NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
50.55 |
50.90 |
0.35 |
0.7% |
48.49 |
| High |
51.30 |
52.74 |
1.44 |
2.8% |
52.74 |
| Low |
50.44 |
50.86 |
0.42 |
0.8% |
47.31 |
| Close |
50.87 |
52.26 |
1.39 |
2.7% |
52.26 |
| Range |
0.86 |
1.88 |
1.02 |
118.6% |
5.43 |
| ATR |
1.47 |
1.50 |
0.03 |
2.0% |
0.00 |
| Volume |
177,014 |
256,963 |
79,949 |
45.2% |
1,139,566 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.59 |
56.81 |
53.29 |
|
| R3 |
55.71 |
54.93 |
52.78 |
|
| R2 |
53.83 |
53.83 |
52.60 |
|
| R1 |
53.05 |
53.05 |
52.43 |
53.44 |
| PP |
51.95 |
51.95 |
51.95 |
52.15 |
| S1 |
51.17 |
51.17 |
52.09 |
51.56 |
| S2 |
50.07 |
50.07 |
51.92 |
|
| S3 |
48.19 |
49.29 |
51.74 |
|
| S4 |
46.31 |
47.41 |
51.23 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.06 |
65.09 |
55.25 |
|
| R3 |
61.63 |
59.66 |
53.75 |
|
| R2 |
56.20 |
56.20 |
53.26 |
|
| R1 |
54.23 |
54.23 |
52.76 |
55.22 |
| PP |
50.77 |
50.77 |
50.77 |
51.26 |
| S1 |
48.80 |
48.80 |
51.76 |
49.79 |
| S2 |
45.34 |
45.34 |
51.26 |
|
| S3 |
39.91 |
43.37 |
50.77 |
|
| S4 |
34.48 |
37.94 |
49.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.74 |
47.31 |
5.43 |
10.4% |
1.94 |
3.7% |
91% |
True |
False |
227,913 |
| 10 |
52.74 |
47.31 |
5.43 |
10.4% |
1.47 |
2.8% |
91% |
True |
False |
142,405 |
| 20 |
52.74 |
45.87 |
6.87 |
13.1% |
1.49 |
2.9% |
93% |
True |
False |
112,967 |
| 40 |
52.74 |
40.94 |
11.80 |
22.6% |
1.38 |
2.6% |
96% |
True |
False |
90,311 |
| 60 |
52.74 |
35.00 |
17.74 |
33.9% |
1.48 |
2.8% |
97% |
True |
False |
73,669 |
| 80 |
52.74 |
35.00 |
17.74 |
33.9% |
1.48 |
2.8% |
97% |
True |
False |
63,572 |
| 100 |
52.74 |
35.00 |
17.74 |
33.9% |
1.41 |
2.7% |
97% |
True |
False |
55,699 |
| 120 |
52.74 |
35.00 |
17.74 |
33.9% |
1.35 |
2.6% |
97% |
True |
False |
48,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.73 |
|
2.618 |
57.66 |
|
1.618 |
55.78 |
|
1.000 |
54.62 |
|
0.618 |
53.90 |
|
HIGH |
52.74 |
|
0.618 |
52.02 |
|
0.500 |
51.80 |
|
0.382 |
51.58 |
|
LOW |
50.86 |
|
0.618 |
49.70 |
|
1.000 |
48.98 |
|
1.618 |
47.82 |
|
2.618 |
45.94 |
|
4.250 |
42.87 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
52.11 |
51.89 |
| PP |
51.95 |
51.51 |
| S1 |
51.80 |
51.14 |
|