NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
65.03 |
64.78 |
-0.25 |
-0.4% |
65.36 |
| High |
65.27 |
65.62 |
0.35 |
0.5% |
66.61 |
| Low |
64.52 |
63.56 |
-0.96 |
-1.5% |
62.32 |
| Close |
64.84 |
64.71 |
-0.13 |
-0.2% |
64.84 |
| Range |
0.75 |
2.06 |
1.31 |
174.7% |
4.29 |
| ATR |
1.88 |
1.89 |
0.01 |
0.7% |
0.00 |
| Volume |
44,601 |
44,226 |
-375 |
-0.8% |
300,960 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.81 |
69.82 |
65.84 |
|
| R3 |
68.75 |
67.76 |
65.28 |
|
| R2 |
66.69 |
66.69 |
65.09 |
|
| R1 |
65.70 |
65.70 |
64.90 |
65.17 |
| PP |
64.63 |
64.63 |
64.63 |
64.36 |
| S1 |
63.64 |
63.64 |
64.52 |
63.11 |
| S2 |
62.57 |
62.57 |
64.33 |
|
| S3 |
60.51 |
61.58 |
64.14 |
|
| S4 |
58.45 |
59.52 |
63.58 |
|
|
| 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 |
65.62 |
62.32 |
3.30 |
5.1% |
1.63 |
2.5% |
72% |
True |
False |
57,538 |
| 10 |
66.61 |
58.20 |
8.41 |
13.0% |
2.21 |
3.4% |
77% |
False |
False |
59,929 |
| 20 |
66.61 |
57.47 |
9.14 |
14.1% |
2.08 |
3.2% |
79% |
False |
False |
55,194 |
| 40 |
66.61 |
50.78 |
15.83 |
24.5% |
1.63 |
2.5% |
88% |
False |
False |
42,178 |
| 60 |
66.61 |
46.46 |
20.15 |
31.1% |
1.50 |
2.3% |
91% |
False |
False |
32,788 |
| 80 |
66.61 |
42.28 |
24.33 |
37.6% |
1.38 |
2.1% |
92% |
False |
False |
27,417 |
| 100 |
66.61 |
36.69 |
29.92 |
46.2% |
1.39 |
2.2% |
94% |
False |
False |
23,008 |
| 120 |
66.61 |
36.69 |
29.92 |
46.2% |
1.35 |
2.1% |
94% |
False |
False |
19,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.38 |
|
2.618 |
71.01 |
|
1.618 |
68.95 |
|
1.000 |
67.68 |
|
0.618 |
66.89 |
|
HIGH |
65.62 |
|
0.618 |
64.83 |
|
0.500 |
64.59 |
|
0.382 |
64.35 |
|
LOW |
63.56 |
|
0.618 |
62.29 |
|
1.000 |
61.50 |
|
1.618 |
60.23 |
|
2.618 |
58.17 |
|
4.250 |
54.81 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.67 |
64.67 |
| PP |
64.63 |
64.63 |
| S1 |
64.59 |
64.59 |
|