NYMEX Light Sweet Crude Oil Future April 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
48.56 |
47.65 |
-0.91 |
-1.9% |
48.38 |
| High |
50.01 |
50.29 |
0.28 |
0.6% |
49.15 |
| Low |
47.43 |
47.51 |
0.08 |
0.2% |
47.72 |
| Close |
47.87 |
50.04 |
2.17 |
4.5% |
48.69 |
| Range |
2.58 |
2.78 |
0.20 |
7.8% |
1.43 |
| ATR |
1.38 |
1.48 |
0.10 |
7.3% |
0.00 |
| Volume |
76,196 |
160,398 |
84,202 |
110.5% |
106,943 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.62 |
56.61 |
51.57 |
|
| R3 |
54.84 |
53.83 |
50.80 |
|
| R2 |
52.06 |
52.06 |
50.55 |
|
| R1 |
51.05 |
51.05 |
50.29 |
51.56 |
| PP |
49.28 |
49.28 |
49.28 |
49.53 |
| S1 |
48.27 |
48.27 |
49.79 |
48.78 |
| S2 |
46.50 |
46.50 |
49.53 |
|
| S3 |
43.72 |
45.49 |
49.28 |
|
| S4 |
40.94 |
42.71 |
48.51 |
|
|
| 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 |
50.29 |
47.43 |
2.86 |
5.7% |
1.55 |
3.1% |
91% |
True |
False |
64,054 |
| 10 |
50.29 |
46.42 |
3.87 |
7.7% |
1.68 |
3.3% |
94% |
True |
False |
45,159 |
| 20 |
50.29 |
45.44 |
4.85 |
9.7% |
1.39 |
2.8% |
95% |
True |
False |
39,525 |
| 40 |
50.29 |
38.61 |
11.68 |
23.3% |
1.41 |
2.8% |
98% |
True |
False |
35,564 |
| 60 |
50.29 |
35.53 |
14.76 |
29.5% |
1.40 |
2.8% |
98% |
True |
False |
28,769 |
| 80 |
50.29 |
35.53 |
14.76 |
29.5% |
1.40 |
2.8% |
98% |
True |
False |
24,614 |
| 100 |
50.29 |
35.53 |
14.76 |
29.5% |
1.32 |
2.6% |
98% |
True |
False |
21,044 |
| 120 |
50.29 |
35.53 |
14.76 |
29.5% |
1.26 |
2.5% |
98% |
True |
False |
18,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.11 |
|
2.618 |
57.57 |
|
1.618 |
54.79 |
|
1.000 |
53.07 |
|
0.618 |
52.01 |
|
HIGH |
50.29 |
|
0.618 |
49.23 |
|
0.500 |
48.90 |
|
0.382 |
48.57 |
|
LOW |
47.51 |
|
0.618 |
45.79 |
|
1.000 |
44.73 |
|
1.618 |
43.01 |
|
2.618 |
40.23 |
|
4.250 |
35.70 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
49.66 |
49.65 |
| PP |
49.28 |
49.25 |
| S1 |
48.90 |
48.86 |
|