NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
53.07 |
52.71 |
-0.36 |
-0.7% |
48.46 |
| High |
53.68 |
53.50 |
-0.18 |
-0.3% |
52.47 |
| Low |
52.41 |
52.18 |
-0.23 |
-0.4% |
47.50 |
| Close |
52.81 |
53.37 |
0.56 |
1.1% |
52.04 |
| Range |
1.27 |
1.32 |
0.05 |
3.9% |
4.97 |
| ATR |
1.36 |
1.36 |
0.00 |
-0.2% |
0.00 |
| Volume |
30,564 |
56,348 |
25,784 |
84.4% |
317,808 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.98 |
56.49 |
54.10 |
|
| R3 |
55.66 |
55.17 |
53.73 |
|
| R2 |
54.34 |
54.34 |
53.61 |
|
| R1 |
53.85 |
53.85 |
53.49 |
54.10 |
| PP |
53.02 |
53.02 |
53.02 |
53.14 |
| S1 |
52.53 |
52.53 |
53.25 |
52.78 |
| S2 |
51.70 |
51.70 |
53.13 |
|
| S3 |
50.38 |
51.21 |
53.01 |
|
| S4 |
49.06 |
49.89 |
52.64 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.58 |
63.78 |
54.77 |
|
| R3 |
60.61 |
58.81 |
53.41 |
|
| R2 |
55.64 |
55.64 |
52.95 |
|
| R1 |
53.84 |
53.84 |
52.50 |
54.74 |
| PP |
50.67 |
50.67 |
50.67 |
51.12 |
| S1 |
48.87 |
48.87 |
51.58 |
49.77 |
| S2 |
45.70 |
45.70 |
51.13 |
|
| S3 |
40.73 |
43.90 |
50.67 |
|
| S4 |
35.76 |
38.93 |
49.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.68 |
50.78 |
2.90 |
5.4% |
1.33 |
2.5% |
89% |
False |
False |
42,492 |
| 10 |
53.68 |
47.50 |
6.18 |
11.6% |
1.46 |
2.7% |
95% |
False |
False |
49,751 |
| 20 |
53.68 |
46.48 |
7.20 |
13.5% |
1.37 |
2.6% |
96% |
False |
False |
32,548 |
| 40 |
53.68 |
41.83 |
11.85 |
22.2% |
1.28 |
2.4% |
97% |
False |
False |
29,183 |
| 60 |
53.68 |
36.00 |
17.68 |
33.1% |
1.38 |
2.6% |
98% |
False |
False |
24,044 |
| 80 |
53.68 |
36.00 |
17.68 |
33.1% |
1.35 |
2.5% |
98% |
False |
False |
19,947 |
| 100 |
53.68 |
36.00 |
17.68 |
33.1% |
1.30 |
2.4% |
98% |
False |
False |
17,224 |
| 120 |
53.68 |
36.00 |
17.68 |
33.1% |
1.24 |
2.3% |
98% |
False |
False |
15,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.11 |
|
2.618 |
56.96 |
|
1.618 |
55.64 |
|
1.000 |
54.82 |
|
0.618 |
54.32 |
|
HIGH |
53.50 |
|
0.618 |
53.00 |
|
0.500 |
52.84 |
|
0.382 |
52.68 |
|
LOW |
52.18 |
|
0.618 |
51.36 |
|
1.000 |
50.86 |
|
1.618 |
50.04 |
|
2.618 |
48.72 |
|
4.250 |
46.57 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
53.19 |
53.18 |
| PP |
53.02 |
52.98 |
| S1 |
52.84 |
52.79 |
|