NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
63.48 |
64.32 |
0.84 |
1.3% |
61.15 |
| High |
64.55 |
65.82 |
1.27 |
2.0% |
65.75 |
| Low |
62.80 |
64.17 |
1.37 |
2.2% |
58.69 |
| Close |
64.09 |
65.66 |
1.57 |
2.4% |
65.45 |
| Range |
1.75 |
1.65 |
-0.10 |
-5.7% |
7.06 |
| ATR |
2.08 |
2.05 |
-0.02 |
-1.2% |
0.00 |
| Volume |
161,584 |
120,186 |
-41,398 |
-25.6% |
779,589 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.17 |
69.56 |
66.57 |
|
| R3 |
68.52 |
67.91 |
66.11 |
|
| R2 |
66.87 |
66.87 |
65.96 |
|
| R1 |
66.26 |
66.26 |
65.81 |
66.57 |
| PP |
65.22 |
65.22 |
65.22 |
65.37 |
| S1 |
64.61 |
64.61 |
65.51 |
64.92 |
| S2 |
63.57 |
63.57 |
65.36 |
|
| S3 |
61.92 |
62.96 |
65.21 |
|
| S4 |
60.27 |
61.31 |
64.75 |
|
|
| 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 |
67.29 |
62.80 |
4.49 |
6.8% |
2.29 |
3.5% |
64% |
False |
False |
152,930 |
| 10 |
67.29 |
58.69 |
8.60 |
13.1% |
2.50 |
3.8% |
81% |
False |
False |
148,823 |
| 20 |
67.29 |
56.69 |
10.60 |
16.1% |
2.18 |
3.3% |
85% |
False |
False |
146,391 |
| 40 |
67.29 |
51.04 |
16.25 |
24.7% |
1.70 |
2.6% |
90% |
False |
False |
113,952 |
| 60 |
67.29 |
46.20 |
21.09 |
32.1% |
1.58 |
2.4% |
92% |
False |
False |
95,758 |
| 80 |
67.29 |
41.66 |
25.63 |
39.0% |
1.48 |
2.3% |
94% |
False |
False |
87,322 |
| 100 |
67.29 |
36.26 |
31.03 |
47.3% |
1.49 |
2.3% |
95% |
False |
False |
78,004 |
| 120 |
67.29 |
36.26 |
31.03 |
47.3% |
1.48 |
2.2% |
95% |
False |
False |
70,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.83 |
|
2.618 |
70.14 |
|
1.618 |
68.49 |
|
1.000 |
67.47 |
|
0.618 |
66.84 |
|
HIGH |
65.82 |
|
0.618 |
65.19 |
|
0.500 |
65.00 |
|
0.382 |
64.80 |
|
LOW |
64.17 |
|
0.618 |
63.15 |
|
1.000 |
62.52 |
|
1.618 |
61.50 |
|
2.618 |
59.85 |
|
4.250 |
57.16 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.44 |
65.21 |
| PP |
65.22 |
64.76 |
| S1 |
65.00 |
64.31 |
|