NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
60.92 |
57.30 |
-3.62 |
-5.9% |
64.78 |
| High |
60.98 |
61.11 |
0.13 |
0.2% |
65.62 |
| Low |
57.18 |
57.28 |
0.10 |
0.2% |
57.91 |
| Close |
57.64 |
60.96 |
3.32 |
5.8% |
61.01 |
| Range |
3.80 |
3.83 |
0.03 |
0.8% |
7.71 |
| ATR |
2.29 |
2.40 |
0.11 |
4.8% |
0.00 |
| Volume |
164,432 |
101,493 |
-62,939 |
-38.3% |
469,721 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.27 |
69.95 |
63.07 |
|
| R3 |
67.44 |
66.12 |
62.01 |
|
| R2 |
63.61 |
63.61 |
61.66 |
|
| R1 |
62.29 |
62.29 |
61.31 |
62.95 |
| PP |
59.78 |
59.78 |
59.78 |
60.12 |
| S1 |
58.46 |
58.46 |
60.61 |
59.12 |
| S2 |
55.95 |
55.95 |
60.26 |
|
| S3 |
52.12 |
54.63 |
59.91 |
|
| S4 |
48.29 |
50.80 |
58.85 |
|
|
| 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 |
64.25 |
57.18 |
7.07 |
11.6% |
3.63 |
6.0% |
53% |
False |
False |
119,182 |
| 10 |
65.62 |
57.18 |
8.44 |
13.8% |
2.57 |
4.2% |
45% |
False |
False |
90,345 |
| 20 |
66.61 |
57.18 |
9.43 |
15.5% |
2.46 |
4.0% |
40% |
False |
False |
73,765 |
| 40 |
66.61 |
50.85 |
15.76 |
25.9% |
1.97 |
3.2% |
64% |
False |
False |
56,799 |
| 60 |
66.61 |
47.46 |
19.15 |
31.4% |
1.70 |
2.8% |
70% |
False |
False |
44,466 |
| 80 |
66.61 |
44.59 |
22.02 |
36.1% |
1.56 |
2.6% |
74% |
False |
False |
35,738 |
| 100 |
66.61 |
36.69 |
29.92 |
49.1% |
1.52 |
2.5% |
81% |
False |
False |
30,326 |
| 120 |
66.61 |
36.69 |
29.92 |
49.1% |
1.47 |
2.4% |
81% |
False |
False |
25,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.39 |
|
2.618 |
71.14 |
|
1.618 |
67.31 |
|
1.000 |
64.94 |
|
0.618 |
63.48 |
|
HIGH |
61.11 |
|
0.618 |
59.65 |
|
0.500 |
59.20 |
|
0.382 |
58.74 |
|
LOW |
57.28 |
|
0.618 |
54.91 |
|
1.000 |
53.45 |
|
1.618 |
51.08 |
|
2.618 |
47.25 |
|
4.250 |
41.00 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
60.37 |
60.44 |
| PP |
59.78 |
59.92 |
| S1 |
59.20 |
59.40 |
|