NYMEX Light Sweet Crude Oil Future September 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Mar-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Mar-2021 | 24-Mar-2021 | Change | Change % | Previous Week |  
                        | Open | 60.04 | 56.71 | -3.33 | -5.5% | 63.49 |  
                        | High | 60.04 | 60.25 | 0.21 | 0.3% | 64.21 |  
                        | Low | 56.61 | 56.71 | 0.10 | 0.2% | 57.15 |  
                        | Close | 57.03 | 60.12 | 3.09 | 5.4% | 60.05 |  
                        | Range | 3.43 | 3.54 | 0.11 | 3.2% | 7.06 |  
                        | ATR | 2.10 | 2.21 | 0.10 | 4.9% | 0.00 |  
                        | Volume | 65,681 | 56,050 | -9,631 | -14.7% | 224,641 |  | 
    
| 
        
            | Daily Pivots for day following 24-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 69.65 | 68.42 | 62.07 |  |  
                | R3 | 66.11 | 64.88 | 61.09 |  |  
                | R2 | 62.57 | 62.57 | 60.77 |  |  
                | R1 | 61.34 | 61.34 | 60.44 | 61.96 |  
                | PP | 59.03 | 59.03 | 59.03 | 59.33 |  
                | S1 | 57.80 | 57.80 | 59.80 | 58.42 |  
                | S2 | 55.49 | 55.49 | 59.47 |  |  
                | S3 | 51.95 | 54.26 | 59.15 |  |  
                | S4 | 48.41 | 50.72 | 58.17 |  |  | 
        
            | 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 | 63.05 | 56.61 | 6.44 | 10.7% | 3.33 | 5.5% | 55% | False | False | 55,195 |  
                | 10 | 64.21 | 56.61 | 7.60 | 12.6% | 2.33 | 3.9% | 46% | False | False | 42,644 |  
                | 20 | 64.96 | 56.61 | 8.35 | 13.9% | 2.27 | 3.8% | 42% | False | False | 40,028 |  
                | 40 | 64.96 | 50.32 | 14.64 | 24.4% | 1.80 | 3.0% | 67% | False | False | 36,450 |  
                | 60 | 64.96 | 47.28 | 17.68 | 29.4% | 1.55 | 2.6% | 73% | False | False | 29,852 |  
                | 80 | 64.96 | 44.53 | 20.43 | 34.0% | 1.43 | 2.4% | 76% | False | False | 25,174 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 75.30 |  
            | 2.618 | 69.52 |  
            | 1.618 | 65.98 |  
            | 1.000 | 63.79 |  
            | 0.618 | 62.44 |  
            | HIGH | 60.25 |  
            | 0.618 | 58.90 |  
            | 0.500 | 58.48 |  
            | 0.382 | 58.06 |  
            | LOW | 56.71 |  
            | 0.618 | 54.52 |  
            | 1.000 | 53.17 |  
            | 1.618 | 50.98 |  
            | 2.618 | 47.44 |  
            | 4.250 | 41.67 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 59.57 | 59.62 |  
                                | PP | 59.03 | 59.12 |  
                                | S1 | 58.48 | 58.62 |  |