NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
60.80 |
58.48 |
-2.32 |
-3.8% |
61.60 |
| High |
60.86 |
61.36 |
0.50 |
0.8% |
62.04 |
| Low |
57.44 |
58.32 |
0.88 |
1.5% |
57.25 |
| Close |
58.56 |
60.97 |
2.41 |
4.1% |
60.97 |
| Range |
3.42 |
3.04 |
-0.38 |
-11.1% |
4.79 |
| ATR |
2.65 |
2.67 |
0.03 |
1.1% |
0.00 |
| Volume |
580,105 |
471,996 |
-108,109 |
-18.6% |
2,735,079 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.34 |
68.19 |
62.64 |
|
| R3 |
66.30 |
65.15 |
61.81 |
|
| R2 |
63.26 |
63.26 |
61.53 |
|
| R1 |
62.11 |
62.11 |
61.25 |
62.69 |
| PP |
60.22 |
60.22 |
60.22 |
60.50 |
| S1 |
59.07 |
59.07 |
60.69 |
59.65 |
| S2 |
57.18 |
57.18 |
60.41 |
|
| S3 |
54.14 |
56.03 |
60.13 |
|
| S4 |
51.10 |
52.99 |
59.30 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.46 |
72.50 |
63.60 |
|
| R3 |
69.67 |
67.71 |
62.29 |
|
| R2 |
64.88 |
64.88 |
61.85 |
|
| R1 |
62.92 |
62.92 |
61.41 |
61.51 |
| PP |
60.09 |
60.09 |
60.09 |
59.38 |
| S1 |
58.13 |
58.13 |
60.53 |
56.72 |
| S2 |
55.30 |
55.30 |
60.09 |
|
| S3 |
50.51 |
53.34 |
59.65 |
|
| S4 |
45.72 |
48.55 |
58.34 |
|
|
| 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 |
7.9% |
3.26 |
5.3% |
78% |
False |
False |
547,015 |
| 10 |
66.44 |
57.25 |
9.19 |
15.1% |
3.13 |
5.1% |
40% |
False |
False |
489,572 |
| 20 |
67.79 |
57.25 |
10.54 |
17.3% |
2.77 |
4.5% |
35% |
False |
False |
346,083 |
| 40 |
67.79 |
51.37 |
16.42 |
26.9% |
2.22 |
3.6% |
58% |
False |
False |
241,895 |
| 60 |
67.79 |
47.50 |
20.29 |
33.3% |
1.92 |
3.2% |
66% |
False |
False |
179,063 |
| 80 |
67.79 |
44.49 |
23.30 |
38.2% |
1.76 |
2.9% |
71% |
False |
False |
139,532 |
| 100 |
67.79 |
36.00 |
31.79 |
52.1% |
1.70 |
2.8% |
79% |
False |
False |
115,846 |
| 120 |
67.79 |
36.00 |
31.79 |
52.1% |
1.63 |
2.7% |
79% |
False |
False |
98,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.28 |
|
2.618 |
69.32 |
|
1.618 |
66.28 |
|
1.000 |
64.40 |
|
0.618 |
63.24 |
|
HIGH |
61.36 |
|
0.618 |
60.20 |
|
0.500 |
59.84 |
|
0.382 |
59.48 |
|
LOW |
58.32 |
|
0.618 |
56.44 |
|
1.000 |
55.28 |
|
1.618 |
53.40 |
|
2.618 |
50.36 |
|
4.250 |
45.40 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
60.59 |
60.42 |
| PP |
60.22 |
59.87 |
| S1 |
59.84 |
59.33 |
|