NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
58.43 |
59.91 |
1.48 |
2.5% |
57.81 |
| High |
60.71 |
63.44 |
2.73 |
4.5% |
62.47 |
| Low |
58.21 |
59.46 |
1.25 |
2.1% |
57.73 |
| Close |
60.15 |
62.52 |
2.37 |
3.9% |
60.12 |
| Range |
2.50 |
3.98 |
1.48 |
59.2% |
4.74 |
| ATR |
1.70 |
1.87 |
0.16 |
9.5% |
0.00 |
| Volume |
56,504 |
100,425 |
43,921 |
77.7% |
184,936 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.75 |
72.11 |
64.71 |
|
| R3 |
69.77 |
68.13 |
63.61 |
|
| R2 |
65.79 |
65.79 |
63.25 |
|
| R1 |
64.15 |
64.15 |
62.88 |
64.97 |
| PP |
61.81 |
61.81 |
61.81 |
62.22 |
| S1 |
60.17 |
60.17 |
62.16 |
60.99 |
| S2 |
57.83 |
57.83 |
61.79 |
|
| S3 |
53.85 |
56.19 |
61.43 |
|
| S4 |
49.87 |
52.21 |
60.33 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.33 |
71.96 |
62.73 |
|
| R3 |
69.59 |
67.22 |
61.42 |
|
| R2 |
64.85 |
64.85 |
60.99 |
|
| R1 |
62.48 |
62.48 |
60.55 |
63.67 |
| PP |
60.11 |
60.11 |
60.11 |
60.70 |
| S1 |
57.74 |
57.74 |
59.69 |
58.93 |
| S2 |
55.37 |
55.37 |
59.25 |
|
| S3 |
50.63 |
53.00 |
58.82 |
|
| S4 |
45.89 |
48.26 |
57.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.44 |
58.20 |
5.24 |
8.4% |
2.62 |
4.2% |
82% |
True |
False |
53,495 |
| 10 |
63.44 |
57.47 |
5.97 |
9.5% |
2.32 |
3.7% |
85% |
True |
False |
51,256 |
| 20 |
63.44 |
54.22 |
9.22 |
14.7% |
1.76 |
2.8% |
90% |
True |
False |
47,306 |
| 40 |
63.44 |
49.12 |
14.32 |
22.9% |
1.47 |
2.4% |
94% |
True |
False |
35,539 |
| 60 |
63.44 |
45.55 |
17.89 |
28.6% |
1.39 |
2.2% |
95% |
True |
False |
27,343 |
| 80 |
63.44 |
39.53 |
23.91 |
38.2% |
1.34 |
2.1% |
96% |
True |
False |
22,999 |
| 100 |
63.44 |
36.69 |
26.75 |
42.8% |
1.32 |
2.1% |
97% |
True |
False |
19,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.36 |
|
2.618 |
73.86 |
|
1.618 |
69.88 |
|
1.000 |
67.42 |
|
0.618 |
65.90 |
|
HIGH |
63.44 |
|
0.618 |
61.92 |
|
0.500 |
61.45 |
|
0.382 |
60.98 |
|
LOW |
59.46 |
|
0.618 |
57.00 |
|
1.000 |
55.48 |
|
1.618 |
53.02 |
|
2.618 |
49.04 |
|
4.250 |
42.55 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
62.16 |
61.95 |
| PP |
61.81 |
61.39 |
| S1 |
61.45 |
60.82 |
|