NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 31-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
61.96 |
60.45 |
-1.51 |
-2.4% |
61.60 |
High |
62.27 |
61.17 |
-1.10 |
-1.8% |
62.04 |
Low |
59.94 |
58.85 |
-1.09 |
-1.8% |
57.25 |
Close |
60.55 |
59.16 |
-1.39 |
-2.3% |
60.97 |
Range |
2.33 |
2.32 |
-0.01 |
-0.4% |
4.79 |
ATR |
2.63 |
2.61 |
-0.02 |
-0.8% |
0.00 |
Volume |
388,188 |
414,162 |
25,974 |
6.7% |
2,735,079 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.69 |
65.24 |
60.44 |
|
R3 |
64.37 |
62.92 |
59.80 |
|
R2 |
62.05 |
62.05 |
59.59 |
|
R1 |
60.60 |
60.60 |
59.37 |
60.17 |
PP |
59.73 |
59.73 |
59.73 |
59.51 |
S1 |
58.28 |
58.28 |
58.95 |
57.85 |
S2 |
57.41 |
57.41 |
58.73 |
|
S3 |
55.09 |
55.96 |
58.52 |
|
S4 |
52.77 |
53.64 |
57.88 |
|
|
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 |
57.44 |
4.83 |
8.2% |
2.69 |
4.6% |
36% |
False |
False |
460,762 |
10 |
64.88 |
57.25 |
7.63 |
12.9% |
3.27 |
5.5% |
25% |
False |
False |
543,955 |
20 |
67.79 |
57.25 |
10.54 |
17.8% |
2.76 |
4.7% |
18% |
False |
False |
385,000 |
40 |
67.79 |
54.39 |
13.40 |
22.7% |
2.27 |
3.8% |
36% |
False |
False |
267,572 |
60 |
67.79 |
47.58 |
20.21 |
34.2% |
1.97 |
3.3% |
57% |
False |
False |
198,582 |
80 |
67.79 |
45.52 |
22.27 |
37.6% |
1.79 |
3.0% |
61% |
False |
False |
154,199 |
100 |
67.79 |
38.99 |
28.80 |
48.7% |
1.71 |
2.9% |
70% |
False |
False |
127,917 |
120 |
67.79 |
36.00 |
31.79 |
53.7% |
1.65 |
2.8% |
73% |
False |
False |
108,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.03 |
2.618 |
67.24 |
1.618 |
64.92 |
1.000 |
63.49 |
0.618 |
62.60 |
HIGH |
61.17 |
0.618 |
60.28 |
0.500 |
60.01 |
0.382 |
59.74 |
LOW |
58.85 |
0.618 |
57.42 |
1.000 |
56.53 |
1.618 |
55.10 |
2.618 |
52.78 |
4.250 |
48.99 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
60.01 |
60.56 |
PP |
59.73 |
60.09 |
S1 |
59.44 |
59.63 |
|