NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 48.30 47.60 -0.70 -1.4% 48.04
High 49.84 50.04 0.20 0.4% 48.90
Low 47.46 47.60 0.14 0.3% 47.67
Close 47.86 49.77 1.91 4.0% 48.52
Range 2.38 2.44 0.06 2.5% 1.23
ATR 1.22 1.31 0.09 7.2% 0.00
Volume 22,310 35,461 13,151 58.9% 30,552
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 56.46 55.55 51.11
R3 54.02 53.11 50.44
R2 51.58 51.58 50.22
R1 50.67 50.67 49.99 51.13
PP 49.14 49.14 49.14 49.36
S1 48.23 48.23 49.55 48.69
S2 46.70 46.70 49.32
S3 44.26 45.79 49.10
S4 41.82 43.35 48.43
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 52.05 51.52 49.20
R3 50.82 50.29 48.86
R2 49.59 49.59 48.75
R1 49.06 49.06 48.63 49.33
PP 48.36 48.36 48.36 48.50
S1 47.83 47.83 48.41 48.10
S2 47.13 47.13 48.29
S3 45.90 46.60 48.18
S4 44.67 45.37 47.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.04 47.46 2.58 5.2% 1.38 2.8% 90% True False 16,007
10 50.04 46.46 3.58 7.2% 1.50 3.0% 92% True False 11,511
20 50.04 45.55 4.49 9.0% 1.23 2.5% 94% True False 10,953
40 50.04 39.53 10.51 21.1% 1.20 2.4% 97% True False 10,459
60 50.04 36.69 13.35 26.8% 1.21 2.4% 98% True False 8,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 60.41
2.618 56.43
1.618 53.99
1.000 52.48
0.618 51.55
HIGH 50.04
0.618 49.11
0.500 48.82
0.382 48.53
LOW 47.60
0.618 46.09
1.000 45.16
1.618 43.65
2.618 41.21
4.250 37.23
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 49.45 49.43
PP 49.14 49.09
S1 48.82 48.75

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

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