NYMEX Light Sweet Crude Oil Future July 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 51.70 51.50 -0.20 -0.4% 48.30
High 51.83 52.65 0.82 1.6% 51.91
Low 50.83 51.45 0.62 1.2% 47.46
Close 51.60 52.50 0.90 1.7% 51.54
Range 1.00 1.20 0.20 20.0% 4.45
ATR 1.25 1.25 0.00 -0.3% 0.00
Volume 16,371 15,539 -832 -5.1% 124,696
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 55.80 55.35 53.16
R3 54.60 54.15 52.83
R2 53.40 53.40 52.72
R1 52.95 52.95 52.61 53.18
PP 52.20 52.20 52.20 52.31
S1 51.75 51.75 52.39 51.98
S2 51.00 51.00 52.28
S3 49.80 50.55 52.17
S4 48.60 49.35 51.84
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 63.65 62.05 53.99
R3 59.20 57.60 52.76
R2 54.75 54.75 52.36
R1 53.15 53.15 51.95 53.95
PP 50.30 50.30 50.30 50.71
S1 48.70 48.70 51.13 49.50
S2 45.85 45.85 50.72
S3 41.40 44.25 50.32
S4 36.95 39.80 49.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.65 49.12 3.53 6.7% 1.11 2.1% 96% True False 19,767
10 52.65 47.46 5.19 9.9% 1.24 2.4% 97% True False 17,887
20 52.65 46.17 6.48 12.3% 1.25 2.4% 98% True False 12,526
40 52.65 41.85 10.80 20.6% 1.13 2.1% 99% True False 11,921
60 52.65 36.69 15.96 30.4% 1.22 2.3% 99% True False 9,611
80 52.65 36.69 15.96 30.4% 1.22 2.3% 99% True False 8,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.75
2.618 55.79
1.618 54.59
1.000 53.85
0.618 53.39
HIGH 52.65
0.618 52.19
0.500 52.05
0.382 51.91
LOW 51.45
0.618 50.71
1.000 50.25
1.618 49.51
2.618 48.31
4.250 46.35
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 52.35 52.18
PP 52.20 51.85
S1 52.05 51.53

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

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