NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
60.52 |
63.49 |
2.97 |
4.9% |
61.15 |
| High |
64.11 |
65.75 |
1.64 |
2.6% |
65.75 |
| Low |
59.97 |
63.10 |
3.13 |
5.2% |
58.69 |
| Close |
63.15 |
65.45 |
2.30 |
3.6% |
65.45 |
| Range |
4.14 |
2.65 |
-1.49 |
-36.0% |
7.06 |
| ATR |
1.96 |
2.01 |
0.05 |
2.5% |
0.00 |
| Volume |
224,961 |
157,801 |
-67,160 |
-29.9% |
779,589 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.72 |
71.73 |
66.91 |
|
| R3 |
70.07 |
69.08 |
66.18 |
|
| R2 |
67.42 |
67.42 |
65.94 |
|
| R1 |
66.43 |
66.43 |
65.69 |
66.93 |
| PP |
64.77 |
64.77 |
64.77 |
65.01 |
| S1 |
63.78 |
63.78 |
65.21 |
64.28 |
| S2 |
62.12 |
62.12 |
64.96 |
|
| S3 |
59.47 |
61.13 |
64.72 |
|
| S4 |
56.82 |
58.48 |
63.99 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.48 |
82.02 |
69.33 |
|
| R3 |
77.42 |
74.96 |
67.39 |
|
| R2 |
70.36 |
70.36 |
66.74 |
|
| R1 |
67.90 |
67.90 |
66.10 |
69.13 |
| PP |
63.30 |
63.30 |
63.30 |
63.91 |
| S1 |
60.84 |
60.84 |
64.80 |
62.07 |
| S2 |
56.24 |
56.24 |
64.16 |
|
| S3 |
49.18 |
53.78 |
63.51 |
|
| S4 |
42.12 |
46.72 |
61.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.75 |
58.69 |
7.06 |
10.8% |
2.79 |
4.3% |
96% |
True |
False |
155,917 |
| 10 |
65.75 |
58.24 |
7.51 |
11.5% |
2.51 |
3.8% |
96% |
True |
False |
138,572 |
| 20 |
65.75 |
55.61 |
10.14 |
15.5% |
1.93 |
3.0% |
97% |
True |
False |
135,454 |
| 40 |
65.75 |
50.19 |
15.56 |
23.8% |
1.60 |
2.4% |
98% |
True |
False |
106,480 |
| 60 |
65.75 |
45.54 |
20.21 |
30.9% |
1.51 |
2.3% |
99% |
True |
False |
90,082 |
| 80 |
65.75 |
39.38 |
26.37 |
40.3% |
1.47 |
2.2% |
99% |
True |
False |
83,137 |
| 100 |
65.75 |
36.26 |
29.49 |
45.1% |
1.45 |
2.2% |
99% |
True |
False |
73,237 |
| 120 |
65.75 |
36.26 |
29.49 |
45.1% |
1.44 |
2.2% |
99% |
True |
False |
66,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.01 |
|
2.618 |
72.69 |
|
1.618 |
70.04 |
|
1.000 |
68.40 |
|
0.618 |
67.39 |
|
HIGH |
65.75 |
|
0.618 |
64.74 |
|
0.500 |
64.43 |
|
0.382 |
64.11 |
|
LOW |
63.10 |
|
0.618 |
61.46 |
|
1.000 |
60.45 |
|
1.618 |
58.81 |
|
2.618 |
56.16 |
|
4.250 |
51.84 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.11 |
64.37 |
| PP |
64.77 |
63.30 |
| S1 |
64.43 |
62.22 |
|