NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 11-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
63.81 |
64.62 |
0.81 |
1.3% |
61.42 |
High |
64.90 |
66.17 |
1.27 |
2.0% |
66.23 |
Low |
63.10 |
64.49 |
1.39 |
2.2% |
59.08 |
Close |
64.42 |
66.00 |
1.58 |
2.5% |
65.92 |
Range |
1.80 |
1.68 |
-0.12 |
-6.7% |
7.15 |
ATR |
2.14 |
2.11 |
-0.03 |
-1.3% |
0.00 |
Volume |
217,195 |
217,426 |
231 |
0.1% |
945,668 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.59 |
69.98 |
66.92 |
|
R3 |
68.91 |
68.30 |
66.46 |
|
R2 |
67.23 |
67.23 |
66.31 |
|
R1 |
66.62 |
66.62 |
66.15 |
66.93 |
PP |
65.55 |
65.55 |
65.55 |
65.71 |
S1 |
64.94 |
64.94 |
65.85 |
65.25 |
S2 |
63.87 |
63.87 |
65.69 |
|
S3 |
62.19 |
63.26 |
65.54 |
|
S4 |
60.51 |
61.58 |
65.08 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.19 |
82.71 |
69.85 |
|
R3 |
78.04 |
75.56 |
67.89 |
|
R2 |
70.89 |
70.89 |
67.23 |
|
R1 |
68.41 |
68.41 |
66.58 |
69.65 |
PP |
63.74 |
63.74 |
63.74 |
64.37 |
S1 |
61.26 |
61.26 |
65.26 |
62.50 |
S2 |
56.59 |
56.59 |
64.61 |
|
S3 |
49.44 |
54.11 |
63.95 |
|
S4 |
42.29 |
46.96 |
61.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.79 |
63.10 |
4.69 |
7.1% |
2.35 |
3.6% |
62% |
False |
False |
228,951 |
10 |
67.79 |
59.08 |
8.71 |
13.2% |
2.55 |
3.9% |
79% |
False |
False |
198,362 |
20 |
67.79 |
57.06 |
10.73 |
16.3% |
2.25 |
3.4% |
83% |
False |
False |
188,998 |
40 |
67.79 |
51.24 |
16.55 |
25.1% |
1.76 |
2.7% |
89% |
False |
False |
131,343 |
60 |
67.79 |
46.20 |
21.59 |
32.7% |
1.63 |
2.5% |
92% |
False |
False |
97,553 |
80 |
67.79 |
41.49 |
26.30 |
39.8% |
1.52 |
2.3% |
93% |
False |
False |
79,523 |
100 |
67.79 |
36.00 |
31.79 |
48.2% |
1.52 |
2.3% |
94% |
False |
False |
66,210 |
120 |
67.79 |
36.00 |
31.79 |
48.2% |
1.49 |
2.3% |
94% |
False |
False |
56,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.31 |
2.618 |
70.57 |
1.618 |
68.89 |
1.000 |
67.85 |
0.618 |
67.21 |
HIGH |
66.17 |
0.618 |
65.53 |
0.500 |
65.33 |
0.382 |
65.13 |
LOW |
64.49 |
0.618 |
63.45 |
1.000 |
62.81 |
1.618 |
61.77 |
2.618 |
60.09 |
4.250 |
57.35 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
65.78 |
65.55 |
PP |
65.55 |
65.09 |
S1 |
65.33 |
64.64 |
|