NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 52.32 51.95 -0.37 -0.7% 48.46
High 52.37 53.17 0.80 1.5% 52.47
Low 51.29 51.90 0.61 1.2% 47.50
Close 52.06 53.00 0.94 1.8% 52.04
Range 1.08 1.27 0.19 17.6% 4.97
ATR 1.38 1.37 -0.01 -0.6% 0.00
Volume 45,741 30,683 -15,058 -32.9% 317,808
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 56.50 56.02 53.70
R3 55.23 54.75 53.35
R2 53.96 53.96 53.23
R1 53.48 53.48 53.12 53.72
PP 52.69 52.69 52.69 52.81
S1 52.21 52.21 52.88 52.45
S2 51.42 51.42 52.77
S3 50.15 50.94 52.65
S4 48.88 49.67 52.30
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 53.17 49.47 3.70 7.0% 1.22 2.3% 95% True False 50,365
10 53.17 47.50 5.67 10.7% 1.36 2.6% 97% True False 44,085
20 53.17 46.20 6.97 13.2% 1.37 2.6% 98% True False 29,974
40 53.17 41.49 11.68 22.0% 1.27 2.4% 99% True False 27,702
60 53.17 36.00 17.17 32.4% 1.36 2.6% 99% True False 22,789
80 53.17 36.00 17.17 32.4% 1.35 2.5% 99% True False 18,951
100 53.17 36.00 17.17 32.4% 1.30 2.5% 99% True False 16,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.57
2.618 56.49
1.618 55.22
1.000 54.44
0.618 53.95
HIGH 53.17
0.618 52.68
0.500 52.54
0.382 52.39
LOW 51.90
0.618 51.12
1.000 50.63
1.618 49.85
2.618 48.58
4.250 46.50
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 52.85 52.66
PP 52.69 52.32
S1 52.54 51.98

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

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