NYMEX Light Sweet Crude Oil Future May 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 |
48.46 |
47.70 |
-0.76 |
-1.6% |
48.30 |
| High |
50.00 |
50.23 |
0.23 |
0.5% |
49.16 |
| Low |
47.50 |
47.58 |
0.08 |
0.2% |
47.75 |
| Close |
47.92 |
50.01 |
2.09 |
4.4% |
48.69 |
| Range |
2.50 |
2.65 |
0.15 |
6.0% |
1.41 |
| ATR |
1.34 |
1.43 |
0.09 |
7.0% |
0.00 |
| Volume |
47,051 |
95,356 |
48,305 |
102.7% |
59,909 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.22 |
56.27 |
51.47 |
|
| R3 |
54.57 |
53.62 |
50.74 |
|
| R2 |
51.92 |
51.92 |
50.50 |
|
| R1 |
50.97 |
50.97 |
50.25 |
51.45 |
| PP |
49.27 |
49.27 |
49.27 |
49.51 |
| S1 |
48.32 |
48.32 |
49.77 |
48.80 |
| S2 |
46.62 |
46.62 |
49.52 |
|
| S3 |
43.97 |
45.67 |
49.28 |
|
| S4 |
41.32 |
43.02 |
48.55 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.76 |
52.14 |
49.47 |
|
| R3 |
51.35 |
50.73 |
49.08 |
|
| R2 |
49.94 |
49.94 |
48.95 |
|
| R1 |
49.32 |
49.32 |
48.82 |
49.63 |
| PP |
48.53 |
48.53 |
48.53 |
48.69 |
| S1 |
47.91 |
47.91 |
48.56 |
48.22 |
| S2 |
47.12 |
47.12 |
48.43 |
|
| S3 |
45.71 |
46.50 |
48.30 |
|
| S4 |
44.30 |
45.09 |
47.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.23 |
47.50 |
2.73 |
5.5% |
1.49 |
3.0% |
92% |
True |
False |
37,805 |
| 10 |
50.23 |
46.48 |
3.75 |
7.5% |
1.63 |
3.3% |
94% |
True |
False |
26,318 |
| 20 |
50.23 |
45.52 |
4.71 |
9.4% |
1.35 |
2.7% |
95% |
True |
False |
24,850 |
| 40 |
50.23 |
38.99 |
11.24 |
22.5% |
1.36 |
2.7% |
98% |
True |
False |
23,928 |
| 60 |
50.23 |
36.00 |
14.23 |
28.5% |
1.35 |
2.7% |
98% |
True |
False |
19,197 |
| 80 |
50.23 |
36.00 |
14.23 |
28.5% |
1.34 |
2.7% |
98% |
True |
False |
16,218 |
| 100 |
50.23 |
36.00 |
14.23 |
28.5% |
1.27 |
2.5% |
98% |
True |
False |
14,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.49 |
|
2.618 |
57.17 |
|
1.618 |
54.52 |
|
1.000 |
52.88 |
|
0.618 |
51.87 |
|
HIGH |
50.23 |
|
0.618 |
49.22 |
|
0.500 |
48.91 |
|
0.382 |
48.59 |
|
LOW |
47.58 |
|
0.618 |
45.94 |
|
1.000 |
44.93 |
|
1.618 |
43.29 |
|
2.618 |
40.64 |
|
4.250 |
36.32 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
49.64 |
49.63 |
| PP |
49.27 |
49.25 |
| S1 |
48.91 |
48.87 |
|