NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
60.68 |
61.63 |
0.95 |
1.6% |
61.07 |
| High |
61.52 |
61.99 |
0.47 |
0.8% |
61.62 |
| Low |
59.26 |
59.75 |
0.49 |
0.8% |
57.18 |
| Close |
61.30 |
60.35 |
-0.95 |
-1.5% |
60.76 |
| Range |
2.26 |
2.24 |
-0.02 |
-0.9% |
4.44 |
| ATR |
2.50 |
2.48 |
-0.02 |
-0.7% |
0.00 |
| Volume |
81,080 |
68,563 |
-12,517 |
-15.4% |
503,344 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.42 |
66.12 |
61.58 |
|
| R3 |
65.18 |
63.88 |
60.97 |
|
| R2 |
62.94 |
62.94 |
60.76 |
|
| R1 |
61.64 |
61.64 |
60.56 |
61.17 |
| PP |
60.70 |
60.70 |
60.70 |
60.46 |
| S1 |
59.40 |
59.40 |
60.14 |
58.93 |
| S2 |
58.46 |
58.46 |
59.94 |
|
| S3 |
56.22 |
57.16 |
59.73 |
|
| S4 |
53.98 |
54.92 |
59.12 |
|
|
| 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 |
61.99 |
57.28 |
4.71 |
7.8% |
2.90 |
4.8% |
65% |
True |
False |
85,356 |
| 10 |
64.78 |
57.18 |
7.60 |
12.6% |
3.04 |
5.0% |
42% |
False |
False |
102,043 |
| 20 |
66.61 |
57.18 |
9.43 |
15.6% |
2.61 |
4.3% |
34% |
False |
False |
82,016 |
| 40 |
66.61 |
52.44 |
14.17 |
23.5% |
2.09 |
3.5% |
56% |
False |
False |
63,082 |
| 60 |
66.61 |
47.46 |
19.15 |
31.7% |
1.83 |
3.0% |
67% |
False |
False |
49,378 |
| 80 |
66.61 |
45.17 |
21.44 |
35.5% |
1.64 |
2.7% |
71% |
False |
False |
39,299 |
| 100 |
66.61 |
39.53 |
27.08 |
44.9% |
1.55 |
2.6% |
77% |
False |
False |
33,322 |
| 120 |
66.61 |
36.69 |
29.92 |
49.6% |
1.49 |
2.5% |
79% |
False |
False |
28,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.51 |
|
2.618 |
67.85 |
|
1.618 |
65.61 |
|
1.000 |
64.23 |
|
0.618 |
63.37 |
|
HIGH |
61.99 |
|
0.618 |
61.13 |
|
0.500 |
60.87 |
|
0.382 |
60.61 |
|
LOW |
59.75 |
|
0.618 |
58.37 |
|
1.000 |
57.51 |
|
1.618 |
56.13 |
|
2.618 |
53.89 |
|
4.250 |
50.23 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
60.87 |
60.27 |
| PP |
60.70 |
60.19 |
| S1 |
60.52 |
60.11 |
|