NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
57.96 |
59.23 |
1.27 |
2.2% |
57.17 |
| High |
60.08 |
62.70 |
2.62 |
4.4% |
61.82 |
| Low |
57.68 |
58.92 |
1.24 |
2.1% |
57.17 |
| Close |
59.55 |
61.80 |
2.25 |
3.8% |
59.46 |
| Range |
2.40 |
3.78 |
1.38 |
57.5% |
4.65 |
| ATR |
1.62 |
1.77 |
0.15 |
9.5% |
0.00 |
| Volume |
34,731 |
59,823 |
25,092 |
72.2% |
156,517 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.48 |
70.92 |
63.88 |
|
| R3 |
68.70 |
67.14 |
62.84 |
|
| R2 |
64.92 |
64.92 |
62.49 |
|
| R1 |
63.36 |
63.36 |
62.15 |
64.14 |
| PP |
61.14 |
61.14 |
61.14 |
61.53 |
| S1 |
59.58 |
59.58 |
61.45 |
60.36 |
| S2 |
57.36 |
57.36 |
61.11 |
|
| S3 |
53.58 |
55.80 |
60.76 |
|
| S4 |
49.80 |
52.02 |
59.72 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.43 |
71.10 |
62.02 |
|
| R3 |
68.78 |
66.45 |
60.74 |
|
| R2 |
64.13 |
64.13 |
60.31 |
|
| R1 |
61.80 |
61.80 |
59.89 |
62.97 |
| PP |
59.48 |
59.48 |
59.48 |
60.07 |
| S1 |
57.15 |
57.15 |
59.03 |
58.32 |
| S2 |
54.83 |
54.83 |
58.61 |
|
| S3 |
50.18 |
52.50 |
58.18 |
|
| S4 |
45.53 |
47.85 |
56.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.70 |
57.59 |
5.11 |
8.3% |
2.50 |
4.0% |
82% |
True |
False |
34,422 |
| 10 |
62.70 |
56.87 |
5.83 |
9.4% |
2.22 |
3.6% |
85% |
True |
False |
35,190 |
| 20 |
62.70 |
53.79 |
8.91 |
14.4% |
1.67 |
2.7% |
90% |
True |
False |
31,243 |
| 40 |
62.70 |
48.88 |
13.82 |
22.4% |
1.39 |
2.2% |
93% |
True |
False |
22,649 |
| 60 |
62.70 |
45.50 |
17.20 |
27.8% |
1.30 |
2.1% |
95% |
True |
False |
16,886 |
| 80 |
62.70 |
39.76 |
22.94 |
37.1% |
1.26 |
2.0% |
96% |
True |
False |
13,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.77 |
|
2.618 |
72.60 |
|
1.618 |
68.82 |
|
1.000 |
66.48 |
|
0.618 |
65.04 |
|
HIGH |
62.70 |
|
0.618 |
61.26 |
|
0.500 |
60.81 |
|
0.382 |
60.36 |
|
LOW |
58.92 |
|
0.618 |
56.58 |
|
1.000 |
55.14 |
|
1.618 |
52.80 |
|
2.618 |
49.02 |
|
4.250 |
42.86 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
61.47 |
61.25 |
| PP |
61.14 |
60.70 |
| S1 |
60.81 |
60.15 |
|