NYMEX Light Sweet Crude Oil Future September 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Mar-2021 | 22-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 58.50 | 60.21 | 1.71 | 2.9% | 63.49 |  
                        | High | 60.34 | 60.63 | 0.29 | 0.5% | 64.21 |  
                        | Low | 58.00 | 59.17 | 1.17 | 2.0% | 57.15 |  
                        | Close | 60.05 | 60.30 | 0.25 | 0.4% | 60.05 |  
                        | Range | 2.34 | 1.46 | -0.88 | -37.6% | 7.06 |  
                        | ATR | 2.02 | 1.98 | -0.04 | -2.0% | 0.00 |  
                        | Volume | 61,755 | 27,772 | -33,983 | -55.0% | 224,641 |  | 
    
| 
        
            | Daily Pivots for day following 22-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 64.41 | 63.82 | 61.10 |  |  
                | R3 | 62.95 | 62.36 | 60.70 |  |  
                | R2 | 61.49 | 61.49 | 60.57 |  |  
                | R1 | 60.90 | 60.90 | 60.43 | 61.20 |  
                | PP | 60.03 | 60.03 | 60.03 | 60.18 |  
                | S1 | 59.44 | 59.44 | 60.17 | 59.74 |  
                | S2 | 58.57 | 58.57 | 60.03 |  |  
                | S3 | 57.11 | 57.98 | 59.90 |  |  
                | S4 | 55.65 | 56.52 | 59.50 |  |  | 
        
            | Weekly Pivots for week ending 19-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 81.65 | 77.91 | 63.93 |  |  
                | R3 | 74.59 | 70.85 | 61.99 |  |  
                | R2 | 67.53 | 67.53 | 61.34 |  |  
                | R1 | 63.79 | 63.79 | 60.70 | 62.13 |  
                | PP | 60.47 | 60.47 | 60.47 | 59.64 |  
                | S1 | 56.73 | 56.73 | 59.40 | 55.07 |  
                | S2 | 53.41 | 53.41 | 58.76 |  |  
                | S3 | 46.35 | 49.67 | 58.11 |  |  
                | S4 | 39.29 | 42.61 | 56.17 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 63.53 | 57.15 | 6.38 | 10.6% | 2.49 | 4.1% | 49% | False | False | 45,913 |  
                | 10 | 64.21 | 57.15 | 7.06 | 11.7% | 1.98 | 3.3% | 45% | False | False | 38,694 |  
                | 20 | 64.96 | 56.97 | 7.99 | 13.3% | 2.13 | 3.5% | 42% | False | False | 37,080 |  
                | 40 | 64.96 | 50.32 | 14.64 | 24.3% | 1.67 | 2.8% | 68% | False | False | 34,028 |  
                | 60 | 64.96 | 46.28 | 18.68 | 31.0% | 1.48 | 2.5% | 75% | False | False | 27,943 |  
                | 80 | 64.96 | 43.51 | 21.45 | 35.6% | 1.38 | 2.3% | 78% | False | False | 24,107 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 66.84 |  
            | 2.618 | 64.45 |  
            | 1.618 | 62.99 |  
            | 1.000 | 62.09 |  
            | 0.618 | 61.53 |  
            | HIGH | 60.63 |  
            | 0.618 | 60.07 |  
            | 0.500 | 59.90 |  
            | 0.382 | 59.73 |  
            | LOW | 59.17 |  
            | 0.618 | 58.27 |  
            | 1.000 | 57.71 |  
            | 1.618 | 56.81 |  
            | 2.618 | 55.35 |  
            | 4.250 | 52.97 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 60.17 | 60.23 |  
                                | PP | 60.03 | 60.17 |  
                                | S1 | 59.90 | 60.10 |  |