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 |
|
|
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 |
|