NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 51.94 51.70 -0.24 -0.5% 51.48
High 52.39 52.55 0.16 0.3% 52.76
Low 51.14 51.25 0.11 0.2% 50.78
Close 51.96 51.51 -0.45 -0.9% 51.54
Range 1.25 1.30 0.05 4.0% 1.98
ATR 1.17 1.18 0.01 0.8% 0.00
Volume 20,068 18,990 -1,078 -5.4% 105,857
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 55.67 54.89 52.23
R3 54.37 53.59 51.87
R2 53.07 53.07 51.75
R1 52.29 52.29 51.63 52.03
PP 51.77 51.77 51.77 51.64
S1 50.99 50.99 51.39 50.73
S2 50.47 50.47 51.27
S3 49.17 49.69 51.15
S4 47.87 48.39 50.80
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 57.63 56.57 52.63
R3 55.65 54.59 52.08
R2 53.67 53.67 51.90
R1 52.61 52.61 51.72 53.14
PP 51.69 51.69 51.69 51.96
S1 50.63 50.63 51.36 51.16
S2 49.71 49.71 51.18
S3 47.73 48.65 51.00
S4 45.75 46.67 50.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.55 50.78 1.77 3.4% 1.17 2.3% 41% True False 20,920
10 53.06 50.78 2.28 4.4% 1.13 2.2% 32% False False 23,165
20 53.12 47.46 5.66 11.0% 1.22 2.4% 72% False False 20,981
40 53.12 44.59 8.53 16.6% 1.17 2.3% 81% False False 15,292
60 53.12 36.69 16.43 31.9% 1.22 2.4% 90% False False 13,129
80 53.12 36.69 16.43 31.9% 1.20 2.3% 90% False False 10,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.08
2.618 55.95
1.618 54.65
1.000 53.85
0.618 53.35
HIGH 52.55
0.618 52.05
0.500 51.90
0.382 51.75
LOW 51.25
0.618 50.45
1.000 49.95
1.618 49.15
2.618 47.85
4.250 45.73
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 51.90 51.85
PP 51.77 51.73
S1 51.64 51.62

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

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