NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
47.38 |
49.82 |
2.44 |
5.1% |
48.23 |
| High |
50.20 |
50.94 |
0.74 |
1.5% |
48.96 |
| Low |
47.24 |
49.48 |
2.24 |
4.7% |
47.50 |
| Close |
49.93 |
50.63 |
0.70 |
1.4% |
48.52 |
| Range |
2.96 |
1.46 |
-1.50 |
-50.7% |
1.46 |
| ATR |
1.56 |
1.55 |
-0.01 |
-0.5% |
0.00 |
| Volume |
643,191 |
509,365 |
-133,826 |
-20.8% |
901,091 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.73 |
54.14 |
51.43 |
|
| R3 |
53.27 |
52.68 |
51.03 |
|
| R2 |
51.81 |
51.81 |
50.90 |
|
| R1 |
51.22 |
51.22 |
50.76 |
51.52 |
| PP |
50.35 |
50.35 |
50.35 |
50.50 |
| S1 |
49.76 |
49.76 |
50.50 |
50.06 |
| S2 |
48.89 |
48.89 |
50.36 |
|
| S3 |
47.43 |
48.30 |
50.23 |
|
| S4 |
45.97 |
46.84 |
49.83 |
|
|
| 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 |
50.94 |
47.18 |
3.76 |
7.4% |
1.79 |
3.5% |
92% |
True |
False |
425,986 |
| 10 |
50.94 |
46.16 |
4.78 |
9.4% |
1.58 |
3.1% |
94% |
True |
False |
338,960 |
| 20 |
50.94 |
45.14 |
5.80 |
11.5% |
1.48 |
2.9% |
95% |
True |
False |
285,276 |
| 40 |
50.94 |
37.91 |
13.03 |
25.7% |
1.51 |
3.0% |
98% |
True |
False |
193,738 |
| 60 |
50.94 |
34.50 |
16.44 |
32.5% |
1.52 |
3.0% |
98% |
True |
False |
144,817 |
| 80 |
50.94 |
34.50 |
16.44 |
32.5% |
1.52 |
3.0% |
98% |
True |
False |
116,107 |
| 100 |
50.94 |
34.50 |
16.44 |
32.5% |
1.44 |
2.8% |
98% |
True |
False |
96,280 |
| 120 |
50.94 |
34.50 |
16.44 |
32.5% |
1.38 |
2.7% |
98% |
True |
False |
81,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.15 |
|
2.618 |
54.76 |
|
1.618 |
53.30 |
|
1.000 |
52.40 |
|
0.618 |
51.84 |
|
HIGH |
50.94 |
|
0.618 |
50.38 |
|
0.500 |
50.21 |
|
0.382 |
50.04 |
|
LOW |
49.48 |
|
0.618 |
48.58 |
|
1.000 |
48.02 |
|
1.618 |
47.12 |
|
2.618 |
45.66 |
|
4.250 |
43.28 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
50.49 |
50.11 |
| PP |
50.35 |
49.58 |
| S1 |
50.21 |
49.06 |
|