NYMEX Light Sweet Crude Oil Future September 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Apr-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Mar-2021 | 01-Apr-2021 | Change | Change % | Previous Week |  
                        | Open | 59.35 | 58.61 | -0.74 | -1.2% | 60.21 |  
                        | High | 60.06 | 60.80 | 0.74 | 1.2% | 60.63 |  
                        | Low | 57.98 | 58.14 | 0.16 | 0.3% | 56.61 |  
                        | Close | 58.24 | 60.62 | 2.38 | 4.1% | 59.93 |  
                        | Range | 2.08 | 2.66 | 0.58 | 27.9% | 4.02 |  
                        | ATR | 2.28 | 2.30 | 0.03 | 1.2% | 0.00 |  
                        | Volume | 43,677 | 68,274 | 24,597 | 56.3% | 230,353 |  | 
    
| 
        
            | Daily Pivots for day following 01-Apr-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 67.83 | 66.89 | 62.08 |  |  
                | R3 | 65.17 | 64.23 | 61.35 |  |  
                | R2 | 62.51 | 62.51 | 61.11 |  |  
                | R1 | 61.57 | 61.57 | 60.86 | 62.04 |  
                | PP | 59.85 | 59.85 | 59.85 | 60.09 |  
                | S1 | 58.91 | 58.91 | 60.38 | 59.38 |  
                | S2 | 57.19 | 57.19 | 60.13 |  |  
                | S3 | 54.53 | 56.25 | 59.89 |  |  
                | S4 | 51.87 | 53.59 | 59.16 |  |  | 
        
            | Weekly Pivots for week ending 26-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 71.12 | 69.54 | 62.14 |  |  
                | R3 | 67.10 | 65.52 | 61.04 |  |  
                | R2 | 63.08 | 63.08 | 60.67 |  |  
                | R1 | 61.50 | 61.50 | 60.30 | 60.28 |  
                | PP | 59.06 | 59.06 | 59.06 | 58.45 |  
                | S1 | 57.48 | 57.48 | 59.56 | 56.26 |  
                | S2 | 55.04 | 55.04 | 59.19 |  |  
                | S3 | 51.02 | 53.46 | 58.82 |  |  
                | S4 | 47.00 | 49.44 | 57.72 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 60.92 | 57.49 | 3.43 | 5.7% | 2.34 | 3.9% | 91% | False | False | 42,855 |  
                | 10 | 60.92 | 56.61 | 4.31 | 7.1% | 2.56 | 4.2% | 93% | False | False | 46,437 |  
                | 20 | 64.96 | 56.61 | 8.35 | 13.8% | 2.35 | 3.9% | 48% | False | False | 41,857 |  
                | 40 | 64.96 | 53.39 | 11.57 | 19.1% | 1.98 | 3.3% | 62% | False | False | 39,398 |  
                | 60 | 64.96 | 48.71 | 16.25 | 26.8% | 1.67 | 2.8% | 73% | False | False | 33,129 |  
                | 80 | 64.96 | 45.42 | 19.54 | 32.2% | 1.54 | 2.5% | 78% | False | False | 27,481 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 72.11 |  
            | 2.618 | 67.76 |  
            | 1.618 | 65.10 |  
            | 1.000 | 63.46 |  
            | 0.618 | 62.44 |  
            | HIGH | 60.80 |  
            | 0.618 | 59.78 |  
            | 0.500 | 59.47 |  
            | 0.382 | 59.16 |  
            | LOW | 58.14 |  
            | 0.618 | 56.50 |  
            | 1.000 | 55.48 |  
            | 1.618 | 53.84 |  
            | 2.618 | 51.18 |  
            | 4.250 | 46.84 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Apr-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 60.24 | 60.23 |  
                                | PP | 59.85 | 59.84 |  
                                | S1 | 59.47 | 59.45 |  |