NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 23-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
61.60 |
61.28 |
-0.32 |
-0.5% |
65.56 |
High |
62.04 |
61.35 |
-0.69 |
-1.1% |
66.44 |
Low |
60.35 |
57.25 |
-3.10 |
-5.1% |
58.28 |
Close |
61.56 |
57.76 |
-3.80 |
-6.2% |
61.44 |
Range |
1.69 |
4.10 |
2.41 |
142.6% |
8.16 |
ATR |
2.30 |
2.45 |
0.14 |
6.2% |
0.00 |
Volume |
404,370 |
712,317 |
307,947 |
76.2% |
2,160,650 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.09 |
68.52 |
60.02 |
|
R3 |
66.99 |
64.42 |
58.89 |
|
R2 |
62.89 |
62.89 |
58.51 |
|
R1 |
60.32 |
60.32 |
58.14 |
59.56 |
PP |
58.79 |
58.79 |
58.79 |
58.40 |
S1 |
56.22 |
56.22 |
57.38 |
55.46 |
S2 |
54.69 |
54.69 |
57.01 |
|
S3 |
50.59 |
52.12 |
56.63 |
|
S4 |
46.49 |
48.02 |
55.51 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.53 |
82.15 |
65.93 |
|
R3 |
78.37 |
73.99 |
63.68 |
|
R2 |
70.21 |
70.21 |
62.94 |
|
R1 |
65.83 |
65.83 |
62.19 |
63.94 |
PP |
62.05 |
62.05 |
62.05 |
61.11 |
S1 |
57.67 |
57.67 |
60.69 |
55.78 |
S2 |
53.89 |
53.89 |
59.94 |
|
S3 |
45.73 |
49.51 |
59.20 |
|
S4 |
37.57 |
41.35 |
56.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.40 |
57.25 |
8.15 |
14.1% |
3.39 |
5.9% |
6% |
False |
True |
573,920 |
10 |
66.44 |
57.25 |
9.19 |
15.9% |
2.51 |
4.3% |
6% |
False |
True |
387,853 |
20 |
67.79 |
57.25 |
10.54 |
18.2% |
2.54 |
4.4% |
5% |
False |
True |
287,866 |
40 |
67.79 |
51.37 |
16.42 |
28.4% |
2.05 |
3.5% |
39% |
False |
False |
205,613 |
60 |
67.79 |
47.50 |
20.29 |
35.1% |
1.80 |
3.1% |
51% |
False |
False |
152,638 |
80 |
67.79 |
44.49 |
23.30 |
40.3% |
1.67 |
2.9% |
57% |
False |
False |
120,613 |
100 |
67.79 |
36.00 |
31.79 |
55.0% |
1.65 |
2.9% |
68% |
False |
False |
100,065 |
120 |
67.79 |
36.00 |
31.79 |
55.0% |
1.59 |
2.7% |
68% |
False |
False |
84,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.78 |
2.618 |
72.08 |
1.618 |
67.98 |
1.000 |
65.45 |
0.618 |
63.88 |
HIGH |
61.35 |
0.618 |
59.78 |
0.500 |
59.30 |
0.382 |
58.82 |
LOW |
57.25 |
0.618 |
54.72 |
1.000 |
53.15 |
1.618 |
50.62 |
2.618 |
46.52 |
4.250 |
39.83 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
59.30 |
59.65 |
PP |
58.79 |
59.02 |
S1 |
58.27 |
58.39 |
|