NYMEX Light Sweet Crude Oil Future March 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 |
48.41 |
48.49 |
0.08 |
0.2% |
48.39 |
| High |
48.68 |
49.94 |
1.26 |
2.6% |
49.07 |
| Low |
47.88 |
47.31 |
-0.57 |
-1.2% |
47.63 |
| Close |
48.63 |
47.76 |
-0.87 |
-1.8% |
48.63 |
| Range |
0.80 |
2.63 |
1.83 |
228.8% |
1.44 |
| ATR |
1.33 |
1.42 |
0.09 |
7.0% |
0.00 |
| Volume |
53,379 |
172,921 |
119,542 |
223.9% |
253,012 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.23 |
54.62 |
49.21 |
|
| R3 |
53.60 |
51.99 |
48.48 |
|
| R2 |
50.97 |
50.97 |
48.24 |
|
| R1 |
49.36 |
49.36 |
48.00 |
48.85 |
| PP |
48.34 |
48.34 |
48.34 |
48.08 |
| S1 |
46.73 |
46.73 |
47.52 |
46.22 |
| S2 |
45.71 |
45.71 |
47.28 |
|
| S3 |
43.08 |
44.10 |
47.04 |
|
| S4 |
40.45 |
41.47 |
46.31 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.76 |
52.14 |
49.42 |
|
| R3 |
51.32 |
50.70 |
49.03 |
|
| R2 |
49.88 |
49.88 |
48.89 |
|
| R1 |
49.26 |
49.26 |
48.76 |
49.57 |
| PP |
48.44 |
48.44 |
48.44 |
48.60 |
| S1 |
47.82 |
47.82 |
48.50 |
48.13 |
| S2 |
47.00 |
47.00 |
48.37 |
|
| S3 |
45.56 |
46.38 |
48.23 |
|
| S4 |
44.12 |
44.94 |
47.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.94 |
47.31 |
2.63 |
5.5% |
1.31 |
2.7% |
17% |
True |
True |
85,186 |
| 10 |
49.94 |
46.30 |
3.64 |
7.6% |
1.54 |
3.2% |
40% |
True |
False |
76,835 |
| 20 |
49.94 |
45.30 |
4.64 |
9.7% |
1.34 |
2.8% |
53% |
True |
False |
80,870 |
| 40 |
49.94 |
38.21 |
11.73 |
24.6% |
1.42 |
3.0% |
81% |
True |
False |
72,760 |
| 60 |
49.94 |
35.00 |
14.94 |
31.3% |
1.44 |
3.0% |
85% |
True |
False |
60,190 |
| 80 |
49.94 |
35.00 |
14.94 |
31.3% |
1.44 |
3.0% |
85% |
True |
False |
53,160 |
| 100 |
49.94 |
35.00 |
14.94 |
31.3% |
1.38 |
2.9% |
85% |
True |
False |
46,657 |
| 120 |
49.94 |
35.00 |
14.94 |
31.3% |
1.32 |
2.8% |
85% |
True |
False |
40,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.12 |
|
2.618 |
56.83 |
|
1.618 |
54.20 |
|
1.000 |
52.57 |
|
0.618 |
51.57 |
|
HIGH |
49.94 |
|
0.618 |
48.94 |
|
0.500 |
48.63 |
|
0.382 |
48.31 |
|
LOW |
47.31 |
|
0.618 |
45.68 |
|
1.000 |
44.68 |
|
1.618 |
43.05 |
|
2.618 |
40.42 |
|
4.250 |
36.13 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
48.63 |
48.63 |
| PP |
48.34 |
48.34 |
| S1 |
48.05 |
48.05 |
|