NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 52.76 52.65 -0.11 -0.2% 52.00
High 53.30 53.58 0.28 0.5% 53.83
Low 51.85 52.04 0.19 0.4% 51.44
Close 52.85 52.34 -0.51 -1.0% 52.27
Range 1.45 1.54 0.09 6.2% 2.39
ATR 1.38 1.39 0.01 0.9% 0.00
Volume 442,376 411,406 -30,970 -7.0% 1,723,963
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 57.27 56.35 53.19
R3 55.73 54.81 52.76
R2 54.19 54.19 52.62
R1 53.27 53.27 52.48 52.96
PP 52.65 52.65 52.65 52.50
S1 51.73 51.73 52.20 51.42
S2 51.11 51.11 52.06
S3 49.57 50.19 51.92
S4 48.03 48.65 51.49
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 53.58 51.44 2.14 4.1% 1.36 2.6% 42% True False 390,976
10 53.86 51.44 2.42 4.6% 1.33 2.5% 37% False False 395,337
20 53.94 47.31 6.63 12.7% 1.44 2.7% 76% False False 296,703
40 53.94 44.27 9.67 18.5% 1.39 2.7% 83% False False 187,060
60 53.94 35.00 18.94 36.2% 1.47 2.8% 92% False False 144,573
80 53.94 35.00 18.94 36.2% 1.45 2.8% 92% False False 116,970
100 53.94 35.00 18.94 36.2% 1.47 2.8% 92% False False 99,986
120 53.94 35.00 18.94 36.2% 1.37 2.6% 92% False False 86,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.13
2.618 57.61
1.618 56.07
1.000 55.12
0.618 54.53
HIGH 53.58
0.618 52.99
0.500 52.81
0.382 52.63
LOW 52.04
0.618 51.09
1.000 50.50
1.618 49.55
2.618 48.01
4.250 45.50
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 52.81 52.72
PP 52.65 52.59
S1 52.50 52.47

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

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