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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 8 trading days
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

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

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