NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
63.20 |
64.32 |
1.12 |
1.8% |
64.55 |
| High |
64.57 |
64.57 |
0.00 |
0.0% |
65.81 |
| Low |
63.09 |
63.86 |
0.77 |
1.2% |
61.74 |
| Close |
64.43 |
64.19 |
-0.24 |
-0.4% |
64.19 |
| Range |
1.48 |
0.71 |
-0.77 |
-52.0% |
4.07 |
| ATR |
1.88 |
1.79 |
-0.08 |
-4.4% |
0.00 |
| Volume |
41,585 |
26,820 |
-14,765 |
-35.5% |
186,508 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.34 |
65.97 |
64.58 |
|
| R3 |
65.63 |
65.26 |
64.39 |
|
| R2 |
64.92 |
64.92 |
64.32 |
|
| R1 |
64.55 |
64.55 |
64.26 |
64.38 |
| PP |
64.21 |
64.21 |
64.21 |
64.12 |
| S1 |
63.84 |
63.84 |
64.12 |
63.67 |
| S2 |
63.50 |
63.50 |
64.06 |
|
| S3 |
62.79 |
63.13 |
63.99 |
|
| S4 |
62.08 |
62.42 |
63.80 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.12 |
74.23 |
66.43 |
|
| R3 |
72.05 |
70.16 |
65.31 |
|
| R2 |
67.98 |
67.98 |
64.94 |
|
| R1 |
66.09 |
66.09 |
64.56 |
65.00 |
| PP |
63.91 |
63.91 |
63.91 |
63.37 |
| S1 |
62.02 |
62.02 |
63.82 |
60.93 |
| S2 |
59.84 |
59.84 |
63.44 |
|
| S3 |
55.77 |
57.95 |
63.07 |
|
| S4 |
51.70 |
53.88 |
61.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.81 |
61.74 |
4.07 |
6.3% |
1.75 |
2.7% |
60% |
False |
False |
37,301 |
| 10 |
65.81 |
57.59 |
8.22 |
12.8% |
2.18 |
3.4% |
80% |
False |
False |
37,612 |
| 20 |
65.81 |
55.79 |
10.02 |
15.6% |
1.99 |
3.1% |
84% |
False |
False |
36,183 |
| 40 |
65.81 |
50.52 |
15.29 |
23.8% |
1.52 |
2.4% |
89% |
False |
False |
26,637 |
| 60 |
65.81 |
46.35 |
19.46 |
30.3% |
1.39 |
2.2% |
92% |
False |
False |
20,109 |
| 80 |
65.81 |
42.31 |
23.50 |
36.6% |
1.29 |
2.0% |
93% |
False |
False |
16,517 |
| 100 |
65.81 |
37.08 |
28.73 |
44.8% |
1.30 |
2.0% |
94% |
False |
False |
13,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.59 |
|
2.618 |
66.43 |
|
1.618 |
65.72 |
|
1.000 |
65.28 |
|
0.618 |
65.01 |
|
HIGH |
64.57 |
|
0.618 |
64.30 |
|
0.500 |
64.22 |
|
0.382 |
64.13 |
|
LOW |
63.86 |
|
0.618 |
63.42 |
|
1.000 |
63.15 |
|
1.618 |
62.71 |
|
2.618 |
62.00 |
|
4.250 |
60.84 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.22 |
63.85 |
| PP |
64.21 |
63.50 |
| S1 |
64.20 |
63.16 |
|