NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 52.80 52.58 -0.22 -0.4% 52.32
High 53.45 53.09 -0.36 -0.7% 53.68
Low 52.50 52.43 -0.07 -0.1% 51.29
Close 52.98 52.87 -0.11 -0.2% 52.23
Range 0.95 0.66 -0.29 -30.5% 2.39
ATR 1.36 1.31 -0.05 -3.7% 0.00
Volume 97,609 66,381 -31,228 -32.0% 206,385
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 54.78 54.48 53.23
R3 54.12 53.82 53.05
R2 53.46 53.46 52.99
R1 53.16 53.16 52.93 53.31
PP 52.80 52.80 52.80 52.87
S1 52.50 52.50 52.81 52.65
S2 52.14 52.14 52.75
S3 51.48 51.84 52.69
S4 50.82 51.18 52.51
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 53.57 51.59 1.98 3.7% 1.22 2.3% 65% False False 67,050
10 53.68 50.34 3.34 6.3% 1.22 2.3% 76% False False 53,697
20 53.68 46.48 7.20 13.6% 1.34 2.5% 89% False False 43,063
40 53.68 43.07 10.61 20.1% 1.31 2.5% 92% False False 34,729
60 53.68 36.00 17.68 33.4% 1.38 2.6% 95% False False 28,151
80 53.68 36.00 17.68 33.4% 1.36 2.6% 95% False False 23,152
100 53.68 36.00 17.68 33.4% 1.32 2.5% 95% False False 19,867
120 53.68 36.00 17.68 33.4% 1.25 2.4% 95% False False 17,281
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 True
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 55.90
2.618 54.82
1.618 54.16
1.000 53.75
0.618 53.50
HIGH 53.09
0.618 52.84
0.500 52.76
0.382 52.68
LOW 52.43
0.618 52.02
1.000 51.77
1.618 51.36
2.618 50.70
4.250 49.63
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 52.83 52.75
PP 52.80 52.64
S1 52.76 52.52

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

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