NYMEX Light Sweet Crude Oil Future June 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 |
52.40 |
52.29 |
-0.11 |
-0.2% |
51.60 |
| High |
52.67 |
52.71 |
0.04 |
0.1% |
53.14 |
| Low |
51.80 |
51.39 |
-0.41 |
-0.8% |
51.04 |
| Close |
52.12 |
52.26 |
0.14 |
0.3% |
51.82 |
| Range |
0.87 |
1.32 |
0.45 |
51.7% |
2.10 |
| ATR |
1.25 |
1.26 |
0.00 |
0.4% |
0.00 |
| Volume |
53,323 |
70,276 |
16,953 |
31.8% |
312,591 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.08 |
55.49 |
52.99 |
|
| R3 |
54.76 |
54.17 |
52.62 |
|
| R2 |
53.44 |
53.44 |
52.50 |
|
| R1 |
52.85 |
52.85 |
52.38 |
52.49 |
| PP |
52.12 |
52.12 |
52.12 |
51.94 |
| S1 |
51.53 |
51.53 |
52.14 |
51.17 |
| S2 |
50.80 |
50.80 |
52.02 |
|
| S3 |
49.48 |
50.21 |
51.90 |
|
| S4 |
48.16 |
48.89 |
51.53 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.30 |
57.16 |
52.98 |
|
| R3 |
56.20 |
55.06 |
52.40 |
|
| R2 |
54.10 |
54.10 |
52.21 |
|
| R1 |
52.96 |
52.96 |
52.01 |
53.53 |
| PP |
52.00 |
52.00 |
52.00 |
52.29 |
| S1 |
50.86 |
50.86 |
51.63 |
51.43 |
| S2 |
49.90 |
49.90 |
51.44 |
|
| S3 |
47.80 |
48.76 |
51.24 |
|
| S4 |
45.70 |
46.66 |
50.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.81 |
51.04 |
1.77 |
3.4% |
1.09 |
2.1% |
69% |
False |
False |
61,610 |
| 10 |
53.44 |
51.04 |
2.40 |
4.6% |
1.20 |
2.3% |
51% |
False |
False |
71,777 |
| 20 |
53.44 |
47.50 |
5.94 |
11.4% |
1.26 |
2.4% |
80% |
False |
False |
73,782 |
| 40 |
53.44 |
44.51 |
8.93 |
17.1% |
1.26 |
2.4% |
87% |
False |
False |
63,592 |
| 60 |
53.44 |
36.26 |
17.18 |
32.9% |
1.34 |
2.6% |
93% |
False |
False |
61,189 |
| 80 |
53.44 |
36.26 |
17.18 |
32.9% |
1.33 |
2.6% |
93% |
False |
False |
54,432 |
| 100 |
53.44 |
36.26 |
17.18 |
32.9% |
1.36 |
2.6% |
93% |
False |
False |
50,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.32 |
|
2.618 |
56.17 |
|
1.618 |
54.85 |
|
1.000 |
54.03 |
|
0.618 |
53.53 |
|
HIGH |
52.71 |
|
0.618 |
52.21 |
|
0.500 |
52.05 |
|
0.382 |
51.89 |
|
LOW |
51.39 |
|
0.618 |
50.57 |
|
1.000 |
50.07 |
|
1.618 |
49.25 |
|
2.618 |
47.93 |
|
4.250 |
45.78 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
52.19 |
52.19 |
| PP |
52.12 |
52.12 |
| S1 |
52.05 |
52.05 |
|