NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 03-Feb-2021
Day Change Summary
Previous Current
02-Feb-2021 03-Feb-2021 Change Change % Previous Week
Open 53.09 54.67 1.58 3.0% 51.93
High 54.78 55.86 1.08 2.0% 53.20
Low 53.09 54.39 1.30 2.4% 51.60
Close 54.36 55.28 0.92 1.7% 51.88
Range 1.69 1.47 -0.22 -13.0% 1.60
ATR 1.37 1.38 0.01 0.7% 0.00
Volume 117,286 119,387 2,101 1.8% 258,269
Daily Pivots for day following 03-Feb-2021
Classic Woodie Camarilla DeMark
R4 59.59 58.90 56.09
R3 58.12 57.43 55.68
R2 56.65 56.65 55.55
R1 55.96 55.96 55.41 56.31
PP 55.18 55.18 55.18 55.35
S1 54.49 54.49 55.15 54.84
S2 53.71 53.71 55.01
S3 52.24 53.02 54.88
S4 50.77 51.55 54.47
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 57.03 56.05 52.76
R3 55.43 54.45 52.32
R2 53.83 53.83 52.17
R1 52.85 52.85 52.03 52.54
PP 52.23 52.23 52.23 52.07
S1 51.25 51.25 51.73 50.94
S2 50.63 50.63 51.59
S3 49.03 49.65 51.44
S4 47.43 48.05 51.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.86 51.37 4.49 8.1% 1.57 2.8% 87% True False 79,694
10 55.86 51.24 4.62 8.4% 1.35 2.4% 87% True False 68,479
20 55.86 49.47 6.39 11.6% 1.31 2.4% 91% True False 61,802
40 55.86 45.52 10.34 18.7% 1.33 2.4% 94% True False 43,326
60 55.86 38.99 16.87 30.5% 1.34 2.4% 97% True False 36,553
80 55.86 36.00 19.86 35.9% 1.34 2.4% 97% True False 29,849
100 55.86 36.00 19.86 35.9% 1.34 2.4% 97% True False 25,335
120 55.86 36.00 19.86 35.9% 1.28 2.3% 97% True False 22,028
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.11
2.618 59.71
1.618 58.24
1.000 57.33
0.618 56.77
HIGH 55.86
0.618 55.30
0.500 55.13
0.382 54.95
LOW 54.39
0.618 53.48
1.000 52.92
1.618 52.01
2.618 50.54
4.250 48.14
Fisher Pivots for day following 03-Feb-2021
Pivot 1 day 3 day
R1 55.23 54.73
PP 55.18 54.17
S1 55.13 53.62

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

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