NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
64.32 |
64.34 |
0.02 |
0.0% |
64.55 |
| High |
64.57 |
64.91 |
0.34 |
0.5% |
65.81 |
| Low |
63.86 |
63.00 |
-0.86 |
-1.3% |
61.74 |
| Close |
64.19 |
64.07 |
-0.12 |
-0.2% |
64.19 |
| Range |
0.71 |
1.91 |
1.20 |
169.0% |
4.07 |
| ATR |
1.79 |
1.80 |
0.01 |
0.5% |
0.00 |
| Volume |
26,820 |
21,265 |
-5,555 |
-20.7% |
186,508 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.72 |
68.81 |
65.12 |
|
| R3 |
67.81 |
66.90 |
64.60 |
|
| R2 |
65.90 |
65.90 |
64.42 |
|
| R1 |
64.99 |
64.99 |
64.25 |
64.49 |
| PP |
63.99 |
63.99 |
63.99 |
63.75 |
| S1 |
63.08 |
63.08 |
63.89 |
62.58 |
| S2 |
62.08 |
62.08 |
63.72 |
|
| S3 |
60.17 |
61.17 |
63.54 |
|
| S4 |
58.26 |
59.26 |
63.02 |
|
|
| 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 |
64.91 |
61.74 |
3.17 |
4.9% |
1.53 |
2.4% |
74% |
True |
False |
35,189 |
| 10 |
65.81 |
57.59 |
8.22 |
12.8% |
2.11 |
3.3% |
79% |
False |
False |
37,360 |
| 20 |
65.81 |
56.87 |
8.94 |
14.0% |
1.99 |
3.1% |
81% |
False |
False |
35,868 |
| 40 |
65.81 |
50.52 |
15.29 |
23.9% |
1.54 |
2.4% |
89% |
False |
False |
26,701 |
| 60 |
65.81 |
46.35 |
19.46 |
30.4% |
1.41 |
2.2% |
91% |
False |
False |
20,419 |
| 80 |
65.81 |
42.31 |
23.50 |
36.7% |
1.30 |
2.0% |
93% |
False |
False |
16,730 |
| 100 |
65.81 |
37.08 |
28.73 |
44.8% |
1.32 |
2.1% |
94% |
False |
False |
14,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.03 |
|
2.618 |
69.91 |
|
1.618 |
68.00 |
|
1.000 |
66.82 |
|
0.618 |
66.09 |
|
HIGH |
64.91 |
|
0.618 |
64.18 |
|
0.500 |
63.96 |
|
0.382 |
63.73 |
|
LOW |
63.00 |
|
0.618 |
61.82 |
|
1.000 |
61.09 |
|
1.618 |
59.91 |
|
2.618 |
58.00 |
|
4.250 |
54.88 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.03 |
64.03 |
| PP |
63.99 |
63.99 |
| S1 |
63.96 |
63.96 |
|