NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 52.29 53.02 0.73 1.4% 51.70
High 53.00 53.06 0.06 0.1% 53.12
Low 51.85 51.29 -0.56 -1.1% 50.83
Close 52.87 51.82 -1.05 -2.0% 51.82
Range 1.15 1.77 0.62 53.9% 2.29
ATR 1.23 1.27 0.04 3.1% 0.00
Volume 24,231 17,940 -6,291 -26.0% 90,362
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 57.37 56.36 52.79
R3 55.60 54.59 52.31
R2 53.83 53.83 52.14
R1 52.82 52.82 51.98 52.44
PP 52.06 52.06 52.06 51.87
S1 51.05 51.05 51.66 50.67
S2 50.29 50.29 51.50
S3 48.52 49.28 51.33
S4 46.75 47.51 50.85
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 58.79 57.60 53.08
R3 56.50 55.31 52.45
R2 54.21 54.21 52.24
R1 53.02 53.02 52.03 53.62
PP 51.92 51.92 51.92 52.22
S1 50.73 50.73 51.61 51.33
S2 49.63 49.63 51.40
S3 47.34 48.44 51.19
S4 45.05 46.15 50.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.12 50.83 2.29 4.4% 1.25 2.4% 43% False False 18,072
10 53.12 47.46 5.66 10.9% 1.44 2.8% 77% False False 21,505
20 53.12 46.46 6.66 12.9% 1.30 2.5% 80% False False 14,392
40 53.12 42.60 10.52 20.3% 1.16 2.2% 88% False False 13,023
60 53.12 36.69 16.43 31.7% 1.25 2.4% 92% False False 10,485
80 53.12 36.69 16.43 31.7% 1.23 2.4% 92% False False 8,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 60.58
2.618 57.69
1.618 55.92
1.000 54.83
0.618 54.15
HIGH 53.06
0.618 52.38
0.500 52.18
0.382 51.97
LOW 51.29
0.618 50.20
1.000 49.52
1.618 48.43
2.618 46.66
4.250 43.77
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 52.18 52.21
PP 52.06 52.08
S1 51.94 51.95

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

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