NYMEX Light Sweet Crude Oil Future August 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	50.27	51.33	1.06	2.1%	48.07
High	51.53	51.33	-0.20	-0.4%	51.53
Low	50.22	50.53	0.31	0.6%	47.39
Close	51.23	51.31	0.08	0.2%	51.23
Range	1.31	0.80	-0.51	-38.9%	4.14
ATR	1.20	1.17	-0.03	-2.4%	0.00
Volume	16,536	9,224	-7,312	-44.2%	75,566

Daily Pivots for day following 11-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	53.46	53.18	51.75
R3	52.66	52.38	51.53
R2	51.86	51.86	51.46
R1	51.58	51.58	51.38	51.32
PP	51.06	51.06	51.06	50.93
S1	50.78	50.78	51.24	50.52
S2	50.26	50.26	51.16
S3	49.46	49.98	51.09
S4	48.66	49.18	50.87

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	62.47	60.99	53.51
R3	58.33	56.85	52.37
R2	54.19	54.19	51.99
R1	52.71	52.71	51.61	53.45
PP	50.05	50.05	50.05	50.42
S1	48.57	48.57	50.85	49.31
S2	45.91	45.91	50.47
S3	41.77	44.43	50.09
S4	37.63	40.29	48.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.53	47.55	3.98	7.8%	1.24	2.4%	94%	False	False	13,817
10	51.53	47.39	4.14	8.1%	1.12	2.2%	95%	False	False	9,649
20	51.53	46.13	5.40	10.5%	1.12	2.2%	96%	False	False	6,615
40	51.53	41.99	9.54	18.6%	1.04	2.0%	98%	False	False	6,092

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.73
2.618	53.42
1.618	52.62
1.000	52.13
0.618	51.82
HIGH	51.33
0.618	51.02
0.500	50.93
0.382	50.84
LOW	50.53
0.618	50.04
1.000	49.73
1.618	49.24
2.618	48.44
4.250	47.13

Fisher Pivots for day following 11-Jan-2021
Pivot	1 day	3 day
R1	51.18	51.09
PP	51.06	50.87
S1	50.93	50.65

Download as Excel Spreadsheet

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

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