NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
47.71 |
49.71 |
2.00 |
4.2% |
48.37 |
| High |
50.18 |
50.56 |
0.38 |
0.8% |
49.13 |
| Low |
47.60 |
49.33 |
1.73 |
3.6% |
47.73 |
| Close |
49.92 |
50.41 |
0.49 |
1.0% |
48.63 |
| Range |
2.58 |
1.23 |
-1.35 |
-52.3% |
1.40 |
| ATR |
1.41 |
1.39 |
-0.01 |
-0.9% |
0.00 |
| Volume |
157,257 |
130,757 |
-26,500 |
-16.9% |
117,325 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.79 |
53.33 |
51.09 |
|
| R3 |
52.56 |
52.10 |
50.75 |
|
| R2 |
51.33 |
51.33 |
50.64 |
|
| R1 |
50.87 |
50.87 |
50.52 |
51.10 |
| PP |
50.10 |
50.10 |
50.10 |
50.22 |
| S1 |
49.64 |
49.64 |
50.30 |
49.87 |
| S2 |
48.87 |
48.87 |
50.18 |
|
| S3 |
47.64 |
48.41 |
50.07 |
|
| S4 |
46.41 |
47.18 |
49.73 |
|
|
| 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 |
50.56 |
47.50 |
3.06 |
6.1% |
1.58 |
3.1% |
95% |
True |
False |
85,878 |
| 10 |
50.56 |
46.48 |
4.08 |
8.1% |
1.44 |
2.8% |
96% |
True |
False |
57,020 |
| 20 |
50.56 |
45.54 |
5.02 |
10.0% |
1.34 |
2.7% |
97% |
True |
False |
57,287 |
| 40 |
50.56 |
39.38 |
11.18 |
22.2% |
1.34 |
2.7% |
99% |
True |
False |
59,793 |
| 60 |
50.56 |
36.26 |
14.30 |
28.4% |
1.36 |
2.7% |
99% |
True |
False |
51,076 |
| 80 |
50.56 |
36.26 |
14.30 |
28.4% |
1.37 |
2.7% |
99% |
True |
False |
46,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.79 |
|
2.618 |
53.78 |
|
1.618 |
52.55 |
|
1.000 |
51.79 |
|
0.618 |
51.32 |
|
HIGH |
50.56 |
|
0.618 |
50.09 |
|
0.500 |
49.95 |
|
0.382 |
49.80 |
|
LOW |
49.33 |
|
0.618 |
48.57 |
|
1.000 |
48.10 |
|
1.618 |
47.34 |
|
2.618 |
46.11 |
|
4.250 |
44.10 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
50.26 |
49.95 |
| PP |
50.10 |
49.49 |
| S1 |
49.95 |
49.03 |
|