NYMEX Light Sweet Crude Oil Future September 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Mar-2021 | 23-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 60.21 | 60.04 | -0.17 | -0.3% | 63.49 |  
                        | High | 60.63 | 60.04 | -0.59 | -1.0% | 64.21 |  
                        | Low | 59.17 | 56.61 | -2.56 | -4.3% | 57.15 |  
                        | Close | 60.30 | 57.03 | -3.27 | -5.4% | 60.05 |  
                        | Range | 1.46 | 3.43 | 1.97 | 134.9% | 7.06 |  
                        | ATR | 1.98 | 2.10 | 0.12 | 6.2% | 0.00 |  
                        | Volume | 27,772 | 65,681 | 37,909 | 136.5% | 224,641 |  | 
    
| 
        
            | Daily Pivots for day following 23-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 68.18 | 66.04 | 58.92 |  |  
                | R3 | 64.75 | 62.61 | 57.97 |  |  
                | R2 | 61.32 | 61.32 | 57.66 |  |  
                | R1 | 59.18 | 59.18 | 57.34 | 58.54 |  
                | PP | 57.89 | 57.89 | 57.89 | 57.57 |  
                | S1 | 55.75 | 55.75 | 56.72 | 55.11 |  
                | S2 | 54.46 | 54.46 | 56.40 |  |  
                | S3 | 51.03 | 52.32 | 56.09 |  |  
                | S4 | 47.60 | 48.89 | 55.14 |  |  | 
        
            | 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 | 56.61 | 6.92 | 12.1% | 2.91 | 5.1% | 6% | False | True | 53,481 |  
                | 10 | 64.21 | 56.61 | 7.60 | 13.3% | 2.14 | 3.7% | 6% | False | True | 40,697 |  
                | 20 | 64.96 | 56.61 | 8.35 | 14.6% | 2.21 | 3.9% | 5% | False | True | 38,735 |  
                | 40 | 64.96 | 50.32 | 14.64 | 25.7% | 1.73 | 3.0% | 46% | False | False | 35,326 |  
                | 60 | 64.96 | 47.28 | 17.68 | 31.0% | 1.51 | 2.6% | 55% | False | False | 28,948 |  
                | 80 | 64.96 | 44.53 | 20.43 | 35.8% | 1.40 | 2.5% | 61% | False | False | 24,691 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 74.62 |  
            | 2.618 | 69.02 |  
            | 1.618 | 65.59 |  
            | 1.000 | 63.47 |  
            | 0.618 | 62.16 |  
            | HIGH | 60.04 |  
            | 0.618 | 58.73 |  
            | 0.500 | 58.33 |  
            | 0.382 | 57.92 |  
            | LOW | 56.61 |  
            | 0.618 | 54.49 |  
            | 1.000 | 53.18 |  
            | 1.618 | 51.06 |  
            | 2.618 | 47.63 |  
            | 4.250 | 42.03 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 58.33 | 58.62 |  
                                | PP | 57.89 | 58.09 |  
                                | S1 | 57.46 | 57.56 |  |