NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
49.82 |
50.53 |
0.71 |
1.4% |
48.23 |
| High |
50.94 |
51.28 |
0.34 |
0.7% |
48.96 |
| Low |
49.48 |
50.39 |
0.91 |
1.8% |
47.50 |
| Close |
50.63 |
50.83 |
0.20 |
0.4% |
48.52 |
| Range |
1.46 |
0.89 |
-0.57 |
-39.0% |
1.46 |
| ATR |
1.55 |
1.51 |
-0.05 |
-3.1% |
0.00 |
| Volume |
509,365 |
369,292 |
-140,073 |
-27.5% |
901,091 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.50 |
53.06 |
51.32 |
|
| R3 |
52.61 |
52.17 |
51.07 |
|
| R2 |
51.72 |
51.72 |
50.99 |
|
| R1 |
51.28 |
51.28 |
50.91 |
51.50 |
| PP |
50.83 |
50.83 |
50.83 |
50.95 |
| S1 |
50.39 |
50.39 |
50.75 |
50.61 |
| S2 |
49.94 |
49.94 |
50.67 |
|
| S3 |
49.05 |
49.50 |
50.59 |
|
| S4 |
48.16 |
48.61 |
50.34 |
|
|
| 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 |
51.28 |
47.18 |
4.10 |
8.1% |
1.75 |
3.5% |
89% |
True |
False |
446,453 |
| 10 |
51.28 |
46.16 |
5.12 |
10.1% |
1.54 |
3.0% |
91% |
True |
False |
346,316 |
| 20 |
51.28 |
45.14 |
6.14 |
12.1% |
1.49 |
2.9% |
93% |
True |
False |
296,686 |
| 40 |
51.28 |
40.10 |
11.18 |
22.0% |
1.44 |
2.8% |
96% |
True |
False |
199,567 |
| 60 |
51.28 |
34.50 |
16.78 |
33.0% |
1.52 |
3.0% |
97% |
True |
False |
150,590 |
| 80 |
51.28 |
34.50 |
16.78 |
33.0% |
1.52 |
3.0% |
97% |
True |
False |
120,462 |
| 100 |
51.28 |
34.50 |
16.78 |
33.0% |
1.45 |
2.8% |
97% |
True |
False |
99,848 |
| 120 |
51.28 |
34.50 |
16.78 |
33.0% |
1.38 |
2.7% |
97% |
True |
False |
84,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.06 |
|
2.618 |
53.61 |
|
1.618 |
52.72 |
|
1.000 |
52.17 |
|
0.618 |
51.83 |
|
HIGH |
51.28 |
|
0.618 |
50.94 |
|
0.500 |
50.84 |
|
0.382 |
50.73 |
|
LOW |
50.39 |
|
0.618 |
49.84 |
|
1.000 |
49.50 |
|
1.618 |
48.95 |
|
2.618 |
48.06 |
|
4.250 |
46.61 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
50.84 |
50.31 |
| PP |
50.83 |
49.78 |
| S1 |
50.83 |
49.26 |
|