NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 11-Jan-2021

Day Change Summary
	Previous	Current
	08-Jan-2021	11-Jan-2021	Change	Change %	Previous Week
Open	46.41	46.69	0.28	0.6%	45.22
High	46.41	46.69	0.28	0.6%	46.41
Low	46.41	46.25	-0.16	-0.3%	45.22
Close	46.41	46.69	0.28	0.6%	46.41
Range	0.00	0.44	0.44		1.19
ATR	0.36	0.37	0.01	1.6%	0.00
Volume

Daily Pivots for day following 11-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	47.86	47.72	46.93
R3	47.42	47.28	46.81
R2	46.98	46.98	46.77
R1	46.84	46.84	46.73	46.91
PP	46.54	46.54	46.54	46.58
S1	46.40	46.40	46.65	46.47
S2	46.10	46.10	46.61
S3	45.66	45.96	46.57
S4	45.22	45.52	46.45

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	49.58	49.19	47.06
R3	48.39	48.00	46.74
R2	47.20	47.20	46.63
R1	46.81	46.81	46.52	47.01
PP	46.01	46.01	46.01	46.11
S1	45.62	45.62	46.30	45.82
S2	44.82	44.82	46.19
S3	43.63	44.43	46.08
S4	42.44	43.24	45.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.69	45.46	1.23	2.6%	0.09	0.2%	100%	True	False
10	46.69	45.22	1.47	3.1%	0.04	0.1%	100%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	48.56
2.618	47.84
1.618	47.40
1.000	47.13
0.618	46.96
HIGH	46.69
0.618	46.52
0.500	46.47
0.382	46.42
LOW	46.25
0.618	45.98
1.000	45.81
1.618	45.54
2.618	45.10
4.250	44.38

Fisher Pivots for day following 11-Jan-2021
Pivot	1 day	3 day
R1	46.62	46.55
PP	46.54	46.42
S1	46.47	46.28

Download as Excel Spreadsheet

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

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