NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 48.46 48.40 -0.06 -0.1% 48.37
High 48.68 49.96 1.28 2.6% 49.13
Low 47.96 47.50 -0.46 -1.0% 47.73
Close 48.63 47.92 -0.71 -1.5% 48.63
Range 0.72 2.46 1.74 241.7% 1.40
ATR 1.23 1.32 0.09 7.2% 0.00
Volume 26,168 84,302 58,134 222.2% 117,325
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 55.84 54.34 49.27
R3 53.38 51.88 48.60
R2 50.92 50.92 48.37
R1 49.42 49.42 48.15 48.94
PP 48.46 48.46 48.46 48.22
S1 46.96 46.96 47.69 46.48
S2 46.00 46.00 47.47
S3 43.54 44.50 47.24
S4 41.08 42.04 46.57
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 52.70 52.06 49.40
R3 51.30 50.66 49.02
R2 49.90 49.90 48.89
R1 49.26 49.26 48.76 49.58
PP 48.50 48.50 48.50 48.66
S1 47.86 47.86 48.50 48.18
S2 47.10 47.10 48.37
S3 45.70 46.46 48.25
S4 44.30 45.06 47.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.96 47.50 2.46 5.1% 1.22 2.6% 17% True True 40,325
10 49.96 46.48 3.48 7.3% 1.45 3.0% 41% True False 38,476
20 49.96 45.54 4.42 9.2% 1.24 2.6% 54% True False 48,964
40 49.96 39.23 10.73 22.4% 1.30 2.7% 81% True False 54,357
60 49.96 36.26 13.70 28.6% 1.33 2.8% 85% True False 48,066
80 49.96 36.26 13.70 28.6% 1.34 2.8% 85% True False 44,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 60.42
2.618 56.40
1.618 53.94
1.000 52.42
0.618 51.48
HIGH 49.96
0.618 49.02
0.500 48.73
0.382 48.44
LOW 47.50
0.618 45.98
1.000 45.04
1.618 43.52
2.618 41.06
4.250 37.05
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 48.73 48.73
PP 48.46 48.46
S1 48.19 48.19

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

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