NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
63.92 |
59.27 |
-4.65 |
-7.3% |
64.78 |
| High |
64.25 |
61.33 |
-2.92 |
-4.5% |
65.62 |
| Low |
57.91 |
58.75 |
0.84 |
1.5% |
57.91 |
| Close |
59.66 |
61.01 |
1.35 |
2.3% |
61.01 |
| Range |
6.34 |
2.58 |
-3.76 |
-59.3% |
7.71 |
| ATR |
2.16 |
2.19 |
0.03 |
1.4% |
0.00 |
| Volume |
148,804 |
119,409 |
-29,395 |
-19.8% |
469,721 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.10 |
67.14 |
62.43 |
|
| R3 |
65.52 |
64.56 |
61.72 |
|
| R2 |
62.94 |
62.94 |
61.48 |
|
| R1 |
61.98 |
61.98 |
61.25 |
62.46 |
| PP |
60.36 |
60.36 |
60.36 |
60.61 |
| S1 |
59.40 |
59.40 |
60.77 |
59.88 |
| S2 |
57.78 |
57.78 |
60.54 |
|
| S3 |
55.20 |
56.82 |
60.30 |
|
| S4 |
52.62 |
54.24 |
59.59 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.64 |
80.54 |
65.25 |
|
| R3 |
76.93 |
72.83 |
63.13 |
|
| R2 |
69.22 |
69.22 |
62.42 |
|
| R1 |
65.12 |
65.12 |
61.72 |
63.32 |
| PP |
61.51 |
61.51 |
61.51 |
60.61 |
| S1 |
57.41 |
57.41 |
60.30 |
55.61 |
| S2 |
53.80 |
53.80 |
59.60 |
|
| S3 |
46.09 |
49.70 |
58.89 |
|
| S4 |
38.38 |
41.99 |
56.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.62 |
57.91 |
7.71 |
12.6% |
2.81 |
4.6% |
40% |
False |
False |
93,944 |
| 10 |
66.61 |
57.91 |
8.70 |
14.3% |
2.33 |
3.8% |
36% |
False |
False |
77,068 |
| 20 |
66.61 |
57.73 |
8.88 |
14.6% |
2.38 |
3.9% |
37% |
False |
False |
62,583 |
| 40 |
66.61 |
50.78 |
15.83 |
25.9% |
1.82 |
3.0% |
65% |
False |
False |
50,245 |
| 60 |
66.61 |
46.49 |
20.12 |
33.0% |
1.62 |
2.7% |
72% |
False |
False |
39,294 |
| 80 |
66.61 |
43.32 |
23.29 |
38.2% |
1.49 |
2.4% |
76% |
False |
False |
32,460 |
| 100 |
66.61 |
36.69 |
29.92 |
49.0% |
1.47 |
2.4% |
81% |
False |
False |
27,154 |
| 120 |
66.61 |
36.69 |
29.92 |
49.0% |
1.42 |
2.3% |
81% |
False |
False |
23,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.30 |
|
2.618 |
68.08 |
|
1.618 |
65.50 |
|
1.000 |
63.91 |
|
0.618 |
62.92 |
|
HIGH |
61.33 |
|
0.618 |
60.34 |
|
0.500 |
60.04 |
|
0.382 |
59.74 |
|
LOW |
58.75 |
|
0.618 |
57.16 |
|
1.000 |
56.17 |
|
1.618 |
54.58 |
|
2.618 |
52.00 |
|
4.250 |
47.79 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
60.69 |
61.35 |
| PP |
60.36 |
61.23 |
| S1 |
60.04 |
61.12 |
|