NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 47.70 49.90 2.20 4.6% 48.30
High 50.23 50.76 0.53 1.1% 49.16
Low 47.58 49.47 1.89 4.0% 47.75
Close 50.01 50.57 0.56 1.1% 48.69
Range 2.65 1.29 -1.36 -51.3% 1.41
ATR 1.43 1.42 -0.01 -0.7% 0.00
Volume 95,356 80,670 -14,686 -15.4% 59,909
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 54.14 53.64 51.28
R3 52.85 52.35 50.92
R2 51.56 51.56 50.81
R1 51.06 51.06 50.69 51.31
PP 50.27 50.27 50.27 50.39
S1 49.77 49.77 50.45 50.02
S2 48.98 48.98 50.33
S3 47.69 48.48 50.22
S4 46.40 47.19 49.86
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 50.76 47.50 3.26 6.4% 1.63 3.2% 94% True False 51,325
10 50.76 46.48 4.28 8.5% 1.47 2.9% 96% True False 32,429
20 50.76 45.52 5.24 10.4% 1.36 2.7% 96% True False 27,514
40 50.76 39.13 11.63 23.0% 1.36 2.7% 98% True False 25,632
60 50.76 36.00 14.76 29.2% 1.36 2.7% 99% True False 20,396
80 50.76 36.00 14.76 29.2% 1.35 2.7% 99% True False 17,175
100 50.76 36.00 14.76 29.2% 1.28 2.5% 99% True False 14,815
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.24
2.618 54.14
1.618 52.85
1.000 52.05
0.618 51.56
HIGH 50.76
0.618 50.27
0.500 50.12
0.382 49.96
LOW 49.47
0.618 48.67
1.000 48.18
1.618 47.38
2.618 46.09
4.250 43.99
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 50.42 50.09
PP 50.27 49.61
S1 50.12 49.13

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

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