NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 14-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
47.15 |
46.92 |
-0.23 |
-0.5% |
46.24 |
High |
47.46 |
47.57 |
0.11 |
0.2% |
47.88 |
Low |
46.51 |
45.88 |
-0.63 |
-1.4% |
45.14 |
Close |
46.75 |
47.15 |
0.40 |
0.9% |
46.75 |
Range |
0.95 |
1.69 |
0.74 |
77.9% |
2.74 |
ATR |
1.45 |
1.47 |
0.02 |
1.2% |
0.00 |
Volume |
181,850 |
203,128 |
21,278 |
11.7% |
783,072 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.94 |
51.23 |
48.08 |
|
R3 |
50.25 |
49.54 |
47.61 |
|
R2 |
48.56 |
48.56 |
47.46 |
|
R1 |
47.85 |
47.85 |
47.30 |
48.21 |
PP |
46.87 |
46.87 |
46.87 |
47.04 |
S1 |
46.16 |
46.16 |
47.00 |
46.52 |
S2 |
45.18 |
45.18 |
46.84 |
|
S3 |
43.49 |
44.47 |
46.69 |
|
S4 |
41.80 |
42.78 |
46.22 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.81 |
53.52 |
48.26 |
|
R3 |
52.07 |
50.78 |
47.50 |
|
R2 |
49.33 |
49.33 |
47.25 |
|
R1 |
48.04 |
48.04 |
47.00 |
48.69 |
PP |
46.59 |
46.59 |
46.59 |
46.91 |
S1 |
45.30 |
45.30 |
46.50 |
45.95 |
S2 |
43.85 |
43.85 |
46.25 |
|
S3 |
41.11 |
42.56 |
46.00 |
|
S4 |
38.37 |
39.82 |
45.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.88 |
45.14 |
2.74 |
5.8% |
1.37 |
2.9% |
73% |
False |
False |
169,525 |
10 |
47.88 |
44.10 |
3.78 |
8.0% |
1.37 |
2.9% |
81% |
False |
False |
142,372 |
20 |
47.88 |
40.68 |
7.20 |
15.3% |
1.38 |
2.9% |
90% |
False |
False |
118,848 |
40 |
47.88 |
34.50 |
13.38 |
28.4% |
1.56 |
3.3% |
95% |
False |
False |
92,546 |
60 |
47.88 |
34.50 |
13.38 |
28.4% |
1.54 |
3.3% |
95% |
False |
False |
71,476 |
80 |
47.88 |
34.50 |
13.38 |
28.4% |
1.47 |
3.1% |
95% |
False |
False |
58,860 |
100 |
47.88 |
34.50 |
13.38 |
28.4% |
1.38 |
2.9% |
95% |
False |
False |
49,258 |
120 |
47.88 |
34.50 |
13.38 |
28.4% |
1.33 |
2.8% |
95% |
False |
False |
42,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.75 |
2.618 |
51.99 |
1.618 |
50.30 |
1.000 |
49.26 |
0.618 |
48.61 |
HIGH |
47.57 |
0.618 |
46.92 |
0.500 |
46.73 |
0.382 |
46.53 |
LOW |
45.88 |
0.618 |
44.84 |
1.000 |
44.19 |
1.618 |
43.15 |
2.618 |
41.46 |
4.250 |
38.70 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.01 |
47.03 |
PP |
46.87 |
46.92 |
S1 |
46.73 |
46.80 |
|