NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
53.34 |
52.89 |
-0.45 |
-0.8% |
48.49 |
| High |
53.94 |
53.79 |
-0.15 |
-0.3% |
52.74 |
| Low |
52.60 |
52.30 |
-0.30 |
-0.6% |
47.31 |
| Close |
52.96 |
53.62 |
0.66 |
1.2% |
52.26 |
| Range |
1.34 |
1.49 |
0.15 |
11.2% |
5.43 |
| ATR |
1.46 |
1.47 |
0.00 |
0.1% |
0.00 |
| Volume |
269,311 |
320,723 |
51,412 |
19.1% |
1,139,566 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.71 |
57.15 |
54.44 |
|
| R3 |
56.22 |
55.66 |
54.03 |
|
| R2 |
54.73 |
54.73 |
53.89 |
|
| R1 |
54.17 |
54.17 |
53.76 |
54.45 |
| PP |
53.24 |
53.24 |
53.24 |
53.38 |
| S1 |
52.68 |
52.68 |
53.48 |
52.96 |
| S2 |
51.75 |
51.75 |
53.35 |
|
| S3 |
50.26 |
51.19 |
53.21 |
|
| S4 |
48.77 |
49.70 |
52.80 |
|
|
| 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 |
50.86 |
3.08 |
5.7% |
1.46 |
2.7% |
90% |
False |
False |
258,867 |
| 10 |
53.94 |
47.31 |
6.63 |
12.4% |
1.59 |
3.0% |
95% |
False |
False |
223,032 |
| 20 |
53.94 |
46.30 |
7.64 |
14.2% |
1.47 |
2.7% |
96% |
False |
False |
146,842 |
| 40 |
53.94 |
41.35 |
12.59 |
23.5% |
1.38 |
2.6% |
97% |
False |
False |
110,883 |
| 60 |
53.94 |
35.00 |
18.94 |
35.3% |
1.50 |
2.8% |
98% |
False |
False |
89,015 |
| 80 |
53.94 |
35.00 |
18.94 |
35.3% |
1.47 |
2.7% |
98% |
False |
False |
75,183 |
| 100 |
53.94 |
35.00 |
18.94 |
35.3% |
1.43 |
2.7% |
98% |
False |
False |
65,478 |
| 120 |
53.94 |
35.00 |
18.94 |
35.3% |
1.36 |
2.5% |
98% |
False |
False |
56,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.12 |
|
2.618 |
57.69 |
|
1.618 |
56.20 |
|
1.000 |
55.28 |
|
0.618 |
54.71 |
|
HIGH |
53.79 |
|
0.618 |
53.22 |
|
0.500 |
53.05 |
|
0.382 |
52.87 |
|
LOW |
52.30 |
|
0.618 |
51.38 |
|
1.000 |
50.81 |
|
1.618 |
49.89 |
|
2.618 |
48.40 |
|
4.250 |
45.97 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
53.43 |
53.42 |
| PP |
53.24 |
53.21 |
| S1 |
53.05 |
53.01 |
|