NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
49.90 |
50.39 |
0.49 |
1.0% |
48.30 |
| High |
50.76 |
51.10 |
0.34 |
0.7% |
49.16 |
| Low |
49.47 |
50.34 |
0.87 |
1.8% |
47.75 |
| Close |
50.57 |
50.73 |
0.16 |
0.3% |
48.69 |
| Range |
1.29 |
0.76 |
-0.53 |
-41.1% |
1.41 |
| ATR |
1.42 |
1.37 |
-0.05 |
-3.3% |
0.00 |
| Volume |
80,670 |
45,603 |
-35,067 |
-43.5% |
59,909 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.00 |
52.63 |
51.15 |
|
| R3 |
52.24 |
51.87 |
50.94 |
|
| R2 |
51.48 |
51.48 |
50.87 |
|
| R1 |
51.11 |
51.11 |
50.80 |
51.30 |
| PP |
50.72 |
50.72 |
50.72 |
50.82 |
| S1 |
50.35 |
50.35 |
50.66 |
50.54 |
| S2 |
49.96 |
49.96 |
50.59 |
|
| S3 |
49.20 |
49.59 |
50.52 |
|
| S4 |
48.44 |
48.83 |
50.31 |
|
|
| 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 |
51.10 |
47.50 |
3.60 |
7.1% |
1.59 |
3.1% |
90% |
True |
False |
57,009 |
| 10 |
51.10 |
46.48 |
4.62 |
9.1% |
1.41 |
2.8% |
92% |
True |
False |
34,937 |
| 20 |
51.10 |
45.52 |
5.58 |
11.0% |
1.37 |
2.7% |
93% |
True |
False |
28,427 |
| 40 |
51.10 |
41.11 |
9.99 |
19.7% |
1.29 |
2.5% |
96% |
True |
False |
26,010 |
| 60 |
51.10 |
36.00 |
15.10 |
29.8% |
1.35 |
2.7% |
98% |
True |
False |
21,015 |
| 80 |
51.10 |
36.00 |
15.10 |
29.8% |
1.35 |
2.7% |
98% |
True |
False |
17,669 |
| 100 |
51.10 |
36.00 |
15.10 |
29.8% |
1.28 |
2.5% |
98% |
True |
False |
15,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.33 |
|
2.618 |
53.09 |
|
1.618 |
52.33 |
|
1.000 |
51.86 |
|
0.618 |
51.57 |
|
HIGH |
51.10 |
|
0.618 |
50.81 |
|
0.500 |
50.72 |
|
0.382 |
50.63 |
|
LOW |
50.34 |
|
0.618 |
49.87 |
|
1.000 |
49.58 |
|
1.618 |
49.11 |
|
2.618 |
48.35 |
|
4.250 |
47.11 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
50.73 |
50.27 |
| PP |
50.72 |
49.80 |
| S1 |
50.72 |
49.34 |
|