NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
62.57 |
61.15 |
-1.42 |
-2.3% |
58.28 |
| High |
62.68 |
62.17 |
-0.51 |
-0.8% |
63.09 |
| Low |
60.50 |
59.34 |
-1.16 |
-1.9% |
58.24 |
| Close |
60.74 |
59.96 |
-0.78 |
-1.3% |
60.74 |
| Range |
2.18 |
2.83 |
0.65 |
29.8% |
4.85 |
| ATR |
1.64 |
1.73 |
0.08 |
5.2% |
0.00 |
| Volume |
101,796 |
125,475 |
23,679 |
23.3% |
606,138 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.98 |
67.30 |
61.52 |
|
| R3 |
66.15 |
64.47 |
60.74 |
|
| R2 |
63.32 |
63.32 |
60.48 |
|
| R1 |
61.64 |
61.64 |
60.22 |
61.07 |
| PP |
60.49 |
60.49 |
60.49 |
60.20 |
| S1 |
58.81 |
58.81 |
59.70 |
58.24 |
| S2 |
57.66 |
57.66 |
59.44 |
|
| S3 |
54.83 |
55.98 |
59.18 |
|
| S4 |
52.00 |
53.15 |
58.40 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.24 |
72.84 |
63.41 |
|
| R3 |
70.39 |
67.99 |
62.07 |
|
| R2 |
65.54 |
65.54 |
61.63 |
|
| R1 |
63.14 |
63.14 |
61.18 |
64.34 |
| PP |
60.69 |
60.69 |
60.69 |
61.29 |
| S1 |
58.29 |
58.29 |
60.30 |
59.49 |
| S2 |
55.84 |
55.84 |
59.85 |
|
| S3 |
50.99 |
53.44 |
59.41 |
|
| S4 |
46.14 |
48.59 |
58.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.09 |
59.34 |
3.75 |
6.3% |
2.15 |
3.6% |
17% |
False |
True |
120,851 |
| 10 |
63.09 |
57.95 |
5.14 |
8.6% |
2.07 |
3.4% |
39% |
False |
False |
143,531 |
| 20 |
63.09 |
51.13 |
11.96 |
19.9% |
1.68 |
2.8% |
74% |
False |
False |
123,048 |
| 40 |
63.09 |
47.50 |
15.59 |
26.0% |
1.50 |
2.5% |
80% |
False |
False |
100,089 |
| 60 |
63.09 |
44.51 |
18.58 |
31.0% |
1.40 |
2.3% |
83% |
False |
False |
83,372 |
| 80 |
63.09 |
38.89 |
24.20 |
40.4% |
1.40 |
2.3% |
87% |
False |
False |
76,827 |
| 100 |
63.09 |
36.26 |
26.83 |
44.7% |
1.39 |
2.3% |
88% |
False |
False |
68,563 |
| 120 |
63.09 |
36.26 |
26.83 |
44.7% |
1.41 |
2.3% |
88% |
False |
False |
62,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.20 |
|
2.618 |
69.58 |
|
1.618 |
66.75 |
|
1.000 |
65.00 |
|
0.618 |
63.92 |
|
HIGH |
62.17 |
|
0.618 |
61.09 |
|
0.500 |
60.76 |
|
0.382 |
60.42 |
|
LOW |
59.34 |
|
0.618 |
57.59 |
|
1.000 |
56.51 |
|
1.618 |
54.76 |
|
2.618 |
51.93 |
|
4.250 |
47.31 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
60.76 |
61.22 |
| PP |
60.49 |
60.80 |
| S1 |
60.23 |
60.38 |
|