NYMEX Light Sweet Crude Oil Future March 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 |
49.93 |
50.55 |
0.62 |
1.2% |
48.39 |
| High |
50.98 |
51.30 |
0.32 |
0.6% |
49.07 |
| Low |
49.53 |
50.44 |
0.91 |
1.8% |
47.63 |
| Close |
50.69 |
50.87 |
0.18 |
0.4% |
48.63 |
| Range |
1.45 |
0.86 |
-0.59 |
-40.7% |
1.44 |
| ATR |
1.52 |
1.47 |
-0.05 |
-3.1% |
0.00 |
| Volume |
255,402 |
177,014 |
-78,388 |
-30.7% |
253,012 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.45 |
53.02 |
51.34 |
|
| R3 |
52.59 |
52.16 |
51.11 |
|
| R2 |
51.73 |
51.73 |
51.03 |
|
| R1 |
51.30 |
51.30 |
50.95 |
51.52 |
| PP |
50.87 |
50.87 |
50.87 |
50.98 |
| S1 |
50.44 |
50.44 |
50.79 |
50.66 |
| S2 |
50.01 |
50.01 |
50.71 |
|
| S3 |
49.15 |
49.58 |
50.63 |
|
| S4 |
48.29 |
48.72 |
50.40 |
|
|
| 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 |
51.30 |
47.31 |
3.99 |
7.8% |
1.72 |
3.4% |
89% |
True |
False |
187,196 |
| 10 |
51.30 |
46.30 |
5.00 |
9.8% |
1.51 |
3.0% |
91% |
True |
False |
124,567 |
| 20 |
51.30 |
45.30 |
6.00 |
11.8% |
1.46 |
2.9% |
93% |
True |
False |
104,092 |
| 40 |
51.30 |
40.46 |
10.84 |
21.3% |
1.39 |
2.7% |
96% |
True |
False |
85,635 |
| 60 |
51.30 |
35.00 |
16.30 |
32.0% |
1.47 |
2.9% |
97% |
True |
False |
69,983 |
| 80 |
51.30 |
35.00 |
16.30 |
32.0% |
1.47 |
2.9% |
97% |
True |
False |
60,981 |
| 100 |
51.30 |
35.00 |
16.30 |
32.0% |
1.40 |
2.8% |
97% |
True |
False |
53,274 |
| 120 |
51.30 |
35.00 |
16.30 |
32.0% |
1.34 |
2.6% |
97% |
True |
False |
46,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.96 |
|
2.618 |
53.55 |
|
1.618 |
52.69 |
|
1.000 |
52.16 |
|
0.618 |
51.83 |
|
HIGH |
51.30 |
|
0.618 |
50.97 |
|
0.500 |
50.87 |
|
0.382 |
50.77 |
|
LOW |
50.44 |
|
0.618 |
49.91 |
|
1.000 |
49.58 |
|
1.618 |
49.05 |
|
2.618 |
48.19 |
|
4.250 |
46.79 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
50.87 |
50.36 |
| PP |
50.87 |
49.85 |
| S1 |
50.87 |
49.35 |
|