NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
52.89 |
53.77 |
0.88 |
1.7% |
52.55 |
| High |
53.79 |
53.86 |
0.07 |
0.1% |
53.94 |
| Low |
52.30 |
51.89 |
-0.41 |
-0.8% |
51.51 |
| Close |
53.62 |
52.42 |
-1.20 |
-2.2% |
52.42 |
| Range |
1.49 |
1.97 |
0.48 |
32.2% |
2.43 |
| ATR |
1.47 |
1.50 |
0.04 |
2.5% |
0.00 |
| Volume |
320,723 |
391,293 |
70,570 |
22.0% |
1,428,669 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.63 |
57.50 |
53.50 |
|
| R3 |
56.66 |
55.53 |
52.96 |
|
| R2 |
54.69 |
54.69 |
52.78 |
|
| R1 |
53.56 |
53.56 |
52.60 |
53.14 |
| PP |
52.72 |
52.72 |
52.72 |
52.52 |
| S1 |
51.59 |
51.59 |
52.24 |
51.17 |
| S2 |
50.75 |
50.75 |
52.06 |
|
| S3 |
48.78 |
49.62 |
51.88 |
|
| S4 |
46.81 |
47.65 |
51.34 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.91 |
58.60 |
53.76 |
|
| R3 |
57.48 |
56.17 |
53.09 |
|
| R2 |
55.05 |
55.05 |
52.87 |
|
| R1 |
53.74 |
53.74 |
52.64 |
53.18 |
| PP |
52.62 |
52.62 |
52.62 |
52.35 |
| S1 |
51.31 |
51.31 |
52.20 |
50.75 |
| S2 |
50.19 |
50.19 |
51.97 |
|
| S3 |
47.76 |
48.88 |
51.75 |
|
| S4 |
45.33 |
46.45 |
51.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.94 |
51.51 |
2.43 |
4.6% |
1.47 |
2.8% |
37% |
False |
False |
285,733 |
| 10 |
53.94 |
47.31 |
6.63 |
12.6% |
1.71 |
3.3% |
77% |
False |
False |
256,823 |
| 20 |
53.94 |
46.30 |
7.64 |
14.6% |
1.53 |
2.9% |
80% |
False |
False |
162,087 |
| 40 |
53.94 |
41.80 |
12.14 |
23.2% |
1.40 |
2.7% |
87% |
False |
False |
119,723 |
| 60 |
53.94 |
35.00 |
18.94 |
36.1% |
1.51 |
2.9% |
92% |
False |
False |
95,174 |
| 80 |
53.94 |
35.00 |
18.94 |
36.1% |
1.48 |
2.8% |
92% |
False |
False |
79,671 |
| 100 |
53.94 |
35.00 |
18.94 |
36.1% |
1.45 |
2.8% |
92% |
False |
False |
69,258 |
| 120 |
53.94 |
35.00 |
18.94 |
36.1% |
1.37 |
2.6% |
92% |
False |
False |
60,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.23 |
|
2.618 |
59.02 |
|
1.618 |
57.05 |
|
1.000 |
55.83 |
|
0.618 |
55.08 |
|
HIGH |
53.86 |
|
0.618 |
53.11 |
|
0.500 |
52.88 |
|
0.382 |
52.64 |
|
LOW |
51.89 |
|
0.618 |
50.67 |
|
1.000 |
49.92 |
|
1.618 |
48.70 |
|
2.618 |
46.73 |
|
4.250 |
43.52 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
52.88 |
52.92 |
| PP |
52.72 |
52.75 |
| S1 |
52.57 |
52.59 |
|