NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 18-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
64.87 |
64.44 |
-0.43 |
-0.7% |
66.50 |
High |
65.40 |
64.88 |
-0.52 |
-0.8% |
67.79 |
Low |
63.64 |
58.28 |
-5.36 |
-8.4% |
63.10 |
Close |
64.63 |
60.06 |
-4.57 |
-7.1% |
65.64 |
Range |
1.76 |
6.60 |
4.84 |
275.0% |
4.69 |
ATR |
1.99 |
2.32 |
0.33 |
16.6% |
0.00 |
Volume |
300,152 |
728,880 |
428,728 |
142.8% |
1,080,273 |
|
Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.87 |
77.07 |
63.69 |
|
R3 |
74.27 |
70.47 |
61.88 |
|
R2 |
67.67 |
67.67 |
61.27 |
|
R1 |
63.87 |
63.87 |
60.67 |
62.47 |
PP |
61.07 |
61.07 |
61.07 |
60.38 |
S1 |
57.27 |
57.27 |
59.46 |
55.87 |
S2 |
54.47 |
54.47 |
58.85 |
|
S3 |
47.87 |
50.67 |
58.25 |
|
S4 |
41.27 |
44.07 |
56.43 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.58 |
77.30 |
68.22 |
|
R3 |
74.89 |
72.61 |
66.93 |
|
R2 |
70.20 |
70.20 |
66.50 |
|
R1 |
67.92 |
67.92 |
66.07 |
66.72 |
PP |
65.51 |
65.51 |
65.51 |
64.91 |
S1 |
63.23 |
63.23 |
65.21 |
62.03 |
S2 |
60.82 |
60.82 |
64.78 |
|
S3 |
56.13 |
58.54 |
64.35 |
|
S4 |
51.44 |
53.85 |
63.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.44 |
58.28 |
8.16 |
13.6% |
2.60 |
4.3% |
22% |
False |
True |
320,667 |
10 |
67.79 |
58.28 |
9.51 |
15.8% |
2.47 |
4.1% |
19% |
False |
True |
274,809 |
20 |
67.79 |
58.28 |
9.51 |
15.8% |
2.47 |
4.1% |
19% |
False |
True |
223,067 |
40 |
67.79 |
51.24 |
16.55 |
27.6% |
1.92 |
3.2% |
53% |
False |
False |
163,941 |
60 |
67.79 |
46.48 |
21.31 |
35.5% |
1.76 |
2.9% |
64% |
False |
False |
122,868 |
80 |
67.79 |
42.52 |
25.27 |
42.1% |
1.61 |
2.7% |
69% |
False |
False |
98,712 |
100 |
67.79 |
36.00 |
31.79 |
52.9% |
1.60 |
2.7% |
76% |
False |
False |
81,872 |
120 |
67.79 |
36.00 |
31.79 |
52.9% |
1.54 |
2.6% |
76% |
False |
False |
69,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.93 |
2.618 |
82.16 |
1.618 |
75.56 |
1.000 |
71.48 |
0.618 |
68.96 |
HIGH |
64.88 |
0.618 |
62.36 |
0.500 |
61.58 |
0.382 |
60.80 |
LOW |
58.28 |
0.618 |
54.20 |
1.000 |
51.68 |
1.618 |
47.60 |
2.618 |
41.00 |
4.250 |
30.23 |
|
|
Fisher Pivots for day following 18-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
61.58 |
61.88 |
PP |
61.07 |
61.27 |
S1 |
60.57 |
60.67 |
|