NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
63.82 |
63.41 |
-0.41 |
-0.6% |
64.55 |
| High |
64.17 |
63.68 |
-0.49 |
-0.8% |
65.81 |
| Low |
62.69 |
57.64 |
-5.05 |
-8.1% |
61.74 |
| Close |
63.50 |
59.25 |
-4.25 |
-6.7% |
64.19 |
| Range |
1.48 |
6.04 |
4.56 |
308.1% |
4.07 |
| ATR |
1.75 |
2.06 |
0.31 |
17.5% |
0.00 |
| Volume |
47,424 |
72,181 |
24,757 |
52.2% |
186,508 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.31 |
74.82 |
62.57 |
|
| R3 |
72.27 |
68.78 |
60.91 |
|
| R2 |
66.23 |
66.23 |
60.36 |
|
| R1 |
62.74 |
62.74 |
59.80 |
61.47 |
| PP |
60.19 |
60.19 |
60.19 |
59.55 |
| S1 |
56.70 |
56.70 |
58.70 |
55.43 |
| S2 |
54.15 |
54.15 |
58.14 |
|
| S3 |
48.11 |
50.66 |
57.59 |
|
| S4 |
42.07 |
44.62 |
55.93 |
|
|
| 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 |
57.64 |
7.27 |
12.3% |
2.30 |
3.9% |
22% |
False |
True |
39,492 |
| 10 |
65.81 |
57.64 |
8.17 |
13.8% |
2.21 |
3.7% |
20% |
False |
True |
40,248 |
| 20 |
65.81 |
56.87 |
8.94 |
15.1% |
2.22 |
3.7% |
27% |
False |
False |
37,719 |
| 40 |
65.81 |
50.52 |
15.29 |
25.8% |
1.67 |
2.8% |
57% |
False |
False |
29,330 |
| 60 |
65.81 |
46.35 |
19.46 |
32.8% |
1.52 |
2.6% |
66% |
False |
False |
22,701 |
| 80 |
65.81 |
42.91 |
22.90 |
38.6% |
1.38 |
2.3% |
71% |
False |
False |
18,470 |
| 100 |
65.81 |
37.08 |
28.73 |
48.5% |
1.37 |
2.3% |
77% |
False |
False |
15,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.35 |
|
2.618 |
79.49 |
|
1.618 |
73.45 |
|
1.000 |
69.72 |
|
0.618 |
67.41 |
|
HIGH |
63.68 |
|
0.618 |
61.37 |
|
0.500 |
60.66 |
|
0.382 |
59.95 |
|
LOW |
57.64 |
|
0.618 |
53.91 |
|
1.000 |
51.60 |
|
1.618 |
47.87 |
|
2.618 |
41.83 |
|
4.250 |
31.97 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
60.66 |
60.91 |
| PP |
60.19 |
60.35 |
| S1 |
59.72 |
59.80 |
|