NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 49.71 50.24 0.53 1.1% 48.37
High 50.56 50.91 0.35 0.7% 49.13
Low 49.33 50.19 0.86 1.7% 47.73
Close 50.41 50.57 0.16 0.3% 48.63
Range 1.23 0.72 -0.51 -41.5% 1.40
ATR 1.39 1.35 -0.05 -3.5% 0.00
Volume 130,757 79,156 -51,601 -39.5% 117,325
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 52.72 52.36 50.97
R3 52.00 51.64 50.77
R2 51.28 51.28 50.70
R1 50.92 50.92 50.64 51.10
PP 50.56 50.56 50.56 50.65
S1 50.20 50.20 50.50 50.38
S2 49.84 49.84 50.44
S3 49.12 49.48 50.37
S4 48.40 48.76 50.17
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 50.91 47.50 3.41 6.7% 1.54 3.0% 90% True False 95,528
10 50.91 46.48 4.43 8.8% 1.38 2.7% 92% True False 61,626
20 50.91 45.54 5.37 10.6% 1.34 2.6% 94% True False 58,977
40 50.91 41.33 9.58 18.9% 1.27 2.5% 96% True False 59,297
60 50.91 36.26 14.65 29.0% 1.35 2.7% 98% True False 51,920
80 50.91 36.26 14.65 29.0% 1.37 2.7% 98% True False 47,500
Crabel Price Patterns
NR True
NR4 True
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.97
2.618 52.79
1.618 52.07
1.000 51.63
0.618 51.35
HIGH 50.91
0.618 50.63
0.500 50.55
0.382 50.47
LOW 50.19
0.618 49.75
1.000 49.47
1.618 49.03
2.618 48.31
4.250 47.13
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 50.56 50.13
PP 50.56 49.69
S1 50.55 49.26

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

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