NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
59.54 |
61.48 |
1.94 |
3.3% |
65.31 |
| High |
61.64 |
61.91 |
0.27 |
0.4% |
66.15 |
| Low |
58.96 |
60.27 |
1.31 |
2.2% |
58.20 |
| Close |
61.31 |
61.49 |
0.18 |
0.3% |
61.31 |
| Range |
2.68 |
1.64 |
-1.04 |
-38.8% |
7.95 |
| ATR |
2.28 |
2.24 |
-0.05 |
-2.0% |
0.00 |
| Volume |
244,739 |
135,786 |
-108,953 |
-44.5% |
951,377 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.14 |
65.46 |
62.39 |
|
| R3 |
64.50 |
63.82 |
61.94 |
|
| R2 |
62.86 |
62.86 |
61.79 |
|
| R1 |
62.18 |
62.18 |
61.64 |
62.52 |
| PP |
61.22 |
61.22 |
61.22 |
61.40 |
| S1 |
60.54 |
60.54 |
61.34 |
60.88 |
| S2 |
59.58 |
59.58 |
61.19 |
|
| S3 |
57.94 |
58.90 |
61.04 |
|
| S4 |
56.30 |
57.26 |
60.59 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.74 |
81.47 |
65.68 |
|
| R3 |
77.79 |
73.52 |
63.50 |
|
| R2 |
69.84 |
69.84 |
62.77 |
|
| R1 |
65.57 |
65.57 |
62.04 |
63.73 |
| PP |
61.89 |
61.89 |
61.89 |
60.97 |
| S1 |
57.62 |
57.62 |
60.58 |
55.78 |
| S2 |
53.94 |
53.94 |
59.85 |
|
| S3 |
45.99 |
49.67 |
59.12 |
|
| S4 |
38.04 |
41.72 |
56.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.24 |
58.20 |
7.04 |
11.4% |
2.81 |
4.6% |
47% |
False |
False |
196,846 |
| 10 |
66.15 |
58.20 |
7.95 |
12.9% |
2.26 |
3.7% |
41% |
False |
False |
164,990 |
| 20 |
67.29 |
58.20 |
9.09 |
14.8% |
2.39 |
3.9% |
36% |
False |
False |
152,338 |
| 40 |
67.29 |
51.13 |
16.16 |
26.3% |
1.91 |
3.1% |
64% |
False |
False |
130,061 |
| 60 |
67.29 |
46.48 |
20.81 |
33.8% |
1.71 |
2.8% |
72% |
False |
False |
109,745 |
| 80 |
67.29 |
43.48 |
23.81 |
38.7% |
1.60 |
2.6% |
76% |
False |
False |
97,919 |
| 100 |
67.29 |
36.26 |
31.03 |
50.5% |
1.59 |
2.6% |
81% |
False |
False |
88,134 |
| 120 |
67.29 |
36.26 |
31.03 |
50.5% |
1.55 |
2.5% |
81% |
False |
False |
79,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.88 |
|
2.618 |
66.20 |
|
1.618 |
64.56 |
|
1.000 |
63.55 |
|
0.618 |
62.92 |
|
HIGH |
61.91 |
|
0.618 |
61.28 |
|
0.500 |
61.09 |
|
0.382 |
60.90 |
|
LOW |
60.27 |
|
0.618 |
59.26 |
|
1.000 |
58.63 |
|
1.618 |
57.62 |
|
2.618 |
55.98 |
|
4.250 |
53.30 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
61.36 |
61.47 |
| PP |
61.22 |
61.46 |
| S1 |
61.09 |
61.44 |
|