NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 48.56 47.65 -0.91 -1.9% 48.38
High 50.01 50.29 0.28 0.6% 49.15
Low 47.43 47.51 0.08 0.2% 47.72
Close 47.87 50.04 2.17 4.5% 48.69
Range 2.58 2.78 0.20 7.8% 1.43
ATR 1.38 1.48 0.10 7.3% 0.00
Volume 76,196 160,398 84,202 110.5% 106,943
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 57.62 56.61 51.57
R3 54.84 53.83 50.80
R2 52.06 52.06 50.55
R1 51.05 51.05 50.29 51.56
PP 49.28 49.28 49.28 49.53
S1 48.27 48.27 49.79 48.78
S2 46.50 46.50 49.53
S3 43.72 45.49 49.28
S4 40.94 42.71 48.51
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 52.81 52.18 49.48
R3 51.38 50.75 49.08
R2 49.95 49.95 48.95
R1 49.32 49.32 48.82 49.64
PP 48.52 48.52 48.52 48.68
S1 47.89 47.89 48.56 48.21
S2 47.09 47.09 48.43
S3 45.66 46.46 48.30
S4 44.23 45.03 47.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.29 47.43 2.86 5.7% 1.55 3.1% 91% True False 64,054
10 50.29 46.42 3.87 7.7% 1.68 3.3% 94% True False 45,159
20 50.29 45.44 4.85 9.7% 1.39 2.8% 95% True False 39,525
40 50.29 38.61 11.68 23.3% 1.41 2.8% 98% True False 35,564
60 50.29 35.53 14.76 29.5% 1.40 2.8% 98% True False 28,769
80 50.29 35.53 14.76 29.5% 1.40 2.8% 98% True False 24,614
100 50.29 35.53 14.76 29.5% 1.32 2.6% 98% True False 21,044
120 50.29 35.53 14.76 29.5% 1.26 2.5% 98% True False 18,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 62.11
2.618 57.57
1.618 54.79
1.000 53.07
0.618 52.01
HIGH 50.29
0.618 49.23
0.500 48.90
0.382 48.57
LOW 47.51
0.618 45.79
1.000 44.73
1.618 43.01
2.618 40.23
4.250 35.70
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 49.66 49.65
PP 49.28 49.25
S1 48.90 48.86

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

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