NYMEX Light Sweet Crude Oil Future June 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 |
61.92 |
60.40 |
-1.52 |
-2.5% |
61.48 |
High |
62.22 |
61.17 |
-1.05 |
-1.7% |
61.91 |
Low |
59.95 |
58.88 |
-1.07 |
-1.8% |
57.29 |
Close |
60.56 |
59.18 |
-1.38 |
-2.3% |
60.96 |
Range |
2.27 |
2.29 |
0.02 |
0.9% |
4.62 |
ATR |
2.57 |
2.55 |
-0.02 |
-0.8% |
0.00 |
Volume |
134,605 |
145,015 |
10,410 |
7.7% |
1,019,071 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.61 |
65.19 |
60.44 |
|
R3 |
64.32 |
62.90 |
59.81 |
|
R2 |
62.03 |
62.03 |
59.60 |
|
R1 |
60.61 |
60.61 |
59.39 |
60.18 |
PP |
59.74 |
59.74 |
59.74 |
59.53 |
S1 |
58.32 |
58.32 |
58.97 |
57.89 |
S2 |
57.45 |
57.45 |
58.76 |
|
S3 |
55.16 |
56.03 |
58.55 |
|
S4 |
52.87 |
53.74 |
57.92 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.91 |
72.06 |
63.50 |
|
R3 |
69.29 |
67.44 |
62.23 |
|
R2 |
64.67 |
64.67 |
61.81 |
|
R1 |
62.82 |
62.82 |
61.38 |
61.44 |
PP |
60.05 |
60.05 |
60.05 |
59.36 |
S1 |
58.20 |
58.20 |
60.54 |
56.82 |
S2 |
55.43 |
55.43 |
60.11 |
|
S3 |
50.81 |
53.58 |
59.69 |
|
S4 |
46.19 |
48.96 |
58.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.22 |
57.46 |
4.76 |
8.0% |
2.65 |
4.5% |
36% |
False |
False |
160,907 |
10 |
64.68 |
57.29 |
7.39 |
12.5% |
3.20 |
5.4% |
26% |
False |
False |
198,378 |
20 |
67.29 |
57.29 |
10.00 |
16.9% |
2.69 |
4.5% |
19% |
False |
False |
173,806 |
40 |
67.29 |
54.04 |
13.25 |
22.4% |
2.21 |
3.7% |
39% |
False |
False |
150,459 |
60 |
67.29 |
47.60 |
19.69 |
33.3% |
1.91 |
3.2% |
59% |
False |
False |
127,343 |
80 |
67.29 |
45.54 |
21.75 |
36.8% |
1.75 |
3.0% |
63% |
False |
False |
107,748 |
100 |
67.29 |
39.23 |
28.06 |
47.4% |
1.67 |
2.8% |
71% |
False |
False |
98,148 |
120 |
67.29 |
36.26 |
31.03 |
52.4% |
1.62 |
2.7% |
74% |
False |
False |
87,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.90 |
2.618 |
67.17 |
1.618 |
64.88 |
1.000 |
63.46 |
0.618 |
62.59 |
HIGH |
61.17 |
0.618 |
60.30 |
0.500 |
60.03 |
0.382 |
59.75 |
LOW |
58.88 |
0.618 |
57.46 |
1.000 |
56.59 |
1.618 |
55.17 |
2.618 |
52.88 |
4.250 |
49.15 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
60.03 |
60.55 |
PP |
59.74 |
60.09 |
S1 |
59.46 |
59.64 |
|