NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 47.38 49.13 1.75 3.7% 47.82
High 49.69 49.85 0.16 0.3% 48.71
Low 47.38 48.71 1.33 2.8% 47.50
Close 49.35 49.65 0.30 0.6% 48.19
Range 2.31 1.14 -1.17 -50.6% 1.21
ATR 1.19 1.19 0.00 -0.3% 0.00
Volume 23,934 34,699 10,765 45.0% 16,909
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 52.82 52.38 50.28
R3 51.68 51.24 49.96
R2 50.54 50.54 49.86
R1 50.10 50.10 49.75 50.32
PP 49.40 49.40 49.40 49.52
S1 48.96 48.96 49.55 49.18
S2 48.26 48.26 49.44
S3 47.12 47.82 49.34
S4 45.98 46.68 49.02
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 51.76 51.19 48.86
R3 50.55 49.98 48.52
R2 49.34 49.34 48.41
R1 48.77 48.77 48.30 49.06
PP 48.13 48.13 48.13 48.28
S1 47.56 47.56 48.08 47.85
S2 46.92 46.92 47.97
S3 45.71 46.35 47.86
S4 44.50 45.14 47.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.85 47.28 2.57 5.2% 1.41 2.8% 92% True False 16,666
10 49.85 46.28 3.57 7.2% 1.26 2.5% 94% True False 10,153
20 49.85 45.42 4.43 8.9% 1.16 2.3% 95% True False 11,531
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.70
2.618 52.83
1.618 51.69
1.000 50.99
0.618 50.55
HIGH 49.85
0.618 49.41
0.500 49.28
0.382 49.15
LOW 48.71
0.618 48.01
1.000 47.57
1.618 46.87
2.618 45.73
4.250 43.87
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 49.53 49.29
PP 49.40 48.93
S1 49.28 48.57

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

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