NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 04-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
59.40 |
60.93 |
1.53 |
2.6% |
58.82 |
High |
61.75 |
64.62 |
2.87 |
4.6% |
63.56 |
Low |
59.08 |
60.36 |
1.28 |
2.2% |
58.62 |
Close |
61.10 |
63.62 |
2.52 |
4.1% |
61.23 |
Range |
2.67 |
4.26 |
1.59 |
59.6% |
4.94 |
ATR |
1.85 |
2.03 |
0.17 |
9.3% |
0.00 |
Volume |
170,700 |
241,244 |
70,544 |
41.3% |
763,344 |
|
Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.65 |
73.89 |
65.96 |
|
R3 |
71.39 |
69.63 |
64.79 |
|
R2 |
67.13 |
67.13 |
64.40 |
|
R1 |
65.37 |
65.37 |
64.01 |
66.25 |
PP |
62.87 |
62.87 |
62.87 |
63.31 |
S1 |
61.11 |
61.11 |
63.23 |
61.99 |
S2 |
58.61 |
58.61 |
62.84 |
|
S3 |
54.35 |
56.85 |
62.45 |
|
S4 |
50.09 |
52.59 |
61.28 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.96 |
73.53 |
63.95 |
|
R3 |
71.02 |
68.59 |
62.59 |
|
R2 |
66.08 |
66.08 |
62.14 |
|
R1 |
63.65 |
63.65 |
61.68 |
64.87 |
PP |
61.14 |
61.14 |
61.14 |
61.74 |
S1 |
58.71 |
58.71 |
60.78 |
59.93 |
S2 |
56.20 |
56.20 |
60.32 |
|
S3 |
51.26 |
53.77 |
59.87 |
|
S4 |
46.32 |
48.83 |
58.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.62 |
59.08 |
5.54 |
8.7% |
2.76 |
4.3% |
82% |
True |
False |
167,773 |
10 |
64.62 |
58.36 |
6.26 |
9.8% |
2.47 |
3.9% |
84% |
True |
False |
171,326 |
20 |
64.62 |
54.93 |
9.69 |
15.2% |
1.93 |
3.0% |
90% |
True |
False |
156,237 |
40 |
64.62 |
49.47 |
15.15 |
23.8% |
1.62 |
2.5% |
93% |
True |
False |
109,020 |
60 |
64.62 |
45.52 |
19.10 |
30.0% |
1.53 |
2.4% |
95% |
True |
False |
80,963 |
80 |
64.62 |
38.99 |
25.63 |
40.3% |
1.49 |
2.3% |
96% |
True |
False |
66,474 |
100 |
64.62 |
36.00 |
28.62 |
45.0% |
1.46 |
2.3% |
97% |
True |
False |
55,126 |
120 |
64.62 |
36.00 |
28.62 |
45.0% |
1.44 |
2.3% |
97% |
True |
False |
47,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.73 |
2.618 |
75.77 |
1.618 |
71.51 |
1.000 |
68.88 |
0.618 |
67.25 |
HIGH |
64.62 |
0.618 |
62.99 |
0.500 |
62.49 |
0.382 |
61.99 |
LOW |
60.36 |
0.618 |
57.73 |
1.000 |
56.10 |
1.618 |
53.47 |
2.618 |
49.21 |
4.250 |
42.26 |
|
|
Fisher Pivots for day following 04-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
63.24 |
63.03 |
PP |
62.87 |
62.44 |
S1 |
62.49 |
61.85 |
|