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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
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

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

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