NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 48.40 47.71 -0.69 -1.4% 48.37
High 49.96 50.18 0.22 0.4% 49.13
Low 47.50 47.60 0.10 0.2% 47.73
Close 47.92 49.92 2.00 4.2% 48.63
Range 2.46 2.58 0.12 4.9% 1.40
ATR 1.32 1.41 0.09 6.9% 0.00
Volume 84,302 157,257 72,955 86.5% 117,325
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 56.97 56.03 51.34
R3 54.39 53.45 50.63
R2 51.81 51.81 50.39
R1 50.87 50.87 50.16 51.34
PP 49.23 49.23 49.23 49.47
S1 48.29 48.29 49.68 48.76
S2 46.65 46.65 49.45
S3 44.07 45.71 49.21
S4 41.49 43.13 48.50
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 52.70 52.06 49.40
R3 51.30 50.66 49.02
R2 49.90 49.90 48.89
R1 49.26 49.26 48.76 49.58
PP 48.50 48.50 48.50 48.66
S1 47.86 47.86 48.50 48.18
S2 47.10 47.10 48.37
S3 45.70 46.46 48.25
S4 44.30 45.06 47.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.18 47.50 2.68 5.4% 1.46 2.9% 90% True False 63,830
10 50.18 46.48 3.70 7.4% 1.60 3.2% 93% True False 49,030
20 50.18 45.54 4.64 9.3% 1.32 2.7% 94% True False 53,801
40 50.18 39.23 10.95 21.9% 1.35 2.7% 98% True False 57,487
60 50.18 36.26 13.92 27.9% 1.35 2.7% 98% True False 49,544
80 50.18 36.26 13.92 27.9% 1.36 2.7% 98% True False 45,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 61.15
2.618 56.93
1.618 54.35
1.000 52.76
0.618 51.77
HIGH 50.18
0.618 49.19
0.500 48.89
0.382 48.59
LOW 47.60
0.618 46.01
1.000 45.02
1.618 43.43
2.618 40.85
4.250 36.64
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 49.58 49.56
PP 49.23 49.20
S1 48.89 48.84

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

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