NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
50.63 |
52.12 |
1.49 |
2.9% |
48.40 |
| High |
52.21 |
52.13 |
-0.08 |
-0.2% |
52.21 |
| Low |
50.58 |
51.09 |
0.51 |
1.0% |
47.50 |
| Close |
51.82 |
51.86 |
0.04 |
0.1% |
51.82 |
| Range |
1.63 |
1.04 |
-0.59 |
-36.2% |
4.71 |
| ATR |
1.37 |
1.34 |
-0.02 |
-1.7% |
0.00 |
| Volume |
94,616 |
68,380 |
-26,236 |
-27.7% |
546,088 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.81 |
54.38 |
52.43 |
|
| R3 |
53.77 |
53.34 |
52.15 |
|
| R2 |
52.73 |
52.73 |
52.05 |
|
| R1 |
52.30 |
52.30 |
51.96 |
52.00 |
| PP |
51.69 |
51.69 |
51.69 |
51.54 |
| S1 |
51.26 |
51.26 |
51.76 |
50.96 |
| S2 |
50.65 |
50.65 |
51.67 |
|
| S3 |
49.61 |
50.22 |
51.57 |
|
| S4 |
48.57 |
49.18 |
51.29 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.64 |
62.94 |
54.41 |
|
| R3 |
59.93 |
58.23 |
53.12 |
|
| R2 |
55.22 |
55.22 |
52.68 |
|
| R1 |
53.52 |
53.52 |
52.25 |
54.37 |
| PP |
50.51 |
50.51 |
50.51 |
50.94 |
| S1 |
48.81 |
48.81 |
51.39 |
49.66 |
| S2 |
45.80 |
45.80 |
50.96 |
|
| S3 |
41.09 |
44.10 |
50.52 |
|
| S4 |
36.38 |
39.39 |
49.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.21 |
47.60 |
4.61 |
8.9% |
1.44 |
2.8% |
92% |
False |
False |
106,033 |
| 10 |
52.21 |
47.50 |
4.71 |
9.1% |
1.33 |
2.6% |
93% |
False |
False |
73,179 |
| 20 |
52.21 |
46.20 |
6.01 |
11.6% |
1.32 |
2.5% |
94% |
False |
False |
59,520 |
| 40 |
52.21 |
41.66 |
10.55 |
20.3% |
1.25 |
2.4% |
97% |
False |
False |
60,155 |
| 60 |
52.21 |
36.26 |
15.95 |
30.8% |
1.36 |
2.6% |
98% |
False |
False |
53,504 |
| 80 |
52.21 |
36.26 |
15.95 |
30.8% |
1.36 |
2.6% |
98% |
False |
False |
48,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.55 |
|
2.618 |
54.85 |
|
1.618 |
53.81 |
|
1.000 |
53.17 |
|
0.618 |
52.77 |
|
HIGH |
52.13 |
|
0.618 |
51.73 |
|
0.500 |
51.61 |
|
0.382 |
51.49 |
|
LOW |
51.09 |
|
0.618 |
50.45 |
|
1.000 |
50.05 |
|
1.618 |
49.41 |
|
2.618 |
48.37 |
|
4.250 |
46.67 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
51.78 |
51.64 |
| PP |
51.69 |
51.42 |
| S1 |
51.61 |
51.20 |
|