NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
52.12 |
51.74 |
-0.38 |
-0.7% |
48.40 |
| High |
52.13 |
52.96 |
0.83 |
1.6% |
52.21 |
| Low |
51.09 |
51.70 |
0.61 |
1.2% |
47.50 |
| Close |
51.86 |
52.77 |
0.91 |
1.8% |
51.82 |
| Range |
1.04 |
1.26 |
0.22 |
21.2% |
4.71 |
| ATR |
1.34 |
1.34 |
-0.01 |
-0.4% |
0.00 |
| Volume |
68,380 |
65,803 |
-2,577 |
-3.8% |
546,088 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.26 |
55.77 |
53.46 |
|
| R3 |
55.00 |
54.51 |
53.12 |
|
| R2 |
53.74 |
53.74 |
53.00 |
|
| R1 |
53.25 |
53.25 |
52.89 |
53.50 |
| PP |
52.48 |
52.48 |
52.48 |
52.60 |
| S1 |
51.99 |
51.99 |
52.65 |
52.24 |
| S2 |
51.22 |
51.22 |
52.54 |
|
| S3 |
49.96 |
50.73 |
52.42 |
|
| S4 |
48.70 |
49.47 |
52.08 |
|
|
| 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 |
52.96 |
49.33 |
3.63 |
6.9% |
1.18 |
2.2% |
95% |
True |
False |
87,742 |
| 10 |
52.96 |
47.50 |
5.46 |
10.3% |
1.32 |
2.5% |
97% |
True |
False |
75,786 |
| 20 |
52.96 |
46.20 |
6.76 |
12.8% |
1.34 |
2.5% |
97% |
True |
False |
59,368 |
| 40 |
52.96 |
41.66 |
11.30 |
21.4% |
1.25 |
2.4% |
98% |
True |
False |
60,692 |
| 60 |
52.96 |
36.26 |
16.70 |
31.6% |
1.35 |
2.6% |
99% |
True |
False |
54,039 |
| 80 |
52.96 |
36.26 |
16.70 |
31.6% |
1.36 |
2.6% |
99% |
True |
False |
48,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.32 |
|
2.618 |
56.26 |
|
1.618 |
55.00 |
|
1.000 |
54.22 |
|
0.618 |
53.74 |
|
HIGH |
52.96 |
|
0.618 |
52.48 |
|
0.500 |
52.33 |
|
0.382 |
52.18 |
|
LOW |
51.70 |
|
0.618 |
50.92 |
|
1.000 |
50.44 |
|
1.618 |
49.66 |
|
2.618 |
48.40 |
|
4.250 |
46.35 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
52.62 |
52.44 |
| PP |
52.48 |
52.10 |
| S1 |
52.33 |
51.77 |
|