NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
47.18 |
47.77 |
0.59 |
1.3% |
46.24 |
High |
47.89 |
48.12 |
0.23 |
0.5% |
47.88 |
Low |
46.72 |
47.34 |
0.62 |
1.3% |
45.14 |
Close |
47.78 |
48.00 |
0.22 |
0.5% |
46.75 |
Range |
1.17 |
0.78 |
-0.39 |
-33.3% |
2.74 |
ATR |
1.45 |
1.40 |
-0.05 |
-3.3% |
0.00 |
Volume |
219,989 |
226,211 |
6,222 |
2.8% |
783,072 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.16 |
49.86 |
48.43 |
|
R3 |
49.38 |
49.08 |
48.21 |
|
R2 |
48.60 |
48.60 |
48.14 |
|
R1 |
48.30 |
48.30 |
48.07 |
48.45 |
PP |
47.82 |
47.82 |
47.82 |
47.90 |
S1 |
47.52 |
47.52 |
47.93 |
47.67 |
S2 |
47.04 |
47.04 |
47.86 |
|
S3 |
46.26 |
46.74 |
47.79 |
|
S4 |
45.48 |
45.96 |
47.57 |
|
|
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 |
48.12 |
45.72 |
2.40 |
5.0% |
1.35 |
2.8% |
95% |
True |
False |
200,665 |
10 |
48.12 |
44.84 |
3.28 |
6.8% |
1.22 |
2.5% |
96% |
True |
False |
165,496 |
20 |
48.12 |
41.52 |
6.60 |
13.8% |
1.33 |
2.8% |
98% |
True |
False |
133,518 |
40 |
48.12 |
34.50 |
13.62 |
28.4% |
1.56 |
3.2% |
99% |
True |
False |
102,138 |
60 |
48.12 |
34.50 |
13.62 |
28.4% |
1.51 |
3.2% |
99% |
True |
False |
78,057 |
80 |
48.12 |
34.50 |
13.62 |
28.4% |
1.47 |
3.1% |
99% |
True |
False |
64,151 |
100 |
48.12 |
34.50 |
13.62 |
28.4% |
1.38 |
2.9% |
99% |
True |
False |
53,569 |
120 |
48.12 |
34.50 |
13.62 |
28.4% |
1.32 |
2.8% |
99% |
True |
False |
45,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.44 |
2.618 |
50.16 |
1.618 |
49.38 |
1.000 |
48.90 |
0.618 |
48.60 |
HIGH |
48.12 |
0.618 |
47.82 |
0.500 |
47.73 |
0.382 |
47.64 |
LOW |
47.34 |
0.618 |
46.86 |
1.000 |
46.56 |
1.618 |
46.08 |
2.618 |
45.30 |
4.250 |
44.03 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.91 |
47.67 |
PP |
47.82 |
47.33 |
S1 |
47.73 |
47.00 |
|