NYMEX Light Sweet Crude Oil Future April 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
48.49 |
48.56 |
0.07 |
0.1% |
48.38 |
| High |
48.74 |
50.01 |
1.27 |
2.6% |
49.15 |
| Low |
47.96 |
47.43 |
-0.53 |
-1.1% |
47.72 |
| Close |
48.69 |
47.87 |
-0.82 |
-1.7% |
48.69 |
| Range |
0.78 |
2.58 |
1.80 |
230.8% |
1.43 |
| ATR |
1.28 |
1.38 |
0.09 |
7.2% |
0.00 |
| Volume |
20,791 |
76,196 |
55,405 |
266.5% |
106,943 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.18 |
54.60 |
49.29 |
|
| R3 |
53.60 |
52.02 |
48.58 |
|
| R2 |
51.02 |
51.02 |
48.34 |
|
| R1 |
49.44 |
49.44 |
48.11 |
48.94 |
| PP |
48.44 |
48.44 |
48.44 |
48.19 |
| S1 |
46.86 |
46.86 |
47.63 |
46.36 |
| S2 |
45.86 |
45.86 |
47.40 |
|
| S3 |
43.28 |
44.28 |
47.16 |
|
| S4 |
40.70 |
41.70 |
46.45 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.81 |
52.18 |
49.48 |
|
| R3 |
51.38 |
50.75 |
49.08 |
|
| R2 |
49.95 |
49.95 |
48.95 |
|
| R1 |
49.32 |
49.32 |
48.82 |
49.64 |
| PP |
48.52 |
48.52 |
48.52 |
48.68 |
| S1 |
47.89 |
47.89 |
48.56 |
48.21 |
| S2 |
47.09 |
47.09 |
48.43 |
|
| S3 |
45.66 |
46.46 |
48.30 |
|
| S4 |
44.23 |
45.03 |
47.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.01 |
47.43 |
2.58 |
5.4% |
1.28 |
2.7% |
17% |
True |
True |
36,627 |
| 10 |
50.01 |
46.42 |
3.59 |
7.5% |
1.51 |
3.2% |
40% |
True |
False |
32,196 |
| 20 |
50.01 |
45.44 |
4.57 |
9.5% |
1.30 |
2.7% |
53% |
True |
False |
33,026 |
| 40 |
50.01 |
38.61 |
11.40 |
23.8% |
1.36 |
2.8% |
81% |
True |
False |
31,866 |
| 60 |
50.01 |
35.53 |
14.48 |
30.2% |
1.38 |
2.9% |
85% |
True |
False |
26,433 |
| 80 |
50.01 |
35.53 |
14.48 |
30.2% |
1.38 |
2.9% |
85% |
True |
False |
22,808 |
| 100 |
50.01 |
35.53 |
14.48 |
30.2% |
1.30 |
2.7% |
85% |
True |
False |
19,479 |
| 120 |
50.01 |
35.53 |
14.48 |
30.2% |
1.24 |
2.6% |
85% |
True |
False |
16,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.98 |
|
2.618 |
56.76 |
|
1.618 |
54.18 |
|
1.000 |
52.59 |
|
0.618 |
51.60 |
|
HIGH |
50.01 |
|
0.618 |
49.02 |
|
0.500 |
48.72 |
|
0.382 |
48.42 |
|
LOW |
47.43 |
|
0.618 |
45.84 |
|
1.000 |
44.85 |
|
1.618 |
43.26 |
|
2.618 |
40.68 |
|
4.250 |
36.47 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
48.72 |
48.72 |
| PP |
48.44 |
48.44 |
| S1 |
48.15 |
48.15 |
|