NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 53.52 51.77 -1.75 -3.3% 52.32
High 53.57 52.90 -0.67 -1.3% 53.68
Low 51.70 51.59 -0.11 -0.2% 51.29
Close 52.23 52.75 0.52 1.0% 52.23
Range 1.87 1.31 -0.56 -29.9% 2.39
ATR 1.40 1.39 -0.01 -0.4% 0.00
Volume 43,049 71,866 28,817 66.9% 206,385
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 56.34 55.86 53.47
R3 55.03 54.55 53.11
R2 53.72 53.72 52.99
R1 53.24 53.24 52.87 53.48
PP 52.41 52.41 52.41 52.54
S1 51.93 51.93 52.63 52.17
S2 51.10 51.10 52.51
S3 49.79 50.62 52.39
S4 48.48 49.31 52.03
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 51.59 2.09 4.0% 1.41 2.7% 56% False True 46,502
10 53.68 47.58 6.10 11.6% 1.45 2.8% 85% False False 54,900
20 53.68 46.48 7.20 13.6% 1.46 2.8% 87% False False 36,648
40 53.68 42.27 11.41 21.6% 1.30 2.5% 92% False False 31,384
60 53.68 36.00 17.68 33.5% 1.39 2.6% 95% False False 25,622
80 53.68 36.00 17.68 33.5% 1.36 2.6% 95% False False 21,270
100 53.68 36.00 17.68 33.5% 1.32 2.5% 95% False False 18,285
120 53.68 36.00 17.68 33.5% 1.25 2.4% 95% False False 15,982
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.47
2.618 56.33
1.618 55.02
1.000 54.21
0.618 53.71
HIGH 52.90
0.618 52.40
0.500 52.25
0.382 52.09
LOW 51.59
0.618 50.78
1.000 50.28
1.618 49.47
2.618 48.16
4.250 46.02
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 52.58 52.69
PP 52.41 52.64
S1 52.25 52.58

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

View Archives - Comment on this page... - Back to Index of Symbols