NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
50.90 |
52.55 |
1.65 |
3.2% |
48.49 |
| High |
52.74 |
52.69 |
-0.05 |
-0.1% |
52.74 |
| Low |
50.86 |
51.51 |
0.65 |
1.3% |
47.31 |
| Close |
52.26 |
52.27 |
0.01 |
0.0% |
52.26 |
| Range |
1.88 |
1.18 |
-0.70 |
-37.2% |
5.43 |
| ATR |
1.50 |
1.48 |
-0.02 |
-1.5% |
0.00 |
| Volume |
256,963 |
216,272 |
-40,691 |
-15.8% |
1,139,566 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.70 |
55.16 |
52.92 |
|
| R3 |
54.52 |
53.98 |
52.59 |
|
| R2 |
53.34 |
53.34 |
52.49 |
|
| R1 |
52.80 |
52.80 |
52.38 |
52.48 |
| PP |
52.16 |
52.16 |
52.16 |
52.00 |
| S1 |
51.62 |
51.62 |
52.16 |
51.30 |
| S2 |
50.98 |
50.98 |
52.05 |
|
| S3 |
49.80 |
50.44 |
51.95 |
|
| S4 |
48.62 |
49.26 |
51.62 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.06 |
65.09 |
55.25 |
|
| R3 |
61.63 |
59.66 |
53.75 |
|
| R2 |
56.20 |
56.20 |
53.26 |
|
| R1 |
54.23 |
54.23 |
52.76 |
55.22 |
| PP |
50.77 |
50.77 |
50.77 |
51.26 |
| S1 |
48.80 |
48.80 |
51.76 |
49.79 |
| S2 |
45.34 |
45.34 |
51.26 |
|
| S3 |
39.91 |
43.37 |
50.77 |
|
| S4 |
34.48 |
37.94 |
49.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.74 |
47.39 |
5.35 |
10.2% |
1.65 |
3.2% |
91% |
False |
False |
236,583 |
| 10 |
52.74 |
47.31 |
5.43 |
10.4% |
1.48 |
2.8% |
91% |
False |
False |
160,885 |
| 20 |
52.74 |
46.02 |
6.72 |
12.9% |
1.44 |
2.8% |
93% |
False |
False |
118,966 |
| 40 |
52.74 |
40.94 |
11.80 |
22.6% |
1.37 |
2.6% |
96% |
False |
False |
94,063 |
| 60 |
52.74 |
35.00 |
17.74 |
33.9% |
1.48 |
2.8% |
97% |
False |
False |
76,735 |
| 80 |
52.74 |
35.00 |
17.74 |
33.9% |
1.48 |
2.8% |
97% |
False |
False |
65,868 |
| 100 |
52.74 |
35.00 |
17.74 |
33.9% |
1.42 |
2.7% |
97% |
False |
False |
57,753 |
| 120 |
52.74 |
35.00 |
17.74 |
33.9% |
1.35 |
2.6% |
97% |
False |
False |
50,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.71 |
|
2.618 |
55.78 |
|
1.618 |
54.60 |
|
1.000 |
53.87 |
|
0.618 |
53.42 |
|
HIGH |
52.69 |
|
0.618 |
52.24 |
|
0.500 |
52.10 |
|
0.382 |
51.96 |
|
LOW |
51.51 |
|
0.618 |
50.78 |
|
1.000 |
50.33 |
|
1.618 |
49.60 |
|
2.618 |
48.42 |
|
4.250 |
46.50 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
52.21 |
52.04 |
| PP |
52.16 |
51.82 |
| S1 |
52.10 |
51.59 |
|