NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
62.49 |
63.20 |
0.71 |
1.1% |
59.99 |
| High |
63.38 |
64.57 |
1.19 |
1.9% |
64.31 |
| Low |
61.74 |
63.09 |
1.35 |
2.2% |
57.59 |
| Close |
62.96 |
64.43 |
1.47 |
2.3% |
64.07 |
| Range |
1.64 |
1.48 |
-0.16 |
-9.8% |
6.72 |
| ATR |
1.90 |
1.88 |
-0.02 |
-1.1% |
0.00 |
| Volume |
33,325 |
41,585 |
8,260 |
24.8% |
189,620 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.47 |
67.93 |
65.24 |
|
| R3 |
66.99 |
66.45 |
64.84 |
|
| R2 |
65.51 |
65.51 |
64.70 |
|
| R1 |
64.97 |
64.97 |
64.57 |
65.24 |
| PP |
64.03 |
64.03 |
64.03 |
64.17 |
| S1 |
63.49 |
63.49 |
64.29 |
63.76 |
| S2 |
62.55 |
62.55 |
64.16 |
|
| S3 |
61.07 |
62.01 |
64.02 |
|
| S4 |
59.59 |
60.53 |
63.62 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.15 |
79.83 |
67.77 |
|
| R3 |
75.43 |
73.11 |
65.92 |
|
| R2 |
68.71 |
68.71 |
65.30 |
|
| R1 |
66.39 |
66.39 |
64.69 |
67.55 |
| PP |
61.99 |
61.99 |
61.99 |
62.57 |
| S1 |
59.67 |
59.67 |
63.45 |
60.83 |
| S2 |
55.27 |
55.27 |
62.84 |
|
| S3 |
48.55 |
52.95 |
62.22 |
|
| S4 |
41.83 |
46.23 |
60.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.81 |
61.71 |
4.10 |
6.4% |
2.13 |
3.3% |
66% |
False |
False |
41,003 |
| 10 |
65.81 |
57.59 |
8.22 |
12.8% |
2.31 |
3.6% |
83% |
False |
False |
37,712 |
| 20 |
65.81 |
55.79 |
10.02 |
15.6% |
1.99 |
3.1% |
86% |
False |
False |
35,828 |
| 40 |
65.81 |
50.52 |
15.29 |
23.7% |
1.53 |
2.4% |
91% |
False |
False |
26,214 |
| 60 |
65.81 |
46.13 |
19.68 |
30.5% |
1.40 |
2.2% |
93% |
False |
False |
19,736 |
| 80 |
65.81 |
41.99 |
23.82 |
37.0% |
1.29 |
2.0% |
94% |
False |
False |
16,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.86 |
|
2.618 |
68.44 |
|
1.618 |
66.96 |
|
1.000 |
66.05 |
|
0.618 |
65.48 |
|
HIGH |
64.57 |
|
0.618 |
64.00 |
|
0.500 |
63.83 |
|
0.382 |
63.66 |
|
LOW |
63.09 |
|
0.618 |
62.18 |
|
1.000 |
61.61 |
|
1.618 |
60.70 |
|
2.618 |
59.22 |
|
4.250 |
56.80 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.23 |
64.01 |
| PP |
64.03 |
63.58 |
| S1 |
63.83 |
63.16 |
|