NYMEX Light Sweet Crude Oil Future February 2021
            
            
                
    
    
        | 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 | 
                        50.93 | 
                        52.58 | 
                        1.65 | 
                        3.2% | 
                        48.40 | 
                     
                    
                        | High | 
                        52.75 | 
                        52.70 | 
                        -0.05 | 
                        -0.1% | 
                        52.75 | 
                     
                    
                        | Low | 
                        50.81 | 
                        51.50 | 
                        0.69 | 
                        1.4% | 
                        47.18 | 
                     
                    
                        | Close | 
                        52.24 | 
                        52.25 | 
                        0.01 | 
                        0.0% | 
                        52.24 | 
                     
                    
                        | Range | 
                        1.94 | 
                        1.20 | 
                        -0.74 | 
                        -38.1% | 
                        5.57 | 
                     
                    
                        | ATR | 
                        1.54 | 
                        1.51 | 
                        -0.02 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        499,416 | 
                        394,822 | 
                        -104,594 | 
                        -20.9% | 
                        2,549,789 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jan-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.75 | 
                55.20 | 
                52.91 | 
                 | 
             
            
                | R3 | 
                54.55 | 
                54.00 | 
                52.58 | 
                 | 
             
            
                | R2 | 
                53.35 | 
                53.35 | 
                52.47 | 
                 | 
             
            
                | R1 | 
                52.80 | 
                52.80 | 
                52.36 | 
                52.48 | 
             
            
                | PP | 
                52.15 | 
                52.15 | 
                52.15 | 
                51.99 | 
             
            
                | S1 | 
                51.60 | 
                51.60 | 
                52.14 | 
                51.28 | 
             
            
                | S2 | 
                50.95 | 
                50.95 | 
                52.03 | 
                 | 
             
            
                | S3 | 
                49.75 | 
                50.40 | 
                51.92 | 
                 | 
             
            
                | S4 | 
                48.55 | 
                49.20 | 
                51.59 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jan-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                67.43 | 
                65.41 | 
                55.30 | 
                 | 
             
            
                | R3 | 
                61.86 | 
                59.84 | 
                53.77 | 
                 | 
             
            
                | R2 | 
                56.29 | 
                56.29 | 
                53.26 | 
                 | 
             
            
                | R1 | 
                54.27 | 
                54.27 | 
                52.75 | 
                55.28 | 
             
            
                | PP | 
                50.72 | 
                50.72 | 
                50.72 | 
                51.23 | 
             
            
                | S1 | 
                48.70 | 
                48.70 | 
                51.73 | 
                49.71 | 
             
            
                | S2 | 
                45.15 | 
                45.15 | 
                51.22 | 
                 | 
             
            
                | S3 | 
                39.58 | 
                43.13 | 
                50.71 | 
                 | 
             
            
                | S4 | 
                34.01 | 
                37.56 | 
                49.18 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                52.75 | 
                47.24 | 
                5.51 | 
                10.5% | 
                1.69 | 
                3.2% | 
                91% | 
                False | 
                False | 
                483,217 | 
                 
                
                | 10 | 
                52.75 | 
                47.18 | 
                5.57 | 
                10.7% | 
                1.51 | 
                2.9% | 
                91% | 
                False | 
                False | 
                384,570 | 
                 
                
                | 20 | 
                52.75 | 
                45.88 | 
                6.87 | 
                13.1% | 
                1.47 | 
                2.8% | 
                93% | 
                False | 
                False | 
                325,320 | 
                 
                
                | 40 | 
                52.75 | 
                40.64 | 
                12.11 | 
                23.2% | 
                1.41 | 
                2.7% | 
                96% | 
                False | 
                False | 
                216,650 | 
                 
                
                | 60 | 
                52.75 | 
                34.50 | 
                18.25 | 
                34.9% | 
                1.53 | 
                2.9% | 
                97% | 
                False | 
                False | 
                164,603 | 
                 
                
                | 80 | 
                52.75 | 
                34.50 | 
                18.25 | 
                34.9% | 
                1.52 | 
                2.9% | 
                97% | 
                False | 
                False | 
                130,654 | 
                 
                
                | 100 | 
                52.75 | 
                34.50 | 
                18.25 | 
                34.9% | 
                1.46 | 
                2.8% | 
                97% | 
                False | 
                False | 
                108,512 | 
                 
                
                | 120 | 
                52.75 | 
                34.50 | 
                18.25 | 
                34.9% | 
                1.39 | 
                2.7% | 
                97% | 
                False | 
                False | 
                92,163 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            57.80 | 
         
        
            | 
2.618             | 
            55.84 | 
         
        
            | 
1.618             | 
            54.64 | 
         
        
            | 
1.000             | 
            53.90 | 
         
        
            | 
0.618             | 
            53.44 | 
         
        
            | 
HIGH             | 
            52.70 | 
         
        
            | 
0.618             | 
            52.24 | 
         
        
            | 
0.500             | 
            52.10 | 
         
        
            | 
0.382             | 
            51.96 | 
         
        
            | 
LOW             | 
            51.50 | 
         
        
            | 
0.618             | 
            50.76 | 
         
        
            | 
1.000             | 
            50.30 | 
         
        
            | 
1.618             | 
            49.56 | 
         
        
            | 
2.618             | 
            48.36 | 
         
        
            | 
4.250             | 
            46.40 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jan-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                52.20 | 
                                52.02 | 
                             
                            
                                | PP | 
                                52.15 | 
                                51.80 | 
                             
                            
                                | S1 | 
                                52.10 | 
                                51.57 | 
                             
             
         |