NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 25-Jan-2021
Day Change Summary
Previous Current
22-Jan-2021 25-Jan-2021 Change Change % Previous Week
Open 53.10 52.17 -0.93 -1.8% 52.00
High 53.16 52.95 -0.21 -0.4% 53.83
Low 51.44 51.82 0.38 0.7% 51.44
Close 52.27 52.77 0.50 1.0% 52.27
Range 1.72 1.13 -0.59 -34.3% 2.39
ATR 1.42 1.40 -0.02 -1.5% 0.00
Volume 437,484 349,076 -88,408 -20.2% 1,723,963
Daily Pivots for day following 25-Jan-2021
Classic Woodie Camarilla DeMark
R4 55.90 55.47 53.39
R3 54.77 54.34 53.08
R2 53.64 53.64 52.98
R1 53.21 53.21 52.87 53.43
PP 52.51 52.51 52.51 52.62
S1 52.08 52.08 52.67 52.30
S2 51.38 51.38 52.56
S3 50.25 50.95 52.46
S4 49.12 49.82 52.15
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 59.68 58.37 53.58
R3 57.29 55.98 52.93
R2 54.90 54.90 52.71
R1 53.59 53.59 52.49 54.25
PP 52.51 52.51 52.51 52.84
S1 51.20 51.20 52.05 51.86
S2 50.12 50.12 51.83
S3 47.73 48.81 51.61
S4 45.34 46.42 50.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.83 51.44 2.39 4.5% 1.18 2.2% 56% False False 414,607
10 53.94 51.44 2.50 4.7% 1.33 2.5% 53% False False 350,170
20 53.94 47.31 6.63 12.6% 1.40 2.6% 82% False False 246,288
40 53.94 44.27 9.67 18.3% 1.40 2.6% 88% False False 163,243
60 53.94 35.00 18.94 35.9% 1.50 2.8% 94% False False 127,744
80 53.94 35.00 18.94 35.9% 1.47 2.8% 94% False False 104,064
100 53.94 35.00 18.94 35.9% 1.46 2.8% 94% False False 88,939
120 53.94 35.00 18.94 35.9% 1.37 2.6% 94% False False 76,934
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.75
2.618 55.91
1.618 54.78
1.000 54.08
0.618 53.65
HIGH 52.95
0.618 52.52
0.500 52.39
0.382 52.25
LOW 51.82
0.618 51.12
1.000 50.69
1.618 49.99
2.618 48.86
4.250 47.02
Fisher Pivots for day following 25-Jan-2021
Pivot 1 day 3 day
R1 52.64 52.66
PP 52.51 52.54
S1 52.39 52.43

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

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