NYMEX Light Sweet Crude Oil Future March 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 |
48.49 |
47.54 |
-0.95 |
-2.0% |
48.39 |
| High |
49.94 |
50.27 |
0.33 |
0.7% |
49.07 |
| Low |
47.31 |
47.39 |
0.08 |
0.2% |
47.63 |
| Close |
47.76 |
50.01 |
2.25 |
4.7% |
48.63 |
| Range |
2.63 |
2.88 |
0.25 |
9.5% |
1.44 |
| ATR |
1.42 |
1.53 |
0.10 |
7.3% |
0.00 |
| Volume |
172,921 |
277,266 |
104,345 |
60.3% |
253,012 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.86 |
56.82 |
51.59 |
|
| R3 |
54.98 |
53.94 |
50.80 |
|
| R2 |
52.10 |
52.10 |
50.54 |
|
| R1 |
51.06 |
51.06 |
50.27 |
51.58 |
| PP |
49.22 |
49.22 |
49.22 |
49.49 |
| S1 |
48.18 |
48.18 |
49.75 |
48.70 |
| S2 |
46.34 |
46.34 |
49.48 |
|
| S3 |
43.46 |
45.30 |
49.22 |
|
| S4 |
40.58 |
42.42 |
48.43 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.76 |
52.14 |
49.42 |
|
| R3 |
51.32 |
50.70 |
49.03 |
|
| R2 |
49.88 |
49.88 |
48.89 |
|
| R1 |
49.26 |
49.26 |
48.76 |
49.57 |
| PP |
48.44 |
48.44 |
48.44 |
48.60 |
| S1 |
47.82 |
47.82 |
48.50 |
48.13 |
| S2 |
47.00 |
47.00 |
48.37 |
|
| S3 |
45.56 |
46.38 |
48.23 |
|
| S4 |
44.12 |
44.94 |
47.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.27 |
47.31 |
2.96 |
5.9% |
1.60 |
3.2% |
91% |
True |
False |
127,146 |
| 10 |
50.27 |
46.30 |
3.97 |
7.9% |
1.71 |
3.4% |
93% |
True |
False |
96,548 |
| 20 |
50.27 |
45.30 |
4.97 |
9.9% |
1.44 |
2.9% |
95% |
True |
False |
90,801 |
| 40 |
50.27 |
38.21 |
12.06 |
24.1% |
1.47 |
2.9% |
98% |
True |
False |
78,933 |
| 60 |
50.27 |
35.00 |
15.27 |
30.5% |
1.47 |
2.9% |
98% |
True |
False |
63,765 |
| 80 |
50.27 |
35.00 |
15.27 |
30.5% |
1.47 |
2.9% |
98% |
True |
False |
56,226 |
| 100 |
50.27 |
35.00 |
15.27 |
30.5% |
1.39 |
2.8% |
98% |
True |
False |
49,256 |
| 120 |
50.27 |
35.00 |
15.27 |
30.5% |
1.33 |
2.7% |
98% |
True |
False |
43,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.51 |
|
2.618 |
57.81 |
|
1.618 |
54.93 |
|
1.000 |
53.15 |
|
0.618 |
52.05 |
|
HIGH |
50.27 |
|
0.618 |
49.17 |
|
0.500 |
48.83 |
|
0.382 |
48.49 |
|
LOW |
47.39 |
|
0.618 |
45.61 |
|
1.000 |
44.51 |
|
1.618 |
42.73 |
|
2.618 |
39.85 |
|
4.250 |
35.15 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
49.62 |
49.60 |
| PP |
49.22 |
49.20 |
| S1 |
48.83 |
48.79 |
|