NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
52.71 |
53.52 |
0.81 |
1.5% |
52.32 |
| High |
53.50 |
53.57 |
0.07 |
0.1% |
53.68 |
| Low |
52.18 |
51.70 |
-0.48 |
-0.9% |
51.29 |
| Close |
53.37 |
52.23 |
-1.14 |
-2.1% |
52.23 |
| Range |
1.32 |
1.87 |
0.55 |
41.7% |
2.39 |
| ATR |
1.36 |
1.40 |
0.04 |
2.7% |
0.00 |
| Volume |
56,348 |
43,049 |
-13,299 |
-23.6% |
206,385 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.11 |
57.04 |
53.26 |
|
| R3 |
56.24 |
55.17 |
52.74 |
|
| R2 |
54.37 |
54.37 |
52.57 |
|
| R1 |
53.30 |
53.30 |
52.40 |
52.90 |
| PP |
52.50 |
52.50 |
52.50 |
52.30 |
| S1 |
51.43 |
51.43 |
52.06 |
51.03 |
| S2 |
50.63 |
50.63 |
51.89 |
|
| S3 |
48.76 |
49.56 |
51.72 |
|
| S4 |
46.89 |
47.69 |
51.20 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.57 |
58.29 |
53.54 |
|
| R3 |
57.18 |
55.90 |
52.89 |
|
| R2 |
54.79 |
54.79 |
52.67 |
|
| R1 |
53.51 |
53.51 |
52.45 |
52.96 |
| PP |
52.40 |
52.40 |
52.40 |
52.12 |
| S1 |
51.12 |
51.12 |
52.01 |
50.57 |
| S2 |
50.01 |
50.01 |
51.79 |
|
| S3 |
47.62 |
48.73 |
51.57 |
|
| S4 |
45.23 |
46.34 |
50.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.68 |
51.29 |
2.39 |
4.6% |
1.36 |
2.6% |
39% |
False |
False |
41,277 |
| 10 |
53.68 |
47.50 |
6.18 |
11.8% |
1.57 |
3.0% |
77% |
False |
False |
52,419 |
| 20 |
53.68 |
46.48 |
7.20 |
13.8% |
1.43 |
2.7% |
80% |
False |
False |
33,708 |
| 40 |
53.68 |
42.27 |
11.41 |
21.8% |
1.30 |
2.5% |
87% |
False |
False |
30,014 |
| 60 |
53.68 |
36.00 |
17.68 |
33.9% |
1.39 |
2.7% |
92% |
False |
False |
24,547 |
| 80 |
53.68 |
36.00 |
17.68 |
33.9% |
1.36 |
2.6% |
92% |
False |
False |
20,409 |
| 100 |
53.68 |
36.00 |
17.68 |
33.9% |
1.32 |
2.5% |
92% |
False |
False |
17,625 |
| 120 |
53.68 |
36.00 |
17.68 |
33.9% |
1.25 |
2.4% |
92% |
False |
False |
15,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.52 |
|
2.618 |
58.47 |
|
1.618 |
56.60 |
|
1.000 |
55.44 |
|
0.618 |
54.73 |
|
HIGH |
53.57 |
|
0.618 |
52.86 |
|
0.500 |
52.64 |
|
0.382 |
52.41 |
|
LOW |
51.70 |
|
0.618 |
50.54 |
|
1.000 |
49.83 |
|
1.618 |
48.67 |
|
2.618 |
46.80 |
|
4.250 |
43.75 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
52.64 |
52.69 |
| PP |
52.50 |
52.54 |
| S1 |
52.37 |
52.38 |
|