NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
57.40 |
60.80 |
3.40 |
5.9% |
65.56 |
| High |
61.34 |
60.86 |
-0.48 |
-0.8% |
66.44 |
| Low |
57.29 |
57.44 |
0.15 |
0.3% |
58.28 |
| Close |
61.18 |
58.56 |
-2.62 |
-4.3% |
61.44 |
| Range |
4.05 |
3.42 |
-0.63 |
-15.6% |
8.16 |
| ATR |
2.56 |
2.65 |
0.08 |
3.3% |
0.00 |
| Volume |
566,291 |
580,105 |
13,814 |
2.4% |
2,160,650 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.21 |
67.31 |
60.44 |
|
| R3 |
65.79 |
63.89 |
59.50 |
|
| R2 |
62.37 |
62.37 |
59.19 |
|
| R1 |
60.47 |
60.47 |
58.87 |
59.71 |
| PP |
58.95 |
58.95 |
58.95 |
58.58 |
| S1 |
57.05 |
57.05 |
58.25 |
56.29 |
| S2 |
55.53 |
55.53 |
57.93 |
|
| S3 |
52.11 |
53.63 |
57.62 |
|
| S4 |
48.69 |
50.21 |
56.68 |
|
|
| 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 |
62.04 |
57.25 |
4.79 |
8.2% |
3.21 |
5.5% |
27% |
False |
False |
597,393 |
| 10 |
66.44 |
57.25 |
9.19 |
15.7% |
2.91 |
5.0% |
14% |
False |
False |
459,030 |
| 20 |
67.79 |
57.25 |
10.54 |
18.0% |
2.73 |
4.7% |
12% |
False |
False |
328,696 |
| 40 |
67.79 |
51.37 |
16.42 |
28.0% |
2.18 |
3.7% |
44% |
False |
False |
231,457 |
| 60 |
67.79 |
47.50 |
20.29 |
34.6% |
1.88 |
3.2% |
55% |
False |
False |
171,414 |
| 80 |
67.79 |
44.49 |
23.30 |
39.8% |
1.73 |
3.0% |
60% |
False |
False |
133,894 |
| 100 |
67.79 |
36.00 |
31.79 |
54.3% |
1.68 |
2.9% |
71% |
False |
False |
111,221 |
| 120 |
67.79 |
36.00 |
31.79 |
54.3% |
1.62 |
2.8% |
71% |
False |
False |
94,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.40 |
|
2.618 |
69.81 |
|
1.618 |
66.39 |
|
1.000 |
64.28 |
|
0.618 |
62.97 |
|
HIGH |
60.86 |
|
0.618 |
59.55 |
|
0.500 |
59.15 |
|
0.382 |
58.75 |
|
LOW |
57.44 |
|
0.618 |
55.33 |
|
1.000 |
54.02 |
|
1.618 |
51.91 |
|
2.618 |
48.49 |
|
4.250 |
42.91 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
59.15 |
59.30 |
| PP |
58.95 |
59.05 |
| S1 |
58.76 |
58.81 |
|