NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
48.40 |
47.38 |
-1.02 |
-2.1% |
48.23 |
| High |
49.83 |
50.20 |
0.37 |
0.7% |
48.96 |
| Low |
47.18 |
47.24 |
0.06 |
0.1% |
47.50 |
| Close |
47.62 |
49.93 |
2.31 |
4.9% |
48.52 |
| Range |
2.65 |
2.96 |
0.31 |
11.7% |
1.46 |
| ATR |
1.45 |
1.56 |
0.11 |
7.4% |
0.00 |
| Volume |
528,525 |
643,191 |
114,666 |
21.7% |
901,091 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.00 |
56.93 |
51.56 |
|
| R3 |
55.04 |
53.97 |
50.74 |
|
| R2 |
52.08 |
52.08 |
50.47 |
|
| R1 |
51.01 |
51.01 |
50.20 |
51.55 |
| PP |
49.12 |
49.12 |
49.12 |
49.39 |
| S1 |
48.05 |
48.05 |
49.66 |
48.59 |
| S2 |
46.16 |
46.16 |
49.39 |
|
| S3 |
43.20 |
45.09 |
49.12 |
|
| S4 |
40.24 |
42.13 |
48.30 |
|
|
| 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 |
50.20 |
47.18 |
3.02 |
6.0% |
1.63 |
3.3% |
91% |
True |
False |
366,869 |
| 10 |
50.20 |
46.16 |
4.04 |
8.1% |
1.74 |
3.5% |
93% |
True |
False |
335,833 |
| 20 |
50.20 |
45.14 |
5.06 |
10.1% |
1.47 |
2.9% |
95% |
True |
False |
266,736 |
| 40 |
50.20 |
37.80 |
12.40 |
24.8% |
1.52 |
3.0% |
98% |
True |
False |
182,907 |
| 60 |
50.20 |
34.50 |
15.70 |
31.4% |
1.52 |
3.0% |
98% |
True |
False |
136,830 |
| 80 |
50.20 |
34.50 |
15.70 |
31.4% |
1.51 |
3.0% |
98% |
True |
False |
109,981 |
| 100 |
50.20 |
34.50 |
15.70 |
31.4% |
1.43 |
2.9% |
98% |
True |
False |
91,338 |
| 120 |
50.20 |
34.50 |
15.70 |
31.4% |
1.37 |
2.7% |
98% |
True |
False |
77,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.78 |
|
2.618 |
57.95 |
|
1.618 |
54.99 |
|
1.000 |
53.16 |
|
0.618 |
52.03 |
|
HIGH |
50.20 |
|
0.618 |
49.07 |
|
0.500 |
48.72 |
|
0.382 |
48.37 |
|
LOW |
47.24 |
|
0.618 |
45.41 |
|
1.000 |
44.28 |
|
1.618 |
42.45 |
|
2.618 |
39.49 |
|
4.250 |
34.66 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
49.53 |
49.52 |
| PP |
49.12 |
49.10 |
| S1 |
48.72 |
48.69 |
|