NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
58.22 |
60.68 |
2.46 |
4.2% |
61.07 |
| High |
61.12 |
61.52 |
0.40 |
0.7% |
61.62 |
| Low |
58.22 |
59.26 |
1.04 |
1.8% |
57.18 |
| Close |
60.76 |
61.30 |
0.54 |
0.9% |
60.76 |
| Range |
2.90 |
2.26 |
-0.64 |
-22.1% |
4.44 |
| ATR |
2.51 |
2.50 |
-0.02 |
-0.7% |
0.00 |
| Volume |
97,649 |
81,080 |
-16,569 |
-17.0% |
503,344 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.47 |
66.65 |
62.54 |
|
| R3 |
65.21 |
64.39 |
61.92 |
|
| R2 |
62.95 |
62.95 |
61.71 |
|
| R1 |
62.13 |
62.13 |
61.51 |
62.54 |
| PP |
60.69 |
60.69 |
60.69 |
60.90 |
| S1 |
59.87 |
59.87 |
61.09 |
60.28 |
| S2 |
58.43 |
58.43 |
60.89 |
|
| S3 |
56.17 |
57.61 |
60.68 |
|
| S4 |
53.91 |
55.35 |
60.06 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.17 |
71.41 |
63.20 |
|
| R3 |
68.73 |
66.97 |
61.98 |
|
| R2 |
64.29 |
64.29 |
61.57 |
|
| R1 |
62.53 |
62.53 |
61.17 |
61.19 |
| PP |
59.85 |
59.85 |
59.85 |
59.19 |
| S1 |
58.09 |
58.09 |
60.35 |
56.75 |
| S2 |
55.41 |
55.41 |
59.95 |
|
| S3 |
50.97 |
53.65 |
59.54 |
|
| S4 |
46.53 |
49.21 |
58.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.52 |
57.18 |
4.34 |
7.1% |
3.22 |
5.2% |
95% |
True |
False |
104,529 |
| 10 |
64.78 |
57.18 |
7.60 |
12.4% |
2.97 |
4.8% |
54% |
False |
False |
100,991 |
| 20 |
66.61 |
57.18 |
9.43 |
15.4% |
2.59 |
4.2% |
44% |
False |
False |
80,460 |
| 40 |
66.61 |
50.85 |
15.76 |
25.7% |
2.09 |
3.4% |
66% |
False |
False |
61,812 |
| 60 |
66.61 |
47.46 |
19.15 |
31.2% |
1.80 |
2.9% |
72% |
False |
False |
48,374 |
| 80 |
66.61 |
44.59 |
22.02 |
35.9% |
1.63 |
2.7% |
76% |
False |
False |
38,604 |
| 100 |
66.61 |
39.30 |
27.31 |
44.6% |
1.54 |
2.5% |
81% |
False |
False |
32,687 |
| 120 |
66.61 |
36.69 |
29.92 |
48.8% |
1.49 |
2.4% |
82% |
False |
False |
28,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.13 |
|
2.618 |
67.44 |
|
1.618 |
65.18 |
|
1.000 |
63.78 |
|
0.618 |
62.92 |
|
HIGH |
61.52 |
|
0.618 |
60.66 |
|
0.500 |
60.39 |
|
0.382 |
60.12 |
|
LOW |
59.26 |
|
0.618 |
57.86 |
|
1.000 |
57.00 |
|
1.618 |
55.60 |
|
2.618 |
53.34 |
|
4.250 |
49.66 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
61.00 |
60.68 |
| PP |
60.69 |
60.05 |
| S1 |
60.39 |
59.43 |
|