NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 52.60 52.51 -0.09 -0.2% 51.77
High 52.92 52.98 0.06 0.1% 53.45
Low 52.03 51.62 -0.41 -0.8% 51.24
Close 52.36 52.53 0.17 0.3% 52.04
Range 0.89 1.36 0.47 52.8% 2.21
ATR 1.28 1.29 0.01 0.4% 0.00
Volume 50,244 62,417 12,173 24.2% 299,060
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 56.46 55.85 53.28
R3 55.10 54.49 52.90
R2 53.74 53.74 52.78
R1 53.13 53.13 52.65 53.44
PP 52.38 52.38 52.38 52.53
S1 51.77 51.77 52.41 52.08
S2 51.02 51.02 52.28
S3 49.66 50.41 52.16
S4 48.30 49.05 51.78
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 58.87 57.67 53.26
R3 56.66 55.46 52.65
R2 54.45 54.45 52.45
R1 53.25 53.25 52.24 53.85
PP 52.24 52.24 52.24 52.55
S1 51.04 51.04 51.84 51.64
S2 50.03 50.03 51.63
S3 47.82 48.83 51.43
S4 45.61 46.62 50.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.09 51.24 1.85 3.5% 1.12 2.1% 70% False False 57,264
10 53.68 51.24 2.44 4.6% 1.23 2.3% 53% False False 58,576
20 53.68 47.50 6.18 11.8% 1.29 2.5% 81% False False 51,330
40 53.68 44.49 9.19 17.5% 1.29 2.5% 87% False False 36,331
60 53.68 36.00 17.68 33.7% 1.35 2.6% 93% False False 31,064
80 53.68 36.00 17.68 33.7% 1.33 2.5% 93% False False 25,495
100 53.68 36.00 17.68 33.7% 1.34 2.6% 93% False False 21,928
120 53.68 36.00 17.68 33.7% 1.24 2.4% 93% False False 19,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.76
2.618 56.54
1.618 55.18
1.000 54.34
0.618 53.82
HIGH 52.98
0.618 52.46
0.500 52.30
0.382 52.14
LOW 51.62
0.618 50.78
1.000 50.26
1.618 49.42
2.618 48.06
4.250 45.84
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 52.45 52.45
PP 52.38 52.37
S1 52.30 52.29

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

View Archives - Comment on this page... - Back to Index of Symbols