NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
50.44 |
51.70 |
1.26 |
2.5% |
48.30 |
| High |
51.91 |
51.83 |
-0.08 |
-0.2% |
51.91 |
| Low |
50.40 |
50.83 |
0.43 |
0.9% |
47.46 |
| Close |
51.54 |
51.60 |
0.06 |
0.1% |
51.54 |
| Range |
1.51 |
1.00 |
-0.51 |
-33.8% |
4.45 |
| ATR |
1.27 |
1.25 |
-0.02 |
-1.5% |
0.00 |
| Volume |
19,686 |
16,371 |
-3,315 |
-16.8% |
124,696 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.42 |
54.01 |
52.15 |
|
| R3 |
53.42 |
53.01 |
51.88 |
|
| R2 |
52.42 |
52.42 |
51.78 |
|
| R1 |
52.01 |
52.01 |
51.69 |
51.72 |
| PP |
51.42 |
51.42 |
51.42 |
51.27 |
| S1 |
51.01 |
51.01 |
51.51 |
50.72 |
| S2 |
50.42 |
50.42 |
51.42 |
|
| S3 |
49.42 |
50.01 |
51.33 |
|
| S4 |
48.42 |
49.01 |
51.05 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.65 |
62.05 |
53.99 |
|
| R3 |
59.20 |
57.60 |
52.76 |
|
| R2 |
54.75 |
54.75 |
52.36 |
|
| R1 |
53.15 |
53.15 |
51.95 |
53.95 |
| PP |
50.30 |
50.30 |
50.30 |
50.71 |
| S1 |
48.70 |
48.70 |
51.13 |
49.50 |
| S2 |
45.85 |
45.85 |
50.72 |
|
| S3 |
41.40 |
44.25 |
50.32 |
|
| S4 |
36.95 |
39.80 |
49.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.91 |
47.60 |
4.31 |
8.4% |
1.35 |
2.6% |
93% |
False |
False |
23,751 |
| 10 |
51.91 |
47.46 |
4.45 |
8.6% |
1.25 |
2.4% |
93% |
False |
False |
17,161 |
| 20 |
51.91 |
46.17 |
5.74 |
11.1% |
1.23 |
2.4% |
95% |
False |
False |
12,743 |
| 40 |
51.91 |
41.85 |
10.06 |
19.5% |
1.12 |
2.2% |
97% |
False |
False |
11,680 |
| 60 |
51.91 |
36.69 |
15.22 |
29.5% |
1.23 |
2.4% |
98% |
False |
False |
9,431 |
| 80 |
51.91 |
36.69 |
15.22 |
29.5% |
1.22 |
2.4% |
98% |
False |
False |
8,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.08 |
|
2.618 |
54.45 |
|
1.618 |
53.45 |
|
1.000 |
52.83 |
|
0.618 |
52.45 |
|
HIGH |
51.83 |
|
0.618 |
51.45 |
|
0.500 |
51.33 |
|
0.382 |
51.21 |
|
LOW |
50.83 |
|
0.618 |
50.21 |
|
1.000 |
49.83 |
|
1.618 |
49.21 |
|
2.618 |
48.21 |
|
4.250 |
46.58 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
51.51 |
51.39 |
| PP |
51.42 |
51.17 |
| S1 |
51.33 |
50.96 |
|