NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 03-Feb-2021
Day Change Summary
Previous Current
02-Feb-2021 03-Feb-2021 Change Change % Previous Week
Open 52.83 54.27 1.44 2.7% 51.68
High 54.40 55.44 1.04 1.9% 52.91
Low 52.78 54.04 1.26 2.4% 51.39
Close 54.01 54.92 0.91 1.7% 51.63
Range 1.62 1.40 -0.22 -13.6% 1.52
ATR 1.33 1.34 0.01 0.5% 0.00
Volume 111,254 118,518 7,264 6.5% 298,986
Daily Pivots for day following 03-Feb-2021
Classic Woodie Camarilla DeMark
R4 59.00 58.36 55.69
R3 57.60 56.96 55.31
R2 56.20 56.20 55.18
R1 55.56 55.56 55.05 55.88
PP 54.80 54.80 54.80 54.96
S1 54.16 54.16 54.79 54.48
S2 53.40 53.40 54.66
S3 52.00 52.76 54.54
S4 50.60 51.36 54.15
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 56.54 55.60 52.47
R3 55.02 54.08 52.05
R2 53.50 53.50 51.91
R1 52.56 52.56 51.77 52.27
PP 51.98 51.98 51.98 51.83
S1 51.04 51.04 51.49 50.75
S2 50.46 50.46 51.35
S3 48.94 49.52 51.21
S4 47.42 48.00 50.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.44 51.13 4.31 7.8% 1.51 2.8% 88% True False 85,399
10 55.44 51.04 4.40 8.0% 1.30 2.4% 88% True False 73,504
20 55.44 49.33 6.11 11.1% 1.27 2.3% 91% True False 79,174
40 55.44 45.54 9.90 18.0% 1.30 2.4% 95% True False 66,487
60 55.44 39.23 16.21 29.5% 1.32 2.4% 97% True False 64,716
80 55.44 36.26 19.18 34.9% 1.33 2.4% 97% True False 56,951
100 55.44 36.26 19.18 34.9% 1.34 2.4% 97% True False 52,351
Crabel Price Patterns
NR True
NR4 False
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.39
2.618 59.11
1.618 57.71
1.000 56.84
0.618 56.31
HIGH 55.44
0.618 54.91
0.500 54.74
0.382 54.57
LOW 54.04
0.618 53.17
1.000 52.64
1.618 51.77
2.618 50.37
4.250 48.09
Fisher Pivots for day following 03-Feb-2021
Pivot 1 day 3 day
R1 54.86 54.38
PP 54.80 53.83
S1 54.74 53.29

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

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