NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
58.90 |
60.52 |
1.62 |
2.8% |
58.28 |
| High |
61.30 |
64.11 |
2.81 |
4.6% |
63.09 |
| Low |
58.69 |
59.97 |
1.28 |
2.2% |
58.24 |
| Close |
60.69 |
63.15 |
2.46 |
4.1% |
60.74 |
| Range |
2.61 |
4.14 |
1.53 |
58.6% |
4.85 |
| ATR |
1.79 |
1.96 |
0.17 |
9.4% |
0.00 |
| Volume |
149,563 |
224,961 |
75,398 |
50.4% |
606,138 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.83 |
73.13 |
65.43 |
|
| R3 |
70.69 |
68.99 |
64.29 |
|
| R2 |
66.55 |
66.55 |
63.91 |
|
| R1 |
64.85 |
64.85 |
63.53 |
65.70 |
| PP |
62.41 |
62.41 |
62.41 |
62.84 |
| S1 |
60.71 |
60.71 |
62.77 |
61.56 |
| S2 |
58.27 |
58.27 |
62.39 |
|
| S3 |
54.13 |
56.57 |
62.01 |
|
| S4 |
49.99 |
52.43 |
60.87 |
|
|
| 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 |
64.11 |
58.69 |
5.42 |
8.6% |
2.70 |
4.3% |
82% |
True |
False |
144,716 |
| 10 |
64.11 |
57.95 |
6.16 |
9.8% |
2.41 |
3.8% |
84% |
True |
False |
144,191 |
| 20 |
64.11 |
54.60 |
9.51 |
15.1% |
1.86 |
2.9% |
90% |
True |
False |
132,434 |
| 40 |
64.11 |
49.33 |
14.78 |
23.4% |
1.56 |
2.5% |
94% |
True |
False |
105,804 |
| 60 |
64.11 |
45.54 |
18.57 |
29.4% |
1.48 |
2.4% |
95% |
True |
False |
88,469 |
| 80 |
64.11 |
39.23 |
24.88 |
39.4% |
1.46 |
2.3% |
96% |
True |
False |
81,646 |
| 100 |
64.11 |
36.26 |
27.85 |
44.1% |
1.44 |
2.3% |
97% |
True |
False |
72,048 |
| 120 |
64.11 |
36.26 |
27.85 |
44.1% |
1.43 |
2.3% |
97% |
True |
False |
65,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.71 |
|
2.618 |
74.95 |
|
1.618 |
70.81 |
|
1.000 |
68.25 |
|
0.618 |
66.67 |
|
HIGH |
64.11 |
|
0.618 |
62.53 |
|
0.500 |
62.04 |
|
0.382 |
61.55 |
|
LOW |
59.97 |
|
0.618 |
57.41 |
|
1.000 |
55.83 |
|
1.618 |
53.27 |
|
2.618 |
49.13 |
|
4.250 |
42.38 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
62.78 |
62.57 |
| PP |
62.41 |
61.98 |
| S1 |
62.04 |
61.40 |
|