NYMEX Light Sweet Crude Oil Future April 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
47.65 |
49.96 |
2.31 |
4.8% |
48.38 |
| High |
50.29 |
50.90 |
0.61 |
1.2% |
49.15 |
| Low |
47.51 |
49.52 |
2.01 |
4.2% |
47.72 |
| Close |
50.04 |
50.67 |
0.63 |
1.3% |
48.69 |
| Range |
2.78 |
1.38 |
-1.40 |
-50.4% |
1.43 |
| ATR |
1.48 |
1.47 |
-0.01 |
-0.5% |
0.00 |
| Volume |
160,398 |
158,479 |
-1,919 |
-1.2% |
106,943 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.50 |
53.97 |
51.43 |
|
| R3 |
53.12 |
52.59 |
51.05 |
|
| R2 |
51.74 |
51.74 |
50.92 |
|
| R1 |
51.21 |
51.21 |
50.80 |
51.48 |
| PP |
50.36 |
50.36 |
50.36 |
50.50 |
| S1 |
49.83 |
49.83 |
50.54 |
50.10 |
| S2 |
48.98 |
48.98 |
50.42 |
|
| S3 |
47.60 |
48.45 |
50.29 |
|
| S4 |
46.22 |
47.07 |
49.91 |
|
|
| 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 |
50.90 |
47.43 |
3.47 |
6.8% |
1.70 |
3.4% |
93% |
True |
False |
89,974 |
| 10 |
50.90 |
46.42 |
4.48 |
8.8% |
1.52 |
3.0% |
95% |
True |
False |
57,035 |
| 20 |
50.90 |
45.44 |
5.46 |
10.8% |
1.41 |
2.8% |
96% |
True |
False |
45,499 |
| 40 |
50.90 |
38.74 |
12.16 |
24.0% |
1.41 |
2.8% |
98% |
True |
False |
38,898 |
| 60 |
50.90 |
35.53 |
15.37 |
30.3% |
1.41 |
2.8% |
99% |
True |
False |
31,237 |
| 80 |
50.90 |
35.53 |
15.37 |
30.3% |
1.41 |
2.8% |
99% |
True |
False |
26,532 |
| 100 |
50.90 |
35.53 |
15.37 |
30.3% |
1.33 |
2.6% |
99% |
True |
False |
22,595 |
| 120 |
50.90 |
35.53 |
15.37 |
30.3% |
1.26 |
2.5% |
99% |
True |
False |
19,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.77 |
|
2.618 |
54.51 |
|
1.618 |
53.13 |
|
1.000 |
52.28 |
|
0.618 |
51.75 |
|
HIGH |
50.90 |
|
0.618 |
50.37 |
|
0.500 |
50.21 |
|
0.382 |
50.05 |
|
LOW |
49.52 |
|
0.618 |
48.67 |
|
1.000 |
48.14 |
|
1.618 |
47.29 |
|
2.618 |
45.91 |
|
4.250 |
43.66 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
50.52 |
50.17 |
| PP |
50.36 |
49.67 |
| S1 |
50.21 |
49.17 |
|