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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 8 trading days
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

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

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