NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
61.18 |
57.42 |
-3.76 |
-6.1% |
65.31 |
| High |
61.26 |
61.31 |
0.05 |
0.1% |
66.15 |
| Low |
57.29 |
57.33 |
0.04 |
0.1% |
58.20 |
| Close |
57.78 |
61.16 |
3.38 |
5.8% |
61.31 |
| Range |
3.97 |
3.98 |
0.01 |
0.3% |
7.95 |
| ATR |
2.38 |
2.49 |
0.11 |
4.8% |
0.00 |
| Volume |
310,147 |
190,274 |
-119,873 |
-38.7% |
951,377 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.87 |
70.50 |
63.35 |
|
| R3 |
67.89 |
66.52 |
62.25 |
|
| R2 |
63.91 |
63.91 |
61.89 |
|
| R1 |
62.54 |
62.54 |
61.52 |
63.23 |
| PP |
59.93 |
59.93 |
59.93 |
60.28 |
| S1 |
58.56 |
58.56 |
60.80 |
59.25 |
| S2 |
55.95 |
55.95 |
60.43 |
|
| S3 |
51.97 |
54.58 |
60.07 |
|
| S4 |
47.99 |
50.60 |
58.97 |
|
|
| 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 |
64.68 |
57.29 |
7.39 |
12.1% |
3.75 |
6.1% |
52% |
False |
False |
235,850 |
| 10 |
66.15 |
57.29 |
8.86 |
14.5% |
2.66 |
4.4% |
44% |
False |
False |
180,215 |
| 20 |
67.29 |
57.29 |
10.00 |
16.4% |
2.55 |
4.2% |
39% |
False |
False |
165,022 |
| 40 |
67.29 |
51.13 |
16.16 |
26.4% |
2.06 |
3.4% |
62% |
False |
False |
139,814 |
| 60 |
67.29 |
47.50 |
19.79 |
32.4% |
1.80 |
2.9% |
69% |
False |
False |
117,294 |
| 80 |
67.29 |
44.51 |
22.78 |
37.2% |
1.66 |
2.7% |
73% |
False |
False |
101,315 |
| 100 |
67.29 |
36.26 |
31.03 |
50.7% |
1.64 |
2.7% |
80% |
False |
False |
92,557 |
| 120 |
67.29 |
36.26 |
31.03 |
50.7% |
1.59 |
2.6% |
80% |
False |
False |
82,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.23 |
|
2.618 |
71.73 |
|
1.618 |
67.75 |
|
1.000 |
65.29 |
|
0.618 |
63.77 |
|
HIGH |
61.31 |
|
0.618 |
59.79 |
|
0.500 |
59.32 |
|
0.382 |
58.85 |
|
LOW |
57.33 |
|
0.618 |
54.87 |
|
1.000 |
53.35 |
|
1.618 |
50.89 |
|
2.618 |
46.91 |
|
4.250 |
40.42 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
60.55 |
60.64 |
| PP |
59.93 |
60.12 |
| S1 |
59.32 |
59.60 |
|