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 |
|
|
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 |
|