NYMEX Light Sweet Crude Oil Future September 2021
Trading Metrics calculated at close of trading on 04-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
57.13 |
58.50 |
1.37 |
2.4% |
56.58 |
High |
59.47 |
61.94 |
2.47 |
4.2% |
61.17 |
Low |
57.11 |
58.34 |
1.23 |
2.2% |
56.58 |
Close |
58.94 |
61.07 |
2.13 |
3.6% |
58.81 |
Range |
2.36 |
3.60 |
1.24 |
52.5% |
4.59 |
ATR |
1.58 |
1.72 |
0.14 |
9.1% |
0.00 |
Volume |
32,081 |
68,917 |
36,836 |
114.8% |
160,063 |
|
Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.25 |
69.76 |
63.05 |
|
R3 |
67.65 |
66.16 |
62.06 |
|
R2 |
64.05 |
64.05 |
61.73 |
|
R1 |
62.56 |
62.56 |
61.40 |
63.31 |
PP |
60.45 |
60.45 |
60.45 |
60.82 |
S1 |
58.96 |
58.96 |
60.74 |
59.71 |
S2 |
56.85 |
56.85 |
60.41 |
|
S3 |
53.25 |
55.36 |
60.08 |
|
S4 |
49.65 |
51.76 |
59.09 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.62 |
70.31 |
61.33 |
|
R3 |
68.03 |
65.72 |
60.07 |
|
R2 |
63.44 |
63.44 |
59.65 |
|
R1 |
61.13 |
61.13 |
59.23 |
62.29 |
PP |
58.85 |
58.85 |
58.85 |
59.43 |
S1 |
56.54 |
56.54 |
58.39 |
57.70 |
S2 |
54.26 |
54.26 |
57.97 |
|
S3 |
49.67 |
51.95 |
57.55 |
|
S4 |
45.08 |
47.36 |
56.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.94 |
56.97 |
4.97 |
8.1% |
2.45 |
4.0% |
82% |
True |
False |
37,340 |
10 |
61.94 |
56.36 |
5.58 |
9.1% |
2.17 |
3.5% |
84% |
True |
False |
38,757 |
20 |
61.94 |
53.39 |
8.55 |
14.0% |
1.62 |
2.6% |
90% |
True |
False |
36,939 |
40 |
61.94 |
48.71 |
13.23 |
21.7% |
1.34 |
2.2% |
93% |
True |
False |
28,766 |
60 |
61.94 |
45.42 |
16.52 |
27.1% |
1.27 |
2.1% |
95% |
True |
False |
22,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.24 |
2.618 |
71.36 |
1.618 |
67.76 |
1.000 |
65.54 |
0.618 |
64.16 |
HIGH |
61.94 |
0.618 |
60.56 |
0.500 |
60.14 |
0.382 |
59.72 |
LOW |
58.34 |
0.618 |
56.12 |
1.000 |
54.74 |
1.618 |
52.52 |
2.618 |
48.92 |
4.250 |
43.04 |
|
|
Fisher Pivots for day following 04-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
60.76 |
60.53 |
PP |
60.45 |
59.99 |
S1 |
60.14 |
59.46 |
|