NYMEX Light Sweet Crude Oil Future October 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 | 59.41 | 56.37 | -3.04 | -5.1% | 62.90 |  
                        | High | 59.43 | 59.72 | 0.29 | 0.5% | 63.44 |  
                        | Low | 56.24 | 56.37 | 0.13 | 0.2% | 56.77 |  
                        | Close | 56.64 | 59.61 | 2.97 | 5.2% | 59.50 |  
                        | Range | 3.19 | 3.35 | 0.16 | 5.0% | 6.67 |  
                        | ATR | 1.99 | 2.09 | 0.10 | 4.9% | 0.00 |  
                        | Volume | 27,300 | 21,174 | -6,126 | -22.4% | 98,712 |  | 
    
| 
        
            | Daily Pivots for day following 24-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 68.62 | 67.46 | 61.45 |  |  
                | R3 | 65.27 | 64.11 | 60.53 |  |  
                | R2 | 61.92 | 61.92 | 60.22 |  |  
                | R1 | 60.76 | 60.76 | 59.92 | 61.34 |  
                | PP | 58.57 | 58.57 | 58.57 | 58.86 |  
                | S1 | 57.41 | 57.41 | 59.30 | 57.99 |  
                | S2 | 55.22 | 55.22 | 59.00 |  |  
                | S3 | 51.87 | 54.06 | 58.69 |  |  
                | S4 | 48.52 | 50.71 | 57.77 |  |  | 
        
            | Weekly Pivots for week ending 19-Mar-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 79.91 | 76.38 | 63.17 |  |  
                | R3 | 73.24 | 69.71 | 61.33 |  |  
                | R2 | 66.57 | 66.57 | 60.72 |  |  
                | R1 | 63.04 | 63.04 | 60.11 | 61.47 |  
                | PP | 59.90 | 59.90 | 59.90 | 59.12 |  
                | S1 | 56.37 | 56.37 | 58.89 | 54.80 |  
                | S2 | 53.23 | 53.23 | 58.28 |  |  
                | S3 | 46.56 | 49.70 | 57.67 |  |  
                | S4 | 39.89 | 43.03 | 55.83 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 62.38 | 56.24 | 6.14 | 10.3% | 3.16 | 5.3% | 55% | False | False | 24,098 |  
                | 10 | 63.44 | 56.24 | 7.20 | 12.1% | 2.19 | 3.7% | 47% | False | False | 17,445 |  
                | 20 | 64.17 | 56.24 | 7.93 | 13.3% | 2.14 | 3.6% | 42% | False | False | 15,066 |  
                | 40 | 64.17 | 49.96 | 14.21 | 23.8% | 1.70 | 2.8% | 68% | False | False | 12,579 |  
                | 60 | 64.17 | 47.15 | 17.02 | 28.6% | 1.46 | 2.5% | 73% | False | False | 10,220 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 73.96 |  
            | 2.618 | 68.49 |  
            | 1.618 | 65.14 |  
            | 1.000 | 63.07 |  
            | 0.618 | 61.79 |  
            | HIGH | 59.72 |  
            | 0.618 | 58.44 |  
            | 0.500 | 58.05 |  
            | 0.382 | 57.65 |  
            | LOW | 56.37 |  
            | 0.618 | 54.30 |  
            | 1.000 | 53.02 |  
            | 1.618 | 50.95 |  
            | 2.618 | 47.60 |  
            | 4.250 | 42.13 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Mar-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 59.09 | 59.13 |  
                                | PP | 58.57 | 58.65 |  
                                | S1 | 58.05 | 58.17 |  |