NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 52.89 53.77 0.88 1.7% 52.55
High 53.79 53.86 0.07 0.1% 53.94
Low 52.30 51.89 -0.41 -0.8% 51.51
Close 53.62 52.42 -1.20 -2.2% 52.42
Range 1.49 1.97 0.48 32.2% 2.43
ATR 1.47 1.50 0.04 2.5% 0.00
Volume 320,723 391,293 70,570 22.0% 1,428,669
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 58.63 57.50 53.50
R3 56.66 55.53 52.96
R2 54.69 54.69 52.78
R1 53.56 53.56 52.60 53.14
PP 52.72 52.72 52.72 52.52
S1 51.59 51.59 52.24 51.17
S2 50.75 50.75 52.06
S3 48.78 49.62 51.88
S4 46.81 47.65 51.34
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 59.91 58.60 53.76
R3 57.48 56.17 53.09
R2 55.05 55.05 52.87
R1 53.74 53.74 52.64 53.18
PP 52.62 52.62 52.62 52.35
S1 51.31 51.31 52.20 50.75
S2 50.19 50.19 51.97
S3 47.76 48.88 51.75
S4 45.33 46.45 51.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.94 51.51 2.43 4.6% 1.47 2.8% 37% False False 285,733
10 53.94 47.31 6.63 12.6% 1.71 3.3% 77% False False 256,823
20 53.94 46.30 7.64 14.6% 1.53 2.9% 80% False False 162,087
40 53.94 41.80 12.14 23.2% 1.40 2.7% 87% False False 119,723
60 53.94 35.00 18.94 36.1% 1.51 2.9% 92% False False 95,174
80 53.94 35.00 18.94 36.1% 1.48 2.8% 92% False False 79,671
100 53.94 35.00 18.94 36.1% 1.45 2.8% 92% False False 69,258
120 53.94 35.00 18.94 36.1% 1.37 2.6% 92% False False 60,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 62.23
2.618 59.02
1.618 57.05
1.000 55.83
0.618 55.08
HIGH 53.86
0.618 53.11
0.500 52.88
0.382 52.64
LOW 51.89
0.618 50.67
1.000 49.92
1.618 48.70
2.618 46.73
4.250 43.52
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 52.88 52.92
PP 52.72 52.75
S1 52.57 52.59

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

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