NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
65.61 |
65.31 |
-0.30 |
-0.5% |
66.00 |
| High |
65.86 |
66.15 |
0.29 |
0.4% |
67.29 |
| Low |
65.06 |
64.01 |
-1.05 |
-1.6% |
62.80 |
| Close |
65.36 |
65.20 |
-0.16 |
-0.2% |
65.36 |
| Range |
0.80 |
2.14 |
1.34 |
167.5% |
4.49 |
| ATR |
1.96 |
1.98 |
0.01 |
0.6% |
0.00 |
| Volume |
94,385 |
102,930 |
8,545 |
9.1% |
701,237 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.54 |
70.51 |
66.38 |
|
| R3 |
69.40 |
68.37 |
65.79 |
|
| R2 |
67.26 |
67.26 |
65.59 |
|
| R1 |
66.23 |
66.23 |
65.40 |
65.68 |
| PP |
65.12 |
65.12 |
65.12 |
64.84 |
| S1 |
64.09 |
64.09 |
65.00 |
63.54 |
| S2 |
62.98 |
62.98 |
64.81 |
|
| S3 |
60.84 |
61.95 |
64.61 |
|
| S4 |
58.70 |
59.81 |
64.02 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.62 |
76.48 |
67.83 |
|
| R3 |
74.13 |
71.99 |
66.59 |
|
| R2 |
69.64 |
69.64 |
66.18 |
|
| R1 |
67.50 |
67.50 |
65.77 |
66.33 |
| PP |
65.15 |
65.15 |
65.15 |
64.56 |
| S1 |
63.01 |
63.01 |
64.95 |
61.84 |
| S2 |
60.66 |
60.66 |
64.54 |
|
| S3 |
56.17 |
58.52 |
64.13 |
|
| S4 |
51.68 |
54.03 |
62.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.15 |
62.80 |
3.35 |
5.1% |
1.70 |
2.6% |
72% |
True |
False |
133,135 |
| 10 |
67.29 |
58.69 |
8.60 |
13.2% |
2.29 |
3.5% |
76% |
False |
False |
145,828 |
| 20 |
67.29 |
57.95 |
9.34 |
14.3% |
2.18 |
3.3% |
78% |
False |
False |
144,679 |
| 40 |
67.29 |
51.04 |
16.25 |
24.9% |
1.72 |
2.6% |
87% |
False |
False |
114,992 |
| 60 |
67.29 |
46.48 |
20.81 |
31.9% |
1.59 |
2.4% |
90% |
False |
False |
97,234 |
| 80 |
67.29 |
41.98 |
25.31 |
38.8% |
1.48 |
2.3% |
92% |
False |
False |
88,720 |
| 100 |
67.29 |
36.26 |
31.03 |
47.6% |
1.51 |
2.3% |
93% |
False |
False |
79,566 |
| 120 |
67.29 |
36.26 |
31.03 |
47.6% |
1.47 |
2.3% |
93% |
False |
False |
71,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.25 |
|
2.618 |
71.75 |
|
1.618 |
69.61 |
|
1.000 |
68.29 |
|
0.618 |
67.47 |
|
HIGH |
66.15 |
|
0.618 |
65.33 |
|
0.500 |
65.08 |
|
0.382 |
64.83 |
|
LOW |
64.01 |
|
0.618 |
62.69 |
|
1.000 |
61.87 |
|
1.618 |
60.55 |
|
2.618 |
58.41 |
|
4.250 |
54.92 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.16 |
65.16 |
| PP |
65.12 |
65.12 |
| S1 |
65.08 |
65.08 |
|