NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 51.77 52.80 1.03 2.0% 52.32
High 52.90 53.45 0.55 1.0% 53.68
Low 51.59 52.50 0.91 1.8% 51.29
Close 52.75 52.98 0.23 0.4% 52.23
Range 1.31 0.95 -0.36 -27.5% 2.39
ATR 1.39 1.36 -0.03 -2.3% 0.00
Volume 71,866 97,609 25,743 35.8% 206,385
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 55.83 55.35 53.50
R3 54.88 54.40 53.24
R2 53.93 53.93 53.15
R1 53.45 53.45 53.07 53.69
PP 52.98 52.98 52.98 53.10
S1 52.50 52.50 52.89 52.74
S2 52.03 52.03 52.81
S3 51.08 51.55 52.72
S4 50.13 50.60 52.46
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 3.9% 1.34 2.5% 67% False False 59,887
10 53.68 49.47 4.21 7.9% 1.28 2.4% 83% False False 55,126
20 53.68 46.48 7.20 13.6% 1.46 2.7% 90% False False 40,722
40 53.68 42.52 11.16 21.1% 1.31 2.5% 94% False False 33,484
60 53.68 36.00 17.68 33.4% 1.39 2.6% 96% False False 27,160
80 53.68 36.00 17.68 33.4% 1.35 2.6% 96% False False 22,374
100 53.68 36.00 17.68 33.4% 1.33 2.5% 96% False False 19,239
120 53.68 36.00 17.68 33.4% 1.26 2.4% 96% False False 16,749
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 57.49
2.618 55.94
1.618 54.99
1.000 54.40
0.618 54.04
HIGH 53.45
0.618 53.09
0.500 52.98
0.382 52.86
LOW 52.50
0.618 51.91
1.000 51.55
1.618 50.96
2.618 50.01
4.250 48.46
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 52.98 52.85
PP 52.98 52.71
S1 52.98 52.58

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

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