NYMEX Light Sweet Crude Oil Future September 2021

Trading Metrics calculated at close of trading on 03-Feb-2021

Day Change Summary
	Previous	Current
	02-Feb-2021	03-Feb-2021	Change	Change %	Previous Week
Open	51.73	53.10	1.37	2.6%	50.99
High	53.12	54.02	0.90	1.7%	51.82
Low	51.70	52.88	1.18	2.3%	50.52
Close	52.84	53.63	0.79	1.5%	50.67
Range	1.42	1.14	-0.28	-19.7%	1.30
ATR	1.13	1.13	0.00	0.3%	0.00
Volume	30,598	35,203	4,605	15.1%	69,206

Daily Pivots for day following 03-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	56.93	56.42	54.26
R3	55.79	55.28	53.94
R2	54.65	54.65	53.84
R1	54.14	54.14	53.73	54.40
PP	53.51	53.51	53.51	53.64
S1	53.00	53.00	53.53	53.26
S2	52.37	52.37	53.42
S3	51.23	51.86	53.32
S4	50.09	50.72	53.00

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	54.90	54.09	51.39
R3	53.60	52.79	51.03
R2	52.30	52.30	50.91
R1	51.49	51.49	50.79	51.25
PP	51.00	51.00	51.00	50.88
S1	50.19	50.19	50.55	49.95
S2	49.70	49.70	50.43
S3	48.40	48.89	50.31
S4	47.10	47.59	49.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.02	50.32	3.70	6.9%	1.27	2.4%	89%	True	False	23,049
10	54.02	50.24	3.78	7.0%	1.08	2.0%	90%	True	False	19,147
20	54.02	48.71	5.31	9.9%	1.06	2.0%	93%	True	False	20,593
40	54.02	45.42	8.60	16.0%	1.10	2.0%	95%	True	False	15,565

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	0.19
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	58.87
2.618	57.00
1.618	55.86
1.000	55.16
0.618	54.72
HIGH	54.02
0.618	53.58
0.500	53.45
0.382	53.32
LOW	52.88
0.618	52.18
1.000	51.74
1.618	51.04
2.618	49.90
4.250	48.04

Fisher Pivots for day following 03-Feb-2021
Pivot	1 day	3 day
R1	53.57	53.14
PP	53.51	52.66
S1	53.45	52.17

Download as Excel Spreadsheet

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

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