NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
50.80 |
52.32 |
1.52 |
3.0% |
48.46 |
| High |
52.47 |
52.37 |
-0.10 |
-0.2% |
52.47 |
| Low |
50.78 |
51.29 |
0.51 |
1.0% |
47.50 |
| Close |
52.04 |
52.06 |
0.02 |
0.0% |
52.04 |
| Range |
1.69 |
1.08 |
-0.61 |
-36.1% |
4.97 |
| ATR |
1.40 |
1.38 |
-0.02 |
-1.6% |
0.00 |
| Volume |
49,128 |
45,741 |
-3,387 |
-6.9% |
317,808 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.15 |
54.68 |
52.65 |
|
| R3 |
54.07 |
53.60 |
52.36 |
|
| R2 |
52.99 |
52.99 |
52.26 |
|
| R1 |
52.52 |
52.52 |
52.16 |
52.22 |
| PP |
51.91 |
51.91 |
51.91 |
51.75 |
| S1 |
51.44 |
51.44 |
51.96 |
51.14 |
| S2 |
50.83 |
50.83 |
51.86 |
|
| S3 |
49.75 |
50.36 |
51.76 |
|
| S4 |
48.67 |
49.28 |
51.47 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.58 |
63.78 |
54.77 |
|
| R3 |
60.61 |
58.81 |
53.41 |
|
| R2 |
55.64 |
55.64 |
52.95 |
|
| R1 |
53.84 |
53.84 |
52.50 |
54.74 |
| PP |
50.67 |
50.67 |
50.67 |
51.12 |
| S1 |
48.87 |
48.87 |
51.58 |
49.77 |
| S2 |
45.70 |
45.70 |
51.13 |
|
| S3 |
40.73 |
43.90 |
50.67 |
|
| S4 |
35.76 |
38.93 |
49.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.47 |
47.58 |
4.89 |
9.4% |
1.49 |
2.9% |
92% |
False |
False |
63,299 |
| 10 |
52.47 |
47.50 |
4.97 |
9.5% |
1.37 |
2.6% |
92% |
False |
False |
42,345 |
| 20 |
52.47 |
46.20 |
6.27 |
12.0% |
1.35 |
2.6% |
93% |
False |
False |
29,728 |
| 40 |
52.47 |
41.49 |
10.98 |
21.1% |
1.27 |
2.4% |
96% |
False |
False |
27,297 |
| 60 |
52.47 |
36.00 |
16.47 |
31.6% |
1.37 |
2.6% |
98% |
False |
False |
22,397 |
| 80 |
52.47 |
36.00 |
16.47 |
31.6% |
1.35 |
2.6% |
98% |
False |
False |
18,684 |
| 100 |
52.47 |
36.00 |
16.47 |
31.6% |
1.29 |
2.5% |
98% |
False |
False |
16,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.96 |
|
2.618 |
55.20 |
|
1.618 |
54.12 |
|
1.000 |
53.45 |
|
0.618 |
53.04 |
|
HIGH |
52.37 |
|
0.618 |
51.96 |
|
0.500 |
51.83 |
|
0.382 |
51.70 |
|
LOW |
51.29 |
|
0.618 |
50.62 |
|
1.000 |
50.21 |
|
1.618 |
49.54 |
|
2.618 |
48.46 |
|
4.250 |
46.70 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
51.98 |
51.84 |
| PP |
51.91 |
51.62 |
| S1 |
51.83 |
51.41 |
|