NYMEX Light Sweet Crude Oil Future June 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 |
61.48 |
61.18 |
-0.30 |
-0.5% |
65.31 |
High |
61.91 |
61.26 |
-0.65 |
-1.0% |
66.15 |
Low |
60.27 |
57.29 |
-2.98 |
-4.9% |
58.20 |
Close |
61.49 |
57.78 |
-3.71 |
-6.0% |
61.31 |
Range |
1.64 |
3.97 |
2.33 |
142.1% |
7.95 |
ATR |
2.24 |
2.38 |
0.14 |
6.3% |
0.00 |
Volume |
135,786 |
310,147 |
174,361 |
128.4% |
951,377 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.69 |
68.20 |
59.96 |
|
R3 |
66.72 |
64.23 |
58.87 |
|
R2 |
62.75 |
62.75 |
58.51 |
|
R1 |
60.26 |
60.26 |
58.14 |
59.52 |
PP |
58.78 |
58.78 |
58.78 |
58.41 |
S1 |
56.29 |
56.29 |
57.42 |
55.55 |
S2 |
54.81 |
54.81 |
57.05 |
|
S3 |
50.84 |
52.32 |
56.69 |
|
S4 |
46.87 |
48.35 |
55.60 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.74 |
81.47 |
65.68 |
|
R3 |
77.79 |
73.52 |
63.50 |
|
R2 |
69.84 |
69.84 |
62.77 |
|
R1 |
65.57 |
65.57 |
62.04 |
63.73 |
PP |
61.89 |
61.89 |
61.89 |
60.97 |
S1 |
57.62 |
57.62 |
60.58 |
55.78 |
S2 |
53.94 |
53.94 |
59.85 |
|
S3 |
45.99 |
49.67 |
59.12 |
|
S4 |
38.04 |
41.72 |
56.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.21 |
57.29 |
7.92 |
13.7% |
3.30 |
5.7% |
6% |
False |
True |
233,416 |
10 |
66.15 |
57.29 |
8.86 |
15.3% |
2.44 |
4.2% |
6% |
False |
True |
177,346 |
20 |
67.29 |
57.29 |
10.00 |
17.3% |
2.47 |
4.3% |
5% |
False |
True |
161,277 |
40 |
67.29 |
51.13 |
16.16 |
28.0% |
1.98 |
3.4% |
41% |
False |
False |
136,390 |
60 |
67.29 |
47.50 |
19.79 |
34.3% |
1.74 |
3.0% |
52% |
False |
False |
114,348 |
80 |
67.29 |
44.51 |
22.78 |
39.4% |
1.62 |
2.8% |
58% |
False |
False |
100,356 |
100 |
67.29 |
36.26 |
31.03 |
53.7% |
1.62 |
2.8% |
69% |
False |
False |
91,016 |
120 |
67.29 |
36.26 |
31.03 |
53.7% |
1.57 |
2.7% |
69% |
False |
False |
81,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.13 |
2.618 |
71.65 |
1.618 |
67.68 |
1.000 |
65.23 |
0.618 |
63.71 |
HIGH |
61.26 |
0.618 |
59.74 |
0.500 |
59.28 |
0.382 |
58.81 |
LOW |
57.29 |
0.618 |
54.84 |
1.000 |
53.32 |
1.618 |
50.87 |
2.618 |
46.90 |
4.250 |
40.42 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
59.28 |
59.60 |
PP |
58.78 |
58.99 |
S1 |
58.28 |
58.39 |
|