NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
58.48 |
60.93 |
2.45 |
4.2% |
61.60 |
| High |
61.36 |
61.77 |
0.41 |
0.7% |
62.04 |
| Low |
58.32 |
59.41 |
1.09 |
1.9% |
57.25 |
| Close |
60.97 |
61.56 |
0.59 |
1.0% |
60.97 |
| Range |
3.04 |
2.36 |
-0.68 |
-22.4% |
4.79 |
| ATR |
2.67 |
2.65 |
-0.02 |
-0.8% |
0.00 |
| Volume |
471,996 |
449,360 |
-22,636 |
-4.8% |
2,735,079 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.99 |
67.14 |
62.86 |
|
| R3 |
65.63 |
64.78 |
62.21 |
|
| R2 |
63.27 |
63.27 |
61.99 |
|
| R1 |
62.42 |
62.42 |
61.78 |
62.85 |
| PP |
60.91 |
60.91 |
60.91 |
61.13 |
| S1 |
60.06 |
60.06 |
61.34 |
60.49 |
| S2 |
58.55 |
58.55 |
61.13 |
|
| S3 |
56.19 |
57.70 |
60.91 |
|
| S4 |
53.83 |
55.34 |
60.26 |
|
|
| 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 |
61.77 |
57.25 |
4.52 |
7.3% |
3.39 |
5.5% |
95% |
True |
False |
556,013 |
| 10 |
65.48 |
57.25 |
8.23 |
13.4% |
3.14 |
5.1% |
52% |
False |
False |
515,112 |
| 20 |
67.79 |
57.25 |
10.54 |
17.1% |
2.75 |
4.5% |
41% |
False |
False |
360,885 |
| 40 |
67.79 |
51.37 |
16.42 |
26.7% |
2.25 |
3.7% |
62% |
False |
False |
251,952 |
| 60 |
67.79 |
47.50 |
20.29 |
33.0% |
1.95 |
3.2% |
69% |
False |
False |
186,266 |
| 80 |
67.79 |
44.49 |
23.30 |
37.8% |
1.77 |
2.9% |
73% |
False |
False |
144,805 |
| 100 |
67.79 |
38.58 |
29.21 |
47.4% |
1.70 |
2.8% |
79% |
False |
False |
120,096 |
| 120 |
67.79 |
36.00 |
31.79 |
51.6% |
1.63 |
2.6% |
80% |
False |
False |
101,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.80 |
|
2.618 |
67.95 |
|
1.618 |
65.59 |
|
1.000 |
64.13 |
|
0.618 |
63.23 |
|
HIGH |
61.77 |
|
0.618 |
60.87 |
|
0.500 |
60.59 |
|
0.382 |
60.31 |
|
LOW |
59.41 |
|
0.618 |
57.95 |
|
1.000 |
57.05 |
|
1.618 |
55.59 |
|
2.618 |
53.23 |
|
4.250 |
49.38 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
61.24 |
60.91 |
| PP |
60.91 |
60.26 |
| S1 |
60.59 |
59.61 |
|