NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
47.60 |
47.85 |
0.25 |
0.5% |
46.15 |
High |
47.94 |
48.59 |
0.65 |
1.4% |
47.74 |
Low |
47.17 |
47.81 |
0.64 |
1.4% |
44.95 |
Close |
47.82 |
48.36 |
0.54 |
1.1% |
46.57 |
Range |
0.77 |
0.78 |
0.01 |
1.3% |
2.79 |
ATR |
1.43 |
1.38 |
-0.05 |
-3.2% |
0.00 |
Volume |
275,331 |
96,536 |
-178,795 |
-64.9% |
1,931,322 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.59 |
50.26 |
48.79 |
|
R3 |
49.81 |
49.48 |
48.57 |
|
R2 |
49.03 |
49.03 |
48.50 |
|
R1 |
48.70 |
48.70 |
48.43 |
48.87 |
PP |
48.25 |
48.25 |
48.25 |
48.34 |
S1 |
47.92 |
47.92 |
48.29 |
48.09 |
S2 |
47.47 |
47.47 |
48.22 |
|
S3 |
46.69 |
47.14 |
48.15 |
|
S4 |
45.91 |
46.36 |
47.93 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.79 |
53.47 |
48.10 |
|
R3 |
52.00 |
50.68 |
47.34 |
|
R2 |
49.21 |
49.21 |
47.08 |
|
R1 |
47.89 |
47.89 |
46.83 |
48.55 |
PP |
46.42 |
46.42 |
46.42 |
46.75 |
S1 |
45.10 |
45.10 |
46.31 |
45.76 |
S2 |
43.63 |
43.63 |
46.06 |
|
S3 |
40.84 |
42.31 |
45.80 |
|
S4 |
38.05 |
39.52 |
45.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.59 |
45.69 |
2.90 |
6.0% |
1.09 |
2.2% |
92% |
True |
False |
290,776 |
10 |
48.59 |
44.95 |
3.64 |
7.5% |
1.20 |
2.5% |
94% |
True |
False |
335,335 |
20 |
48.59 |
41.26 |
7.33 |
15.2% |
1.32 |
2.7% |
97% |
True |
False |
342,496 |
40 |
48.59 |
34.04 |
14.55 |
30.1% |
1.57 |
3.2% |
98% |
True |
False |
258,273 |
60 |
48.59 |
34.04 |
14.55 |
30.1% |
1.54 |
3.2% |
98% |
True |
False |
196,689 |
80 |
48.59 |
34.04 |
14.55 |
30.1% |
1.51 |
3.1% |
98% |
True |
False |
156,397 |
100 |
48.59 |
34.04 |
14.55 |
30.1% |
1.43 |
3.0% |
98% |
True |
False |
130,182 |
120 |
48.59 |
34.04 |
14.55 |
30.1% |
1.37 |
2.8% |
98% |
True |
False |
110,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.91 |
2.618 |
50.63 |
1.618 |
49.85 |
1.000 |
49.37 |
0.618 |
49.07 |
HIGH |
48.59 |
0.618 |
48.29 |
0.500 |
48.20 |
0.382 |
48.11 |
LOW |
47.81 |
0.618 |
47.33 |
1.000 |
47.03 |
1.618 |
46.55 |
2.618 |
45.77 |
4.250 |
44.50 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
48.31 |
48.10 |
PP |
48.25 |
47.83 |
S1 |
48.20 |
47.57 |
|