NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
64.63 |
64.42 |
-0.21 |
-0.3% |
65.36 |
| High |
64.74 |
64.78 |
0.04 |
0.1% |
66.61 |
| Low |
63.25 |
63.18 |
-0.07 |
-0.1% |
62.32 |
| Close |
64.25 |
64.05 |
-0.20 |
-0.3% |
64.84 |
| Range |
1.49 |
1.60 |
0.11 |
7.4% |
4.29 |
| ATR |
1.86 |
1.84 |
-0.02 |
-1.0% |
0.00 |
| Volume |
58,044 |
99,238 |
41,194 |
71.0% |
300,960 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.80 |
68.03 |
64.93 |
|
| R3 |
67.20 |
66.43 |
64.49 |
|
| R2 |
65.60 |
65.60 |
64.34 |
|
| R1 |
64.83 |
64.83 |
64.20 |
64.42 |
| PP |
64.00 |
64.00 |
64.00 |
63.80 |
| S1 |
63.23 |
63.23 |
63.90 |
62.82 |
| S2 |
62.40 |
62.40 |
63.76 |
|
| S3 |
60.80 |
61.63 |
63.61 |
|
| S4 |
59.20 |
60.03 |
63.17 |
|
|
| 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 |
63.18 |
2.44 |
3.8% |
1.50 |
2.3% |
36% |
False |
True |
61,507 |
| 10 |
66.61 |
59.46 |
7.15 |
11.2% |
2.10 |
3.3% |
64% |
False |
False |
66,262 |
| 20 |
66.61 |
57.47 |
9.14 |
14.3% |
2.11 |
3.3% |
72% |
False |
False |
56,972 |
| 40 |
66.61 |
50.78 |
15.83 |
24.7% |
1.63 |
2.5% |
84% |
False |
False |
44,902 |
| 60 |
66.61 |
46.46 |
20.15 |
31.5% |
1.53 |
2.4% |
87% |
False |
False |
35,107 |
| 80 |
66.61 |
42.60 |
24.01 |
37.5% |
1.40 |
2.2% |
89% |
False |
False |
29,240 |
| 100 |
66.61 |
36.69 |
29.92 |
46.7% |
1.40 |
2.2% |
91% |
False |
False |
24,521 |
| 120 |
66.61 |
36.69 |
29.92 |
46.7% |
1.36 |
2.1% |
91% |
False |
False |
21,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.58 |
|
2.618 |
68.97 |
|
1.618 |
67.37 |
|
1.000 |
66.38 |
|
0.618 |
65.77 |
|
HIGH |
64.78 |
|
0.618 |
64.17 |
|
0.500 |
63.98 |
|
0.382 |
63.79 |
|
LOW |
63.18 |
|
0.618 |
62.19 |
|
1.000 |
61.58 |
|
1.618 |
60.59 |
|
2.618 |
58.99 |
|
4.250 |
56.38 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.03 |
64.40 |
| PP |
64.00 |
64.28 |
| S1 |
63.98 |
64.17 |
|