NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 53.34 52.89 -0.45 -0.8% 48.49
High 53.94 53.79 -0.15 -0.3% 52.74
Low 52.60 52.30 -0.30 -0.6% 47.31
Close 52.96 53.62 0.66 1.2% 52.26
Range 1.34 1.49 0.15 11.2% 5.43
ATR 1.46 1.47 0.00 0.1% 0.00
Volume 269,311 320,723 51,412 19.1% 1,139,566
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 57.71 57.15 54.44
R3 56.22 55.66 54.03
R2 54.73 54.73 53.89
R1 54.17 54.17 53.76 54.45
PP 53.24 53.24 53.24 53.38
S1 52.68 52.68 53.48 52.96
S2 51.75 51.75 53.35
S3 50.26 51.19 53.21
S4 48.77 49.70 52.80
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 53.94 50.86 3.08 5.7% 1.46 2.7% 90% False False 258,867
10 53.94 47.31 6.63 12.4% 1.59 3.0% 95% False False 223,032
20 53.94 46.30 7.64 14.2% 1.47 2.7% 96% False False 146,842
40 53.94 41.35 12.59 23.5% 1.38 2.6% 97% False False 110,883
60 53.94 35.00 18.94 35.3% 1.50 2.8% 98% False False 89,015
80 53.94 35.00 18.94 35.3% 1.47 2.7% 98% False False 75,183
100 53.94 35.00 18.94 35.3% 1.43 2.7% 98% False False 65,478
120 53.94 35.00 18.94 35.3% 1.36 2.5% 98% False False 56,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.12
2.618 57.69
1.618 56.20
1.000 55.28
0.618 54.71
HIGH 53.79
0.618 53.22
0.500 53.05
0.382 52.87
LOW 52.30
0.618 51.38
1.000 50.81
1.618 49.89
2.618 48.40
4.250 45.97
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 53.43 53.42
PP 53.24 53.21
S1 53.05 53.01

These figures are updated between 7pm and 10pm EST after a trading day.

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