NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 13-Jan-2021
Day Change Summary
Previous Current
12-Jan-2021 13-Jan-2021 Change Change % Previous Week
Open 52.19 53.34 1.15 2.2% 48.49
High 53.47 53.94 0.47 0.9% 52.74
Low 52.08 52.60 0.52 1.0% 47.31
Close 53.24 52.96 -0.28 -0.5% 52.26
Range 1.39 1.34 -0.05 -3.6% 5.43
ATR 1.47 1.46 -0.01 -0.6% 0.00
Volume 231,070 269,311 38,241 16.5% 1,139,566
Daily Pivots for day following 13-Jan-2021
Classic Woodie Camarilla DeMark
R4 57.19 56.41 53.70
R3 55.85 55.07 53.33
R2 54.51 54.51 53.21
R1 53.73 53.73 53.08 53.45
PP 53.17 53.17 53.17 53.03
S1 52.39 52.39 52.84 52.11
S2 51.83 51.83 52.71
S3 50.49 51.05 52.59
S4 49.15 49.71 52.22
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 53.94 50.44 3.50 6.6% 1.33 2.5% 72% True False 230,126
10 53.94 47.31 6.63 12.5% 1.54 2.9% 85% True False 198,069
20 53.94 46.30 7.64 14.4% 1.45 2.7% 87% True False 134,827
40 53.94 41.01 12.93 24.4% 1.39 2.6% 92% True False 104,147
60 53.94 35.00 18.94 35.8% 1.48 2.8% 95% True False 84,110
80 53.94 35.00 18.94 35.8% 1.48 2.8% 95% True False 71,466
100 53.94 35.00 18.94 35.8% 1.43 2.7% 95% True False 62,454
120 53.94 35.00 18.94 35.8% 1.36 2.6% 95% True False 54,331
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.64
2.618 57.45
1.618 56.11
1.000 55.28
0.618 54.77
HIGH 53.94
0.618 53.43
0.500 53.27
0.382 53.11
LOW 52.60
0.618 51.77
1.000 51.26
1.618 50.43
2.618 49.09
4.250 46.91
Fisher Pivots for day following 13-Jan-2021
Pivot 1 day 3 day
R1 53.27 52.88
PP 53.17 52.80
S1 53.06 52.73

These figures are updated between 7pm and 10pm EST after a trading day.

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