NYMEX Light Sweet Crude Oil Future May 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 |
47.70 |
49.90 |
2.20 |
4.6% |
48.30 |
| High |
50.23 |
50.76 |
0.53 |
1.1% |
49.16 |
| Low |
47.58 |
49.47 |
1.89 |
4.0% |
47.75 |
| Close |
50.01 |
50.57 |
0.56 |
1.1% |
48.69 |
| Range |
2.65 |
1.29 |
-1.36 |
-51.3% |
1.41 |
| ATR |
1.43 |
1.42 |
-0.01 |
-0.7% |
0.00 |
| Volume |
95,356 |
80,670 |
-14,686 |
-15.4% |
59,909 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.14 |
53.64 |
51.28 |
|
| R3 |
52.85 |
52.35 |
50.92 |
|
| R2 |
51.56 |
51.56 |
50.81 |
|
| R1 |
51.06 |
51.06 |
50.69 |
51.31 |
| PP |
50.27 |
50.27 |
50.27 |
50.39 |
| S1 |
49.77 |
49.77 |
50.45 |
50.02 |
| S2 |
48.98 |
48.98 |
50.33 |
|
| S3 |
47.69 |
48.48 |
50.22 |
|
| S4 |
46.40 |
47.19 |
49.86 |
|
|
| 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 |
50.76 |
47.50 |
3.26 |
6.4% |
1.63 |
3.2% |
94% |
True |
False |
51,325 |
| 10 |
50.76 |
46.48 |
4.28 |
8.5% |
1.47 |
2.9% |
96% |
True |
False |
32,429 |
| 20 |
50.76 |
45.52 |
5.24 |
10.4% |
1.36 |
2.7% |
96% |
True |
False |
27,514 |
| 40 |
50.76 |
39.13 |
11.63 |
23.0% |
1.36 |
2.7% |
98% |
True |
False |
25,632 |
| 60 |
50.76 |
36.00 |
14.76 |
29.2% |
1.36 |
2.7% |
99% |
True |
False |
20,396 |
| 80 |
50.76 |
36.00 |
14.76 |
29.2% |
1.35 |
2.7% |
99% |
True |
False |
17,175 |
| 100 |
50.76 |
36.00 |
14.76 |
29.2% |
1.28 |
2.5% |
99% |
True |
False |
14,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.24 |
|
2.618 |
54.14 |
|
1.618 |
52.85 |
|
1.000 |
52.05 |
|
0.618 |
51.56 |
|
HIGH |
50.76 |
|
0.618 |
50.27 |
|
0.500 |
50.12 |
|
0.382 |
49.96 |
|
LOW |
49.47 |
|
0.618 |
48.67 |
|
1.000 |
48.18 |
|
1.618 |
47.38 |
|
2.618 |
46.09 |
|
4.250 |
43.99 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
50.42 |
50.09 |
| PP |
50.27 |
49.61 |
| S1 |
50.12 |
49.13 |
|