NYMEX Light Sweet Crude Oil Future July 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 |
47.60 |
49.59 |
1.99 |
4.2% |
48.04 |
| High |
50.04 |
50.32 |
0.28 |
0.6% |
48.90 |
| Low |
47.60 |
49.12 |
1.52 |
3.2% |
47.67 |
| Close |
49.77 |
50.19 |
0.42 |
0.8% |
48.52 |
| Range |
2.44 |
1.20 |
-1.24 |
-50.8% |
1.23 |
| ATR |
1.31 |
1.30 |
-0.01 |
-0.6% |
0.00 |
| Volume |
35,461 |
26,568 |
-8,893 |
-25.1% |
30,552 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.48 |
53.03 |
50.85 |
|
| R3 |
52.28 |
51.83 |
50.52 |
|
| R2 |
51.08 |
51.08 |
50.41 |
|
| R1 |
50.63 |
50.63 |
50.30 |
50.86 |
| PP |
49.88 |
49.88 |
49.88 |
49.99 |
| S1 |
49.43 |
49.43 |
50.08 |
49.66 |
| S2 |
48.68 |
48.68 |
49.97 |
|
| S3 |
47.48 |
48.23 |
49.86 |
|
| S4 |
46.28 |
47.03 |
49.53 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.05 |
51.52 |
49.20 |
|
| R3 |
50.82 |
50.29 |
48.86 |
|
| R2 |
49.59 |
49.59 |
48.75 |
|
| R1 |
49.06 |
49.06 |
48.63 |
49.33 |
| PP |
48.36 |
48.36 |
48.36 |
48.50 |
| S1 |
47.83 |
47.83 |
48.41 |
48.10 |
| S2 |
47.13 |
47.13 |
48.29 |
|
| S3 |
45.90 |
46.60 |
48.18 |
|
| S4 |
44.67 |
45.37 |
47.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.32 |
47.46 |
2.86 |
5.7% |
1.51 |
3.0% |
95% |
True |
False |
19,886 |
| 10 |
50.32 |
46.49 |
3.83 |
7.6% |
1.35 |
2.7% |
97% |
True |
False |
13,224 |
| 20 |
50.32 |
45.55 |
4.77 |
9.5% |
1.24 |
2.5% |
97% |
True |
False |
11,752 |
| 40 |
50.32 |
39.83 |
10.49 |
20.9% |
1.20 |
2.4% |
99% |
True |
False |
10,980 |
| 60 |
50.32 |
36.69 |
13.63 |
27.2% |
1.22 |
2.4% |
99% |
True |
False |
8,798 |
| 80 |
50.32 |
36.69 |
13.63 |
27.2% |
1.22 |
2.4% |
99% |
True |
False |
7,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.42 |
|
2.618 |
53.46 |
|
1.618 |
52.26 |
|
1.000 |
51.52 |
|
0.618 |
51.06 |
|
HIGH |
50.32 |
|
0.618 |
49.86 |
|
0.500 |
49.72 |
|
0.382 |
49.58 |
|
LOW |
49.12 |
|
0.618 |
48.38 |
|
1.000 |
47.92 |
|
1.618 |
47.18 |
|
2.618 |
45.98 |
|
4.250 |
44.02 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
50.03 |
49.76 |
| PP |
49.88 |
49.32 |
| S1 |
49.72 |
48.89 |
|