NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
48.35 |
48.40 |
0.05 |
0.1% |
48.23 |
High |
48.58 |
49.83 |
1.25 |
2.6% |
48.96 |
Low |
47.77 |
47.18 |
-0.59 |
-1.2% |
47.50 |
Close |
48.52 |
47.62 |
-0.90 |
-1.9% |
48.52 |
Range |
0.81 |
2.65 |
1.84 |
227.2% |
1.46 |
ATR |
1.36 |
1.45 |
0.09 |
6.8% |
0.00 |
Volume |
181,894 |
528,525 |
346,631 |
190.6% |
901,091 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.16 |
54.54 |
49.08 |
|
R3 |
53.51 |
51.89 |
48.35 |
|
R2 |
50.86 |
50.86 |
48.11 |
|
R1 |
49.24 |
49.24 |
47.86 |
48.73 |
PP |
48.21 |
48.21 |
48.21 |
47.95 |
S1 |
46.59 |
46.59 |
47.38 |
46.08 |
S2 |
45.56 |
45.56 |
47.13 |
|
S3 |
42.91 |
43.94 |
46.89 |
|
S4 |
40.26 |
41.29 |
46.16 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.71 |
52.07 |
49.32 |
|
R3 |
51.25 |
50.61 |
48.92 |
|
R2 |
49.79 |
49.79 |
48.79 |
|
R1 |
49.15 |
49.15 |
48.65 |
49.47 |
PP |
48.33 |
48.33 |
48.33 |
48.49 |
S1 |
47.69 |
47.69 |
48.39 |
48.01 |
S2 |
46.87 |
46.87 |
48.25 |
|
S3 |
45.41 |
46.23 |
48.12 |
|
S4 |
43.95 |
44.77 |
47.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.83 |
47.18 |
2.65 |
5.6% |
1.33 |
2.8% |
17% |
True |
True |
285,923 |
10 |
49.83 |
46.16 |
3.67 |
7.7% |
1.56 |
3.3% |
40% |
True |
False |
301,529 |
20 |
49.83 |
45.14 |
4.69 |
9.8% |
1.37 |
2.9% |
53% |
True |
False |
240,505 |
40 |
49.83 |
37.80 |
12.03 |
25.3% |
1.47 |
3.1% |
82% |
True |
False |
168,009 |
60 |
49.83 |
34.50 |
15.33 |
32.2% |
1.49 |
3.1% |
86% |
True |
False |
127,134 |
80 |
49.83 |
34.50 |
15.33 |
32.2% |
1.49 |
3.1% |
86% |
True |
False |
102,249 |
100 |
49.83 |
34.50 |
15.33 |
32.2% |
1.42 |
3.0% |
86% |
True |
False |
85,030 |
120 |
49.83 |
34.50 |
15.33 |
32.2% |
1.35 |
2.8% |
86% |
True |
False |
72,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.09 |
2.618 |
56.77 |
1.618 |
54.12 |
1.000 |
52.48 |
0.618 |
51.47 |
HIGH |
49.83 |
0.618 |
48.82 |
0.500 |
48.51 |
0.382 |
48.19 |
LOW |
47.18 |
0.618 |
45.54 |
1.000 |
44.53 |
1.618 |
42.89 |
2.618 |
40.24 |
4.250 |
35.92 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
48.51 |
48.51 |
PP |
48.21 |
48.21 |
S1 |
47.92 |
47.92 |
|