NYMEX Light Sweet Crude Oil Future February 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Jan-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Dec-2020 | 
                    04-Jan-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        48.35 | 
                        48.40 | 
                        0.05 | 
                        0.1% | 
                        48.23 | 
                     
                    
                        | High | 
                        48.58 | 
                        49.83 | 
                        1.25 | 
                        2.6% | 
                        48.96 | 
                     
                    
                        | Low | 
                        47.77 | 
                        47.18 | 
                        -0.59 | 
                        -1.2% | 
                        47.50 | 
                     
                    
                        | Close | 
                        48.52 | 
                        47.62 | 
                        -0.90 | 
                        -1.9% | 
                        48.52 | 
                     
                    
                        | Range | 
                        0.81 | 
                        2.65 | 
                        1.84 | 
                        227.2% | 
                        1.46 | 
                     
                    
                        | ATR | 
                        1.36 | 
                        1.45 | 
                        0.09 | 
                        6.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        181,894 | 
                        528,525 | 
                        346,631 | 
                        190.6% | 
                        901,091 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jan-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                56.16 | 
                54.54 | 
                49.08 | 
                 | 
             
            
                | R3 | 
                53.51 | 
                51.89 | 
                48.35 | 
                 | 
             
            
                | R2 | 
                50.86 | 
                50.86 | 
                48.11 | 
                 | 
             
            
                | R1 | 
                49.24 | 
                49.24 | 
                47.86 | 
                48.73 | 
             
            
                | PP | 
                48.21 | 
                48.21 | 
                48.21 | 
                47.95 | 
             
            
                | S1 | 
                46.59 | 
                46.59 | 
                47.38 | 
                46.08 | 
             
            
                | S2 | 
                45.56 | 
                45.56 | 
                47.13 | 
                 | 
             
            
                | S3 | 
                42.91 | 
                43.94 | 
                46.89 | 
                 | 
             
            
                | S4 | 
                40.26 | 
                41.29 | 
                46.16 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jan-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                52.71 | 
                52.07 | 
                49.32 | 
                 | 
             
            
                | R3 | 
                51.25 | 
                50.61 | 
                48.92 | 
                 | 
             
            
                | R2 | 
                49.79 | 
                49.79 | 
                48.79 | 
                 | 
             
            
                | R1 | 
                49.15 | 
                49.15 | 
                48.65 | 
                49.47 | 
             
            
                | PP | 
                48.33 | 
                48.33 | 
                48.33 | 
                48.49 | 
             
            
                | S1 | 
                47.69 | 
                47.69 | 
                48.39 | 
                48.01 | 
             
            
                | S2 | 
                46.87 | 
                46.87 | 
                48.25 | 
                 | 
             
            
                | S3 | 
                45.41 | 
                46.23 | 
                48.12 | 
                 | 
             
            
                | S4 | 
                43.95 | 
                44.77 | 
                47.72 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                49.83 | 
                47.18 | 
                2.65 | 
                5.6% | 
                1.33 | 
                2.8% | 
                17% | 
                True | 
                True | 
                285,923 | 
                 
                
                | 10 | 
                49.83 | 
                46.16 | 
                3.67 | 
                7.7% | 
                1.56 | 
                3.3% | 
                40% | 
                True | 
                False | 
                301,529 | 
                 
                
                | 20 | 
                49.83 | 
                45.14 | 
                4.69 | 
                9.8% | 
                1.37 | 
                2.9% | 
                53% | 
                True | 
                False | 
                240,505 | 
                 
                
                | 40 | 
                49.83 | 
                37.80 | 
                12.03 | 
                25.3% | 
                1.47 | 
                3.1% | 
                82% | 
                True | 
                False | 
                168,009 | 
                 
                
                | 60 | 
                49.83 | 
                34.50 | 
                15.33 | 
                32.2% | 
                1.49 | 
                3.1% | 
                86% | 
                True | 
                False | 
                127,134 | 
                 
                
                | 80 | 
                49.83 | 
                34.50 | 
                15.33 | 
                32.2% | 
                1.49 | 
                3.1% | 
                86% | 
                True | 
                False | 
                102,249 | 
                 
                
                | 100 | 
                49.83 | 
                34.50 | 
                15.33 | 
                32.2% | 
                1.42 | 
                3.0% | 
                86% | 
                True | 
                False | 
                85,030 | 
                 
                
                | 120 | 
                49.83 | 
                34.50 | 
                15.33 | 
                32.2% | 
                1.35 | 
                2.8% | 
                86% | 
                True | 
                False | 
                72,299 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            61.09 | 
         
        
            | 
2.618             | 
            56.77 | 
         
        
            | 
1.618             | 
            54.12 | 
         
        
            | 
1.000             | 
            52.48 | 
         
        
            | 
0.618             | 
            51.47 | 
         
        
            | 
HIGH             | 
            49.83 | 
         
        
            | 
0.618             | 
            48.82 | 
         
        
            | 
0.500             | 
            48.51 | 
         
        
            | 
0.382             | 
            48.19 | 
         
        
            | 
LOW             | 
            47.18 | 
         
        
            | 
0.618             | 
            45.54 | 
         
        
            | 
1.000             | 
            44.53 | 
         
        
            | 
1.618             | 
            42.89 | 
         
        
            | 
2.618             | 
            40.24 | 
         
        
            | 
4.250             | 
            35.92 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jan-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                48.51 | 
                                48.51 | 
                             
                            
                                | PP | 
                                48.21 | 
                                48.21 | 
                             
                            
                                | S1 | 
                                47.92 | 
                                47.92 | 
                             
             
         |