NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
63.76 |
65.03 |
1.27 |
2.0% |
65.36 |
| High |
65.25 |
65.27 |
0.02 |
0.0% |
66.61 |
| Low |
63.65 |
64.52 |
0.87 |
1.4% |
62.32 |
| Close |
65.11 |
64.84 |
-0.27 |
-0.4% |
64.84 |
| Range |
1.60 |
0.75 |
-0.85 |
-53.1% |
4.29 |
| ATR |
1.96 |
1.88 |
-0.09 |
-4.4% |
0.00 |
| Volume |
61,430 |
44,601 |
-16,829 |
-27.4% |
300,960 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.13 |
66.73 |
65.25 |
|
| R3 |
66.38 |
65.98 |
65.05 |
|
| R2 |
65.63 |
65.63 |
64.98 |
|
| R1 |
65.23 |
65.23 |
64.91 |
65.06 |
| PP |
64.88 |
64.88 |
64.88 |
64.79 |
| S1 |
64.48 |
64.48 |
64.77 |
64.31 |
| S2 |
64.13 |
64.13 |
64.70 |
|
| S3 |
63.38 |
63.73 |
64.63 |
|
| S4 |
62.63 |
62.98 |
64.43 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.46 |
75.44 |
67.20 |
|
| R3 |
73.17 |
71.15 |
66.02 |
|
| R2 |
68.88 |
68.88 |
65.63 |
|
| R1 |
66.86 |
66.86 |
65.23 |
65.73 |
| PP |
64.59 |
64.59 |
64.59 |
64.02 |
| S1 |
62.57 |
62.57 |
64.45 |
61.44 |
| S2 |
60.30 |
60.30 |
64.05 |
|
| S3 |
56.01 |
58.28 |
63.66 |
|
| S4 |
51.72 |
53.99 |
62.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.61 |
62.32 |
4.29 |
6.6% |
1.85 |
2.9% |
59% |
False |
False |
60,192 |
| 10 |
66.61 |
58.20 |
8.41 |
13.0% |
2.28 |
3.5% |
79% |
False |
False |
59,701 |
| 20 |
66.61 |
56.25 |
10.36 |
16.0% |
2.09 |
3.2% |
83% |
False |
False |
55,158 |
| 40 |
66.61 |
50.78 |
15.83 |
24.4% |
1.60 |
2.5% |
89% |
False |
False |
41,678 |
| 60 |
66.61 |
46.46 |
20.15 |
31.1% |
1.48 |
2.3% |
91% |
False |
False |
32,128 |
| 80 |
66.61 |
42.17 |
24.44 |
37.7% |
1.37 |
2.1% |
93% |
False |
False |
26,950 |
| 100 |
66.61 |
36.69 |
29.92 |
46.1% |
1.38 |
2.1% |
94% |
False |
False |
22,586 |
| 120 |
66.61 |
36.69 |
29.92 |
46.1% |
1.35 |
2.1% |
94% |
False |
False |
19,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.46 |
|
2.618 |
67.23 |
|
1.618 |
66.48 |
|
1.000 |
66.02 |
|
0.618 |
65.73 |
|
HIGH |
65.27 |
|
0.618 |
64.98 |
|
0.500 |
64.90 |
|
0.382 |
64.81 |
|
LOW |
64.52 |
|
0.618 |
64.06 |
|
1.000 |
63.77 |
|
1.618 |
63.31 |
|
2.618 |
62.56 |
|
4.250 |
61.33 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.90 |
64.49 |
| PP |
64.88 |
64.14 |
| S1 |
64.86 |
63.80 |
|