NYMEX Light Sweet Crude Oil Future September 2021
Trading Metrics calculated at close of trading on 11-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
61.79 |
62.47 |
0.68 |
1.1% |
59.36 |
High |
62.69 |
63.83 |
1.14 |
1.8% |
63.52 |
Low |
61.13 |
62.44 |
1.31 |
2.1% |
56.97 |
Close |
62.28 |
63.70 |
1.42 |
2.3% |
63.30 |
Range |
1.56 |
1.39 |
-0.17 |
-10.9% |
6.55 |
ATR |
1.84 |
1.82 |
-0.02 |
-1.1% |
0.00 |
Volume |
36,576 |
31,108 |
-5,468 |
-14.9% |
210,906 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.49 |
66.99 |
64.46 |
|
R3 |
66.10 |
65.60 |
64.08 |
|
R2 |
64.71 |
64.71 |
63.95 |
|
R1 |
64.21 |
64.21 |
63.83 |
64.46 |
PP |
63.32 |
63.32 |
63.32 |
63.45 |
S1 |
62.82 |
62.82 |
63.57 |
63.07 |
S2 |
61.93 |
61.93 |
63.45 |
|
S3 |
60.54 |
61.43 |
63.32 |
|
S4 |
59.15 |
60.04 |
62.94 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.91 |
78.66 |
66.90 |
|
R3 |
74.36 |
72.11 |
65.10 |
|
R2 |
67.81 |
67.81 |
64.50 |
|
R1 |
65.56 |
65.56 |
63.90 |
66.69 |
PP |
61.26 |
61.26 |
61.26 |
61.83 |
S1 |
59.01 |
59.01 |
62.70 |
60.14 |
S2 |
54.71 |
54.71 |
62.10 |
|
S3 |
48.16 |
52.46 |
61.50 |
|
S4 |
41.61 |
45.91 |
59.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.96 |
60.97 |
3.99 |
6.3% |
2.05 |
3.2% |
68% |
False |
False |
37,738 |
10 |
64.96 |
56.97 |
7.99 |
12.5% |
2.25 |
3.5% |
84% |
False |
False |
37,539 |
20 |
64.96 |
55.28 |
9.68 |
15.2% |
1.93 |
3.0% |
87% |
False |
False |
38,375 |
40 |
64.96 |
50.24 |
14.72 |
23.1% |
1.47 |
2.3% |
91% |
False |
False |
30,494 |
60 |
64.96 |
46.03 |
18.93 |
29.7% |
1.36 |
2.1% |
93% |
False |
False |
24,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.74 |
2.618 |
67.47 |
1.618 |
66.08 |
1.000 |
65.22 |
0.618 |
64.69 |
HIGH |
63.83 |
0.618 |
63.30 |
0.500 |
63.14 |
0.382 |
62.97 |
LOW |
62.44 |
0.618 |
61.58 |
1.000 |
61.05 |
1.618 |
60.19 |
2.618 |
58.80 |
4.250 |
56.53 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
63.51 |
63.29 |
PP |
63.32 |
62.89 |
S1 |
63.14 |
62.48 |
|