NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
52.60 |
52.51 |
-0.09 |
-0.2% |
51.77 |
| High |
52.92 |
52.98 |
0.06 |
0.1% |
53.45 |
| Low |
52.03 |
51.62 |
-0.41 |
-0.8% |
51.24 |
| Close |
52.36 |
52.53 |
0.17 |
0.3% |
52.04 |
| Range |
0.89 |
1.36 |
0.47 |
52.8% |
2.21 |
| ATR |
1.28 |
1.29 |
0.01 |
0.4% |
0.00 |
| Volume |
50,244 |
62,417 |
12,173 |
24.2% |
299,060 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.46 |
55.85 |
53.28 |
|
| R3 |
55.10 |
54.49 |
52.90 |
|
| R2 |
53.74 |
53.74 |
52.78 |
|
| R1 |
53.13 |
53.13 |
52.65 |
53.44 |
| PP |
52.38 |
52.38 |
52.38 |
52.53 |
| S1 |
51.77 |
51.77 |
52.41 |
52.08 |
| S2 |
51.02 |
51.02 |
52.28 |
|
| S3 |
49.66 |
50.41 |
52.16 |
|
| S4 |
48.30 |
49.05 |
51.78 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.87 |
57.67 |
53.26 |
|
| R3 |
56.66 |
55.46 |
52.65 |
|
| R2 |
54.45 |
54.45 |
52.45 |
|
| R1 |
53.25 |
53.25 |
52.24 |
53.85 |
| PP |
52.24 |
52.24 |
52.24 |
52.55 |
| S1 |
51.04 |
51.04 |
51.84 |
51.64 |
| S2 |
50.03 |
50.03 |
51.63 |
|
| S3 |
47.82 |
48.83 |
51.43 |
|
| S4 |
45.61 |
46.62 |
50.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.09 |
51.24 |
1.85 |
3.5% |
1.12 |
2.1% |
70% |
False |
False |
57,264 |
| 10 |
53.68 |
51.24 |
2.44 |
4.6% |
1.23 |
2.3% |
53% |
False |
False |
58,576 |
| 20 |
53.68 |
47.50 |
6.18 |
11.8% |
1.29 |
2.5% |
81% |
False |
False |
51,330 |
| 40 |
53.68 |
44.49 |
9.19 |
17.5% |
1.29 |
2.5% |
87% |
False |
False |
36,331 |
| 60 |
53.68 |
36.00 |
17.68 |
33.7% |
1.35 |
2.6% |
93% |
False |
False |
31,064 |
| 80 |
53.68 |
36.00 |
17.68 |
33.7% |
1.33 |
2.5% |
93% |
False |
False |
25,495 |
| 100 |
53.68 |
36.00 |
17.68 |
33.7% |
1.34 |
2.6% |
93% |
False |
False |
21,928 |
| 120 |
53.68 |
36.00 |
17.68 |
33.7% |
1.24 |
2.4% |
93% |
False |
False |
19,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.76 |
|
2.618 |
56.54 |
|
1.618 |
55.18 |
|
1.000 |
54.34 |
|
0.618 |
53.82 |
|
HIGH |
52.98 |
|
0.618 |
52.46 |
|
0.500 |
52.30 |
|
0.382 |
52.14 |
|
LOW |
51.62 |
|
0.618 |
50.78 |
|
1.000 |
50.26 |
|
1.618 |
49.42 |
|
2.618 |
48.06 |
|
4.250 |
45.84 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
52.45 |
52.45 |
| PP |
52.38 |
52.37 |
| S1 |
52.30 |
52.29 |
|