NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
52.55 |
52.19 |
-0.36 |
-0.7% |
48.49 |
High |
52.69 |
53.47 |
0.78 |
1.5% |
52.74 |
Low |
51.51 |
52.08 |
0.57 |
1.1% |
47.31 |
Close |
52.27 |
53.24 |
0.97 |
1.9% |
52.26 |
Range |
1.18 |
1.39 |
0.21 |
17.8% |
5.43 |
ATR |
1.48 |
1.47 |
-0.01 |
-0.4% |
0.00 |
Volume |
216,272 |
231,070 |
14,798 |
6.8% |
1,139,566 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.10 |
56.56 |
54.00 |
|
R3 |
55.71 |
55.17 |
53.62 |
|
R2 |
54.32 |
54.32 |
53.49 |
|
R1 |
53.78 |
53.78 |
53.37 |
54.05 |
PP |
52.93 |
52.93 |
52.93 |
53.07 |
S1 |
52.39 |
52.39 |
53.11 |
52.66 |
S2 |
51.54 |
51.54 |
52.99 |
|
S3 |
50.15 |
51.00 |
52.86 |
|
S4 |
48.76 |
49.61 |
52.48 |
|
|
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 |
53.47 |
49.53 |
3.94 |
7.4% |
1.35 |
2.5% |
94% |
True |
False |
227,344 |
10 |
53.47 |
47.31 |
6.16 |
11.6% |
1.48 |
2.8% |
96% |
True |
False |
177,245 |
20 |
53.47 |
46.02 |
7.45 |
14.0% |
1.47 |
2.8% |
97% |
True |
False |
125,723 |
40 |
53.47 |
40.94 |
12.53 |
23.5% |
1.38 |
2.6% |
98% |
True |
False |
98,735 |
60 |
53.47 |
35.00 |
18.47 |
34.7% |
1.47 |
2.8% |
99% |
True |
False |
79,946 |
80 |
53.47 |
35.00 |
18.47 |
34.7% |
1.47 |
2.8% |
99% |
True |
False |
68,395 |
100 |
53.47 |
35.00 |
18.47 |
34.7% |
1.43 |
2.7% |
99% |
True |
False |
59,953 |
120 |
53.47 |
35.00 |
18.47 |
34.7% |
1.36 |
2.5% |
99% |
True |
False |
52,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.38 |
2.618 |
57.11 |
1.618 |
55.72 |
1.000 |
54.86 |
0.618 |
54.33 |
HIGH |
53.47 |
0.618 |
52.94 |
0.500 |
52.78 |
0.382 |
52.61 |
LOW |
52.08 |
0.618 |
51.22 |
1.000 |
50.69 |
1.618 |
49.83 |
2.618 |
48.44 |
4.250 |
46.17 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
53.09 |
52.88 |
PP |
52.93 |
52.52 |
S1 |
52.78 |
52.17 |
|