NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
48.55 |
48.46 |
-0.09 |
-0.2% |
48.30 |
High |
48.74 |
50.00 |
1.26 |
2.6% |
49.16 |
Low |
47.99 |
47.50 |
-0.49 |
-1.0% |
47.75 |
Close |
48.69 |
47.92 |
-0.77 |
-1.6% |
48.69 |
Range |
0.75 |
2.50 |
1.75 |
233.3% |
1.41 |
ATR |
1.25 |
1.34 |
0.09 |
7.2% |
0.00 |
Volume |
16,367 |
47,051 |
30,684 |
187.5% |
59,909 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.97 |
54.45 |
49.30 |
|
R3 |
53.47 |
51.95 |
48.61 |
|
R2 |
50.97 |
50.97 |
48.38 |
|
R1 |
49.45 |
49.45 |
48.15 |
48.96 |
PP |
48.47 |
48.47 |
48.47 |
48.23 |
S1 |
46.95 |
46.95 |
47.69 |
46.46 |
S2 |
45.97 |
45.97 |
47.46 |
|
S3 |
43.47 |
44.45 |
47.23 |
|
S4 |
40.97 |
41.95 |
46.55 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.76 |
52.14 |
49.47 |
|
R3 |
51.35 |
50.73 |
49.08 |
|
R2 |
49.94 |
49.94 |
48.95 |
|
R1 |
49.32 |
49.32 |
48.82 |
49.63 |
PP |
48.53 |
48.53 |
48.53 |
48.69 |
S1 |
47.91 |
47.91 |
48.56 |
48.22 |
S2 |
47.12 |
47.12 |
48.43 |
|
S3 |
45.71 |
46.50 |
48.30 |
|
S4 |
44.30 |
45.09 |
47.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.00 |
47.50 |
2.50 |
5.2% |
1.24 |
2.6% |
17% |
True |
True |
21,392 |
10 |
50.00 |
46.48 |
3.52 |
7.3% |
1.47 |
3.1% |
41% |
True |
False |
18,396 |
20 |
50.00 |
45.52 |
4.48 |
9.3% |
1.26 |
2.6% |
54% |
True |
False |
21,049 |
40 |
50.00 |
38.99 |
11.01 |
23.0% |
1.32 |
2.7% |
81% |
True |
False |
21,919 |
60 |
50.00 |
36.00 |
14.00 |
29.2% |
1.33 |
2.8% |
85% |
True |
False |
17,897 |
80 |
50.00 |
36.00 |
14.00 |
29.2% |
1.32 |
2.8% |
85% |
True |
False |
15,165 |
100 |
50.00 |
36.00 |
14.00 |
29.2% |
1.25 |
2.6% |
85% |
True |
False |
13,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.63 |
2.618 |
56.55 |
1.618 |
54.05 |
1.000 |
52.50 |
0.618 |
51.55 |
HIGH |
50.00 |
0.618 |
49.05 |
0.500 |
48.75 |
0.382 |
48.46 |
LOW |
47.50 |
0.618 |
45.96 |
1.000 |
45.00 |
1.618 |
43.46 |
2.618 |
40.96 |
4.250 |
36.88 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
48.75 |
48.75 |
PP |
48.47 |
48.47 |
S1 |
48.20 |
48.20 |
|