NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
64.78 |
64.63 |
-0.15 |
-0.2% |
65.36 |
| High |
65.62 |
64.74 |
-0.88 |
-1.3% |
66.61 |
| Low |
63.56 |
63.25 |
-0.31 |
-0.5% |
62.32 |
| Close |
64.71 |
64.25 |
-0.46 |
-0.7% |
64.84 |
| Range |
2.06 |
1.49 |
-0.57 |
-27.7% |
4.29 |
| ATR |
1.89 |
1.86 |
-0.03 |
-1.5% |
0.00 |
| Volume |
44,226 |
58,044 |
13,818 |
31.2% |
300,960 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.55 |
67.89 |
65.07 |
|
| R3 |
67.06 |
66.40 |
64.66 |
|
| R2 |
65.57 |
65.57 |
64.52 |
|
| R1 |
64.91 |
64.91 |
64.39 |
64.50 |
| PP |
64.08 |
64.08 |
64.08 |
63.87 |
| S1 |
63.42 |
63.42 |
64.11 |
63.01 |
| S2 |
62.59 |
62.59 |
63.98 |
|
| S3 |
61.10 |
61.93 |
63.84 |
|
| S4 |
59.61 |
60.44 |
63.43 |
|
|
| 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 |
65.62 |
62.32 |
3.30 |
5.1% |
1.52 |
2.4% |
58% |
False |
False |
52,842 |
| 10 |
66.61 |
58.21 |
8.40 |
13.1% |
2.19 |
3.4% |
72% |
False |
False |
61,989 |
| 20 |
66.61 |
57.47 |
9.14 |
14.2% |
2.11 |
3.3% |
74% |
False |
False |
54,458 |
| 40 |
66.61 |
50.78 |
15.83 |
24.6% |
1.62 |
2.5% |
85% |
False |
False |
43,181 |
| 60 |
66.61 |
46.46 |
20.15 |
31.4% |
1.51 |
2.4% |
88% |
False |
False |
33,585 |
| 80 |
66.61 |
42.60 |
24.01 |
37.4% |
1.39 |
2.2% |
90% |
False |
False |
28,102 |
| 100 |
66.61 |
36.69 |
29.92 |
46.6% |
1.40 |
2.2% |
92% |
False |
False |
23,563 |
| 120 |
66.61 |
36.69 |
29.92 |
46.6% |
1.36 |
2.1% |
92% |
False |
False |
20,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.07 |
|
2.618 |
68.64 |
|
1.618 |
67.15 |
|
1.000 |
66.23 |
|
0.618 |
65.66 |
|
HIGH |
64.74 |
|
0.618 |
64.17 |
|
0.500 |
64.00 |
|
0.382 |
63.82 |
|
LOW |
63.25 |
|
0.618 |
62.33 |
|
1.000 |
61.76 |
|
1.618 |
60.84 |
|
2.618 |
59.35 |
|
4.250 |
56.92 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.17 |
64.44 |
| PP |
64.08 |
64.37 |
| S1 |
64.00 |
64.31 |
|