NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 52.00 53.06 1.06 2.0% 52.55
High 53.18 53.83 0.65 1.2% 53.94
Low 51.81 52.83 1.02 2.0% 51.51
Close 52.98 53.31 0.33 0.6% 52.42
Range 1.37 1.00 -0.37 -27.0% 2.43
ATR 1.49 1.46 -0.04 -2.4% 0.00
Volume 533,781 400,301 -133,480 -25.0% 1,428,669
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 56.32 55.82 53.86
R3 55.32 54.82 53.59
R2 54.32 54.32 53.49
R1 53.82 53.82 53.40 54.07
PP 53.32 53.32 53.32 53.45
S1 52.82 52.82 53.22 53.07
S2 52.32 52.32 53.13
S3 51.32 51.82 53.04
S4 50.32 50.82 52.76
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 51.81 2.13 4.0% 1.43 2.7% 70% False False 383,081
10 53.94 49.53 4.41 8.3% 1.39 2.6% 86% False False 305,213
20 53.94 46.30 7.64 14.3% 1.55 2.9% 92% False False 200,880
40 53.94 42.08 11.86 22.2% 1.41 2.6% 95% False False 140,688
60 53.94 35.00 18.94 35.5% 1.50 2.8% 97% False False 109,830
80 53.94 35.00 18.94 35.5% 1.48 2.8% 97% False False 90,702
100 53.94 35.00 18.94 35.5% 1.45 2.7% 97% False False 78,036
120 53.94 35.00 18.94 35.5% 1.38 2.6% 97% False False 67,733
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.25
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 58.08
2.618 56.45
1.618 55.45
1.000 54.83
0.618 54.45
HIGH 53.83
0.618 53.45
0.500 53.33
0.382 53.21
LOW 52.83
0.618 52.21
1.000 51.83
1.618 51.21
2.618 50.21
4.250 48.58
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 53.33 53.15
PP 53.32 52.99
S1 53.32 52.84

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

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