NYMEX Light Sweet Crude Oil Future September 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 |
60.21 |
60.04 |
-0.17 |
-0.3% |
63.49 |
High |
60.63 |
60.04 |
-0.59 |
-1.0% |
64.21 |
Low |
59.17 |
56.61 |
-2.56 |
-4.3% |
57.15 |
Close |
60.30 |
57.03 |
-3.27 |
-5.4% |
60.05 |
Range |
1.46 |
3.43 |
1.97 |
134.9% |
7.06 |
ATR |
1.98 |
2.10 |
0.12 |
6.2% |
0.00 |
Volume |
27,772 |
65,681 |
37,909 |
136.5% |
224,641 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.18 |
66.04 |
58.92 |
|
R3 |
64.75 |
62.61 |
57.97 |
|
R2 |
61.32 |
61.32 |
57.66 |
|
R1 |
59.18 |
59.18 |
57.34 |
58.54 |
PP |
57.89 |
57.89 |
57.89 |
57.57 |
S1 |
55.75 |
55.75 |
56.72 |
55.11 |
S2 |
54.46 |
54.46 |
56.40 |
|
S3 |
51.03 |
52.32 |
56.09 |
|
S4 |
47.60 |
48.89 |
55.14 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.65 |
77.91 |
63.93 |
|
R3 |
74.59 |
70.85 |
61.99 |
|
R2 |
67.53 |
67.53 |
61.34 |
|
R1 |
63.79 |
63.79 |
60.70 |
62.13 |
PP |
60.47 |
60.47 |
60.47 |
59.64 |
S1 |
56.73 |
56.73 |
59.40 |
55.07 |
S2 |
53.41 |
53.41 |
58.76 |
|
S3 |
46.35 |
49.67 |
58.11 |
|
S4 |
39.29 |
42.61 |
56.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.53 |
56.61 |
6.92 |
12.1% |
2.91 |
5.1% |
6% |
False |
True |
53,481 |
10 |
64.21 |
56.61 |
7.60 |
13.3% |
2.14 |
3.7% |
6% |
False |
True |
40,697 |
20 |
64.96 |
56.61 |
8.35 |
14.6% |
2.21 |
3.9% |
5% |
False |
True |
38,735 |
40 |
64.96 |
50.32 |
14.64 |
25.7% |
1.73 |
3.0% |
46% |
False |
False |
35,326 |
60 |
64.96 |
47.28 |
17.68 |
31.0% |
1.51 |
2.6% |
55% |
False |
False |
28,948 |
80 |
64.96 |
44.53 |
20.43 |
35.8% |
1.40 |
2.5% |
61% |
False |
False |
24,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.62 |
2.618 |
69.02 |
1.618 |
65.59 |
1.000 |
63.47 |
0.618 |
62.16 |
HIGH |
60.04 |
0.618 |
58.73 |
0.500 |
58.33 |
0.382 |
57.92 |
LOW |
56.61 |
0.618 |
54.49 |
1.000 |
53.18 |
1.618 |
51.06 |
2.618 |
47.63 |
4.250 |
42.03 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
58.33 |
58.62 |
PP |
57.89 |
58.09 |
S1 |
57.46 |
57.56 |
|