NYMEX Light Sweet Crude Oil Future September 2021
Trading Metrics calculated at close of trading on 24-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
60.04 |
56.71 |
-3.33 |
-5.5% |
63.49 |
High |
60.04 |
60.25 |
0.21 |
0.3% |
64.21 |
Low |
56.61 |
56.71 |
0.10 |
0.2% |
57.15 |
Close |
57.03 |
60.12 |
3.09 |
5.4% |
60.05 |
Range |
3.43 |
3.54 |
0.11 |
3.2% |
7.06 |
ATR |
2.10 |
2.21 |
0.10 |
4.9% |
0.00 |
Volume |
65,681 |
56,050 |
-9,631 |
-14.7% |
224,641 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.65 |
68.42 |
62.07 |
|
R3 |
66.11 |
64.88 |
61.09 |
|
R2 |
62.57 |
62.57 |
60.77 |
|
R1 |
61.34 |
61.34 |
60.44 |
61.96 |
PP |
59.03 |
59.03 |
59.03 |
59.33 |
S1 |
57.80 |
57.80 |
59.80 |
58.42 |
S2 |
55.49 |
55.49 |
59.47 |
|
S3 |
51.95 |
54.26 |
59.15 |
|
S4 |
48.41 |
50.72 |
58.17 |
|
|
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 |
63.05 |
56.61 |
6.44 |
10.7% |
3.33 |
5.5% |
55% |
False |
False |
55,195 |
10 |
64.21 |
56.61 |
7.60 |
12.6% |
2.33 |
3.9% |
46% |
False |
False |
42,644 |
20 |
64.96 |
56.61 |
8.35 |
13.9% |
2.27 |
3.8% |
42% |
False |
False |
40,028 |
40 |
64.96 |
50.32 |
14.64 |
24.4% |
1.80 |
3.0% |
67% |
False |
False |
36,450 |
60 |
64.96 |
47.28 |
17.68 |
29.4% |
1.55 |
2.6% |
73% |
False |
False |
29,852 |
80 |
64.96 |
44.53 |
20.43 |
34.0% |
1.43 |
2.4% |
76% |
False |
False |
25,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.30 |
2.618 |
69.52 |
1.618 |
65.98 |
1.000 |
63.79 |
0.618 |
62.44 |
HIGH |
60.25 |
0.618 |
58.90 |
0.500 |
58.48 |
0.382 |
58.06 |
LOW |
56.71 |
0.618 |
54.52 |
1.000 |
53.17 |
1.618 |
50.98 |
2.618 |
47.44 |
4.250 |
41.67 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
59.57 |
59.62 |
PP |
59.03 |
59.12 |
S1 |
58.48 |
58.62 |
|