NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 52.51 52.32 -0.19 -0.4% 51.77
High 52.98 53.20 0.22 0.4% 53.45
Low 51.62 51.75 0.13 0.3% 51.24
Close 52.53 52.06 -0.47 -0.9% 52.04
Range 1.36 1.45 0.09 6.6% 2.21
ATR 1.29 1.30 0.01 0.9% 0.00
Volume 62,417 54,469 -7,948 -12.7% 299,060
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 56.69 55.82 52.86
R3 55.24 54.37 52.46
R2 53.79 53.79 52.33
R1 52.92 52.92 52.19 52.63
PP 52.34 52.34 52.34 52.19
S1 51.47 51.47 51.93 51.18
S2 50.89 50.89 51.79
S3 49.44 50.02 51.66
S4 47.99 48.57 51.26
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 53.20 51.24 1.96 3.8% 1.28 2.5% 42% True False 54,882
10 53.57 51.24 2.33 4.5% 1.25 2.4% 35% False False 60,966
20 53.68 47.50 6.18 11.9% 1.34 2.6% 74% False False 53,400
40 53.68 44.49 9.19 17.7% 1.30 2.5% 82% False False 37,169
60 53.68 36.00 17.68 34.0% 1.36 2.6% 91% False False 31,813
80 53.68 36.00 17.68 34.0% 1.33 2.6% 91% False False 26,093
100 53.68 36.00 17.68 34.0% 1.35 2.6% 91% False False 22,427
120 53.68 36.00 17.68 34.0% 1.25 2.4% 91% False False 19,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.36
2.618 57.00
1.618 55.55
1.000 54.65
0.618 54.10
HIGH 53.20
0.618 52.65
0.500 52.48
0.382 52.30
LOW 51.75
0.618 50.85
1.000 50.30
1.618 49.40
2.618 47.95
4.250 45.59
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 52.48 52.41
PP 52.34 52.29
S1 52.20 52.18

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

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