NYMEX Light Sweet Crude Oil Future February 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 |
47.77 |
48.07 |
0.30 |
0.6% |
46.24 |
High |
48.12 |
48.80 |
0.68 |
1.4% |
47.88 |
Low |
47.34 |
48.00 |
0.66 |
1.4% |
45.14 |
Close |
48.00 |
48.54 |
0.54 |
1.1% |
46.75 |
Range |
0.78 |
0.80 |
0.02 |
2.6% |
2.74 |
ATR |
1.40 |
1.36 |
-0.04 |
-3.1% |
0.00 |
Volume |
226,211 |
243,856 |
17,645 |
7.8% |
783,072 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.85 |
50.49 |
48.98 |
|
R3 |
50.05 |
49.69 |
48.76 |
|
R2 |
49.25 |
49.25 |
48.69 |
|
R1 |
48.89 |
48.89 |
48.61 |
49.07 |
PP |
48.45 |
48.45 |
48.45 |
48.54 |
S1 |
48.09 |
48.09 |
48.47 |
48.27 |
S2 |
47.65 |
47.65 |
48.39 |
|
S3 |
46.85 |
47.29 |
48.32 |
|
S4 |
46.05 |
46.49 |
48.10 |
|
|
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 |
48.80 |
45.88 |
2.92 |
6.0% |
1.08 |
2.2% |
91% |
True |
False |
215,006 |
10 |
48.80 |
45.14 |
3.66 |
7.5% |
1.18 |
2.4% |
93% |
True |
False |
179,481 |
20 |
48.80 |
41.52 |
7.28 |
15.0% |
1.30 |
2.7% |
96% |
True |
False |
142,098 |
40 |
48.80 |
34.50 |
14.30 |
29.5% |
1.53 |
3.2% |
98% |
True |
False |
107,291 |
60 |
48.80 |
34.50 |
14.30 |
29.5% |
1.50 |
3.1% |
98% |
True |
False |
81,499 |
80 |
48.80 |
34.50 |
14.30 |
29.5% |
1.47 |
3.0% |
98% |
True |
False |
66,929 |
100 |
48.80 |
34.50 |
14.30 |
29.5% |
1.38 |
2.8% |
98% |
True |
False |
55,918 |
120 |
48.80 |
34.50 |
14.30 |
29.5% |
1.31 |
2.7% |
98% |
True |
False |
47,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.20 |
2.618 |
50.89 |
1.618 |
50.09 |
1.000 |
49.60 |
0.618 |
49.29 |
HIGH |
48.80 |
0.618 |
48.49 |
0.500 |
48.40 |
0.382 |
48.31 |
LOW |
48.00 |
0.618 |
47.51 |
1.000 |
47.20 |
1.618 |
46.71 |
2.618 |
45.91 |
4.250 |
44.60 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
48.49 |
48.28 |
PP |
48.45 |
48.02 |
S1 |
48.40 |
47.76 |
|