.91 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.53 |
82.15 |
65.93 |
|
| R3 |
78.37 |
73.99 |
63.68 |
|
| R2 |
70.21 |
70.21 |
62.94 |
|
| R1 |
65.83 |
65.83 |
62.19 |
63.94 |
| PP |
62.05 |
62.05 |
62.05 |
61.11 |
| S1 |
57.67 |
57.67 |
60.69 |
55.78 |
| S2 |
53.89 |
53.89 |
59.94 |
|
| S3 |
45.73 |
49.51 |
59.20 |
|
| S4 |
37.57 |
41.35 |
56.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.44 |
58.28 |
8.16 |
13.3% |
3.00 |
4.9% |
39% |
False |
False |
432,130 |
| 10 |
67.79 |
58.28 |
9.51 |
15.5% |
2.49 |
4.1% |
33% |
False |
False |
324,092 |
| 20 |
67.79 |
58.28 |
9.51 |
15.5% |
2.53 |
4.1% |
33% |
False |
False |
247,496 |
| 40 |
67.79 |
51.24 |
16.55 |
26.9% |
1.97 |
3.2% |
62% |
False |
False |
180,378 |
| 60 |
67.79 |
46.48 |
21.31 |
34.7% |
1.76 |
2.9% |
70% |
False |
False |
134,606 |
| 80 |
67.79 |
43.07 |
24.72 |
40.2% |
1.64 |
2.7% |
74% |
False |
False |
107,553 |
| 100 |
67.79 |
36.00 |
31.79 |
51.7% |
1.62 |
2.6% |
80% |
False |
False |
89,042 |
| 120 |
67.79 |
36.00 |
31.79 |
51.7% |
1.56 |
2.5% |
80% |
False |
False |
75,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.66 |
|
2.618 |
69.10 |
|
1.618 |
66.31 |
|
1.000 |
64.59 |
|
0.618 |
63.52 |
|
HIGH |
61.80 |
|
0.618 |
60.73 |
|
0.500 |
60.41 |
|
0.382 |
60.08 |
|
LOW |
59.01 |
|
0.618 |
57.29 |
|
1.000 |
56.22 |
|
1.618 |
54.50 |
|
2.618 |
51.71 |
|
4.250 |
47.15 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
61.10 |
61.84 |
| PP |
60.75 |
61.71 |
| S1 |
60.41 |
61.57 |
|