NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 30-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
60.93 |
61.96 |
1.03 |
1.7% |
61.60 |
High |
61.77 |
62.27 |
0.50 |
0.8% |
62.04 |
Low |
59.41 |
59.94 |
0.53 |
0.9% |
57.25 |
Close |
61.56 |
60.55 |
-1.01 |
-1.6% |
60.97 |
Range |
2.36 |
2.33 |
-0.03 |
-1.3% |
4.79 |
ATR |
2.65 |
2.63 |
-0.02 |
-0.9% |
0.00 |
Volume |
449,360 |
388,188 |
-61,172 |
-13.6% |
2,735,079 |
|
Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.91 |
66.56 |
61.83 |
|
R3 |
65.58 |
64.23 |
61.19 |
|
R2 |
63.25 |
63.25 |
60.98 |
|
R1 |
61.90 |
61.90 |
60.76 |
61.41 |
PP |
60.92 |
60.92 |
60.92 |
60.68 |
S1 |
59.57 |
59.57 |
60.34 |
59.08 |
S2 |
58.59 |
58.59 |
60.12 |
|
S3 |
56.26 |
57.24 |
59.91 |
|
S4 |
53.93 |
54.91 |
59.27 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.46 |
72.50 |
63.60 |
|
R3 |
69.67 |
67.71 |
62.29 |
|
R2 |
64.88 |
64.88 |
61.85 |
|
R1 |
62.92 |
62.92 |
61.41 |
61.51 |
PP |
60.09 |
60.09 |
60.09 |
59.38 |
S1 |
58.13 |
58.13 |
60.53 |
56.72 |
S2 |
55.30 |
55.30 |
60.09 |
|
S3 |
50.51 |
53.34 |
59.65 |
|
S4 |
45.72 |
48.55 |
58.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.27 |
57.29 |
4.98 |
8.2% |
3.04 |
5.0% |
65% |
True |
False |
491,188 |
10 |
65.40 |
57.25 |
8.15 |
13.5% |
3.21 |
5.3% |
40% |
False |
False |
532,554 |
20 |
67.79 |
57.25 |
10.54 |
17.4% |
2.77 |
4.6% |
31% |
False |
False |
372,827 |
40 |
67.79 |
53.09 |
14.70 |
24.3% |
2.26 |
3.7% |
51% |
False |
False |
260,150 |
60 |
67.79 |
47.50 |
20.29 |
33.5% |
1.97 |
3.3% |
64% |
False |
False |
192,463 |
80 |
67.79 |
45.09 |
22.70 |
37.5% |
1.78 |
2.9% |
68% |
False |
False |
149,313 |
100 |
67.79 |
38.99 |
28.80 |
47.6% |
1.70 |
2.8% |
75% |
False |
False |
123,884 |
120 |
67.79 |
36.00 |
31.79 |
52.5% |
1.64 |
2.7% |
77% |
False |
False |
104,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.17 |
2.618 |
68.37 |
1.618 |
66.04 |
1.000 |
64.60 |
0.618 |
63.71 |
HIGH |
62.27 |
0.618 |
61.38 |
0.500 |
61.11 |
0.382 |
60.83 |
LOW |
59.94 |
0.618 |
58.50 |
1.000 |
57.61 |
1.618 |
56.17 |
2.618 |
53.84 |
4.250 |
50.04 |
|
|
Fisher Pivots for day following 30-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
61.11 |
60.47 |
PP |
60.92 |
60.38 |
S1 |
60.74 |
60.30 |
|