NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
47.54 |
49.93 |
2.39 |
5.0% |
48.39 |
| High |
50.27 |
50.98 |
0.71 |
1.4% |
49.07 |
| Low |
47.39 |
49.53 |
2.14 |
4.5% |
47.63 |
| Close |
50.01 |
50.69 |
0.68 |
1.4% |
48.63 |
| Range |
2.88 |
1.45 |
-1.43 |
-49.7% |
1.44 |
| ATR |
1.53 |
1.52 |
-0.01 |
-0.4% |
0.00 |
| Volume |
277,266 |
255,402 |
-21,864 |
-7.9% |
253,012 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.75 |
54.17 |
51.49 |
|
| R3 |
53.30 |
52.72 |
51.09 |
|
| R2 |
51.85 |
51.85 |
50.96 |
|
| R1 |
51.27 |
51.27 |
50.82 |
51.56 |
| PP |
50.40 |
50.40 |
50.40 |
50.55 |
| S1 |
49.82 |
49.82 |
50.56 |
50.11 |
| S2 |
48.95 |
48.95 |
50.42 |
|
| S3 |
47.50 |
48.37 |
50.29 |
|
| S4 |
46.05 |
46.92 |
49.89 |
|
|
| 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 |
50.98 |
47.31 |
3.67 |
7.2% |
1.76 |
3.5% |
92% |
True |
False |
166,012 |
| 10 |
50.98 |
46.30 |
4.68 |
9.2% |
1.56 |
3.1% |
94% |
True |
False |
113,174 |
| 20 |
50.98 |
45.30 |
5.68 |
11.2% |
1.45 |
2.9% |
95% |
True |
False |
99,355 |
| 40 |
50.98 |
38.39 |
12.59 |
24.8% |
1.47 |
2.9% |
98% |
True |
False |
83,801 |
| 60 |
50.98 |
35.00 |
15.98 |
31.5% |
1.47 |
2.9% |
98% |
True |
False |
67,470 |
| 80 |
50.98 |
35.00 |
15.98 |
31.5% |
1.47 |
2.9% |
98% |
True |
False |
59,130 |
| 100 |
50.98 |
35.00 |
15.98 |
31.5% |
1.40 |
2.8% |
98% |
True |
False |
51,690 |
| 120 |
50.98 |
35.00 |
15.98 |
31.5% |
1.34 |
2.6% |
98% |
True |
False |
45,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.14 |
|
2.618 |
54.78 |
|
1.618 |
53.33 |
|
1.000 |
52.43 |
|
0.618 |
51.88 |
|
HIGH |
50.98 |
|
0.618 |
50.43 |
|
0.500 |
50.26 |
|
0.382 |
50.08 |
|
LOW |
49.53 |
|
0.618 |
48.63 |
|
1.000 |
48.08 |
|
1.618 |
47.18 |
|
2.618 |
45.73 |
|
4.250 |
43.37 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
50.55 |
50.18 |
| PP |
50.40 |
49.66 |
| S1 |
50.26 |
49.15 |
|