NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
61.07 |
60.92 |
-0.15 |
-0.2% |
64.78 |
| High |
61.62 |
60.98 |
-0.64 |
-1.0% |
65.62 |
| Low |
60.02 |
57.18 |
-2.84 |
-4.7% |
57.91 |
| Close |
61.23 |
57.64 |
-3.59 |
-5.9% |
61.01 |
| Range |
1.60 |
3.80 |
2.20 |
137.5% |
7.71 |
| ATR |
2.15 |
2.29 |
0.14 |
6.3% |
0.00 |
| Volume |
61,775 |
164,432 |
102,657 |
166.2% |
469,721 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.00 |
67.62 |
59.73 |
|
| R3 |
66.20 |
63.82 |
58.69 |
|
| R2 |
62.40 |
62.40 |
58.34 |
|
| R1 |
60.02 |
60.02 |
57.99 |
59.31 |
| PP |
58.60 |
58.60 |
58.60 |
58.25 |
| S1 |
56.22 |
56.22 |
57.29 |
55.51 |
| S2 |
54.80 |
54.80 |
56.94 |
|
| S3 |
51.00 |
52.42 |
56.60 |
|
| S4 |
47.20 |
48.62 |
55.55 |
|
|
| 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 |
64.78 |
57.18 |
7.60 |
13.2% |
3.18 |
5.5% |
6% |
False |
True |
118,731 |
| 10 |
65.62 |
57.18 |
8.44 |
14.6% |
2.35 |
4.1% |
5% |
False |
True |
85,787 |
| 20 |
66.61 |
57.18 |
9.43 |
16.4% |
2.39 |
4.1% |
5% |
False |
True |
70,301 |
| 40 |
66.61 |
50.85 |
15.76 |
27.3% |
1.89 |
3.3% |
43% |
False |
False |
54,913 |
| 60 |
66.61 |
47.46 |
19.15 |
33.2% |
1.65 |
2.9% |
53% |
False |
False |
42,836 |
| 80 |
66.61 |
44.59 |
22.02 |
38.2% |
1.53 |
2.7% |
59% |
False |
False |
34,773 |
| 100 |
66.61 |
36.69 |
29.92 |
51.9% |
1.50 |
2.6% |
70% |
False |
False |
29,353 |
| 120 |
66.61 |
36.69 |
29.92 |
51.9% |
1.45 |
2.5% |
70% |
False |
False |
25,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.13 |
|
2.618 |
70.93 |
|
1.618 |
67.13 |
|
1.000 |
64.78 |
|
0.618 |
63.33 |
|
HIGH |
60.98 |
|
0.618 |
59.53 |
|
0.500 |
59.08 |
|
0.382 |
58.63 |
|
LOW |
57.18 |
|
0.618 |
54.83 |
|
1.000 |
53.38 |
|
1.618 |
51.03 |
|
2.618 |
47.23 |
|
4.250 |
41.03 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
59.08 |
59.40 |
| PP |
58.60 |
58.81 |
| S1 |
58.12 |
58.23 |
|