NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 53.06 52.93 -0.13 -0.2% 52.55
High 53.83 53.41 -0.42 -0.8% 53.94
Low 52.83 52.75 -0.08 -0.2% 51.51
Close 53.31 53.13 -0.18 -0.3% 52.42
Range 1.00 0.66 -0.34 -34.0% 2.43
ATR 1.46 1.40 -0.06 -3.9% 0.00
Volume 400,301 352,397 -47,904 -12.0% 1,428,669
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 55.08 54.76 53.49
R3 54.42 54.10 53.31
R2 53.76 53.76 53.25
R1 53.44 53.44 53.19 53.60
PP 53.10 53.10 53.10 53.18
S1 52.78 52.78 53.07 52.94
S2 52.44 52.44 53.01
S3 51.78 52.12 52.95
S4 51.12 51.46 52.77
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 59.91 58.60 53.76
R3 57.48 56.17 53.09
R2 55.05 55.05 52.87
R1 53.74 53.74 52.64 53.18
PP 52.62 52.62 52.62 52.35
S1 51.31 51.31 52.20 50.75
S2 50.19 50.19 51.97
S3 47.76 48.88 51.75
S4 45.33 46.45 51.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.86 51.81 2.05 3.9% 1.30 2.4% 64% False False 399,699
10 53.94 50.44 3.50 6.6% 1.31 2.5% 77% False False 314,912
20 53.94 46.30 7.64 14.4% 1.44 2.7% 89% False False 214,043
40 53.94 42.72 11.22 21.1% 1.41 2.6% 93% False False 148,021
60 53.94 35.00 18.94 35.6% 1.49 2.8% 96% False False 115,483
80 53.94 35.00 18.94 35.6% 1.48 2.8% 96% False False 94,814
100 53.94 35.00 18.94 35.6% 1.45 2.7% 96% False False 81,370
120 53.94 35.00 18.94 35.6% 1.37 2.6% 96% False False 70,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 56.22
2.618 55.14
1.618 54.48
1.000 54.07
0.618 53.82
HIGH 53.41
0.618 53.16
0.500 53.08
0.382 53.00
LOW 52.75
0.618 52.34
1.000 52.09
1.618 51.68
2.618 51.02
4.250 49.95
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 53.11 53.03
PP 53.10 52.92
S1 53.08 52.82

These figures are updated between 7pm and 10pm EST after a trading day.

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