NYMEX Light Sweet Crude Oil Future August 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	48.07	47.55	-0.52	-1.1%	47.91
High	49.58	49.87	0.29	0.6%	48.79
Low	47.39	47.55	0.16	0.3%	47.63
Close	47.76	49.57	1.81	3.8%	48.37
Range	2.19	2.32	0.13	5.9%	1.16
ATR	1.15	1.23	0.08	7.3%	0.00
Volume	15,702	16,777	1,075	6.8%	11,705

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	55.96	55.08	50.85
R3	53.64	52.76	50.21
R2	51.32	51.32	50.00
R1	50.44	50.44	49.78	50.88
PP	49.00	49.00	49.00	49.22
S1	48.12	48.12	49.36	48.56
S2	46.68	46.68	49.14
S3	44.36	45.80	48.93
S4	42.04	43.48	48.29

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	51.74	51.22	49.01
R3	50.58	50.06	48.69
R2	49.42	49.42	48.58
R1	48.90	48.90	48.48	49.16
PP	48.26	48.26	48.26	48.40
S1	47.74	47.74	48.26	48.00
S2	47.10	47.10	48.16
S3	45.94	46.58	48.05
S4	44.78	45.42	47.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.87	47.39	2.48	5.0%	1.24	2.5%	88%	True	False	8,206
10	49.87	46.35	3.52	7.1%	1.36	2.7%	91%	True	False	5,362
20	49.87	45.50	4.37	8.8%	1.13	2.3%	93%	True	False	5,358
40	49.87	39.76	10.11	20.4%	1.14	2.3%	97%	True	False	5,291

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	0.20
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	59.73
2.618	55.94
1.618	53.62
1.000	52.19
0.618	51.30
HIGH	49.87
0.618	48.98
0.500	48.71
0.382	48.44
LOW	47.55
0.618	46.12
1.000	45.23
1.618	43.80
2.618	41.48
4.250	37.69

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	49.28	49.26
PP	49.00	48.94
S1	48.71	48.63

Download as Excel Spreadsheet

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

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