NYMEX Light Sweet Crude Oil Future July 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 |
61.63 |
60.31 |
-1.32 |
-2.1% |
61.07 |
High |
61.99 |
60.98 |
-1.01 |
-1.6% |
61.62 |
Low |
59.75 |
58.75 |
-1.00 |
-1.7% |
57.18 |
Close |
60.35 |
59.03 |
-1.32 |
-2.2% |
60.76 |
Range |
2.24 |
2.23 |
-0.01 |
-0.4% |
4.44 |
ATR |
2.48 |
2.46 |
-0.02 |
-0.7% |
0.00 |
Volume |
68,563 |
81,340 |
12,777 |
18.6% |
503,344 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.28 |
64.88 |
60.26 |
|
R3 |
64.05 |
62.65 |
59.64 |
|
R2 |
61.82 |
61.82 |
59.44 |
|
R1 |
60.42 |
60.42 |
59.23 |
60.01 |
PP |
59.59 |
59.59 |
59.59 |
59.38 |
S1 |
58.19 |
58.19 |
58.83 |
57.78 |
S2 |
57.36 |
57.36 |
58.62 |
|
S3 |
55.13 |
55.96 |
58.42 |
|
S4 |
52.90 |
53.73 |
57.80 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.17 |
71.41 |
63.20 |
|
R3 |
68.73 |
66.97 |
61.98 |
|
R2 |
64.29 |
64.29 |
61.57 |
|
R1 |
62.53 |
62.53 |
61.17 |
61.19 |
PP |
59.85 |
59.85 |
59.85 |
59.19 |
S1 |
58.09 |
58.09 |
60.35 |
56.75 |
S2 |
55.41 |
55.41 |
59.95 |
|
S3 |
50.97 |
53.65 |
59.54 |
|
S4 |
46.53 |
49.21 |
58.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.99 |
57.34 |
4.65 |
7.9% |
2.58 |
4.4% |
36% |
False |
False |
81,325 |
10 |
64.25 |
57.18 |
7.07 |
12.0% |
3.11 |
5.3% |
26% |
False |
False |
100,254 |
20 |
66.61 |
57.18 |
9.43 |
16.0% |
2.60 |
4.4% |
20% |
False |
False |
83,258 |
40 |
66.61 |
53.66 |
12.95 |
21.9% |
2.11 |
3.6% |
41% |
False |
False |
64,040 |
60 |
66.61 |
47.60 |
19.01 |
32.2% |
1.82 |
3.1% |
60% |
False |
False |
50,362 |
80 |
66.61 |
45.55 |
21.06 |
35.7% |
1.66 |
2.8% |
64% |
False |
False |
40,192 |
100 |
66.61 |
39.53 |
27.08 |
45.9% |
1.56 |
2.6% |
72% |
False |
False |
34,081 |
120 |
66.61 |
36.69 |
29.92 |
50.7% |
1.51 |
2.6% |
75% |
False |
False |
29,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.46 |
2.618 |
66.82 |
1.618 |
64.59 |
1.000 |
63.21 |
0.618 |
62.36 |
HIGH |
60.98 |
0.618 |
60.13 |
0.500 |
59.87 |
0.382 |
59.60 |
LOW |
58.75 |
0.618 |
57.37 |
1.000 |
56.52 |
1.618 |
55.14 |
2.618 |
52.91 |
4.250 |
49.27 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
59.87 |
60.37 |
PP |
59.59 |
59.92 |
S1 |
59.31 |
59.48 |
|