NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
58.44 |
60.94 |
2.50 |
4.3% |
61.48 |
| High |
61.34 |
61.74 |
0.40 |
0.7% |
61.91 |
| Low |
58.33 |
59.42 |
1.09 |
1.9% |
57.29 |
| Close |
60.96 |
61.53 |
0.57 |
0.9% |
60.96 |
| Range |
3.01 |
2.32 |
-0.69 |
-22.9% |
4.62 |
| ATR |
2.61 |
2.59 |
-0.02 |
-0.8% |
0.00 |
| Volume |
183,899 |
142,055 |
-41,844 |
-22.8% |
1,019,071 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.86 |
67.01 |
62.81 |
|
| R3 |
65.54 |
64.69 |
62.17 |
|
| R2 |
63.22 |
63.22 |
61.96 |
|
| R1 |
62.37 |
62.37 |
61.74 |
62.80 |
| PP |
60.90 |
60.90 |
60.90 |
61.11 |
| S1 |
60.05 |
60.05 |
61.32 |
60.48 |
| S2 |
58.58 |
58.58 |
61.10 |
|
| S3 |
56.26 |
57.73 |
60.89 |
|
| S4 |
53.94 |
55.41 |
60.25 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.91 |
72.06 |
63.50 |
|
| R3 |
69.29 |
67.44 |
62.23 |
|
| R2 |
64.67 |
64.67 |
61.81 |
|
| R1 |
62.82 |
62.82 |
61.38 |
61.44 |
| PP |
60.05 |
60.05 |
60.05 |
59.36 |
| S1 |
58.20 |
58.20 |
60.54 |
56.82 |
| S2 |
55.43 |
55.43 |
60.11 |
|
| S3 |
50.81 |
53.58 |
59.69 |
|
| S4 |
46.19 |
48.96 |
58.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.74 |
57.29 |
4.45 |
7.2% |
3.33 |
5.4% |
95% |
True |
False |
205,068 |
| 10 |
65.24 |
57.29 |
7.95 |
12.9% |
3.07 |
5.0% |
53% |
False |
False |
200,957 |
| 20 |
67.29 |
57.29 |
10.00 |
16.3% |
2.68 |
4.4% |
42% |
False |
False |
173,392 |
| 40 |
67.29 |
51.13 |
16.16 |
26.3% |
2.18 |
3.5% |
64% |
False |
False |
148,220 |
| 60 |
67.29 |
47.50 |
19.79 |
32.2% |
1.89 |
3.1% |
71% |
False |
False |
124,523 |
| 80 |
67.29 |
44.51 |
22.78 |
37.0% |
1.72 |
2.8% |
75% |
False |
False |
105,877 |
| 100 |
67.29 |
38.89 |
28.40 |
46.2% |
1.66 |
2.7% |
80% |
False |
False |
96,140 |
| 120 |
67.29 |
36.26 |
31.03 |
50.4% |
1.60 |
2.6% |
81% |
False |
False |
86,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.60 |
|
2.618 |
67.81 |
|
1.618 |
65.49 |
|
1.000 |
64.06 |
|
0.618 |
63.17 |
|
HIGH |
61.74 |
|
0.618 |
60.85 |
|
0.500 |
60.58 |
|
0.382 |
60.31 |
|
LOW |
59.42 |
|
0.618 |
57.99 |
|
1.000 |
57.10 |
|
1.618 |
55.67 |
|
2.618 |
53.35 |
|
4.250 |
49.56 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
61.21 |
60.89 |
| PP |
60.90 |
60.24 |
| S1 |
60.58 |
59.60 |
|