NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
48.57 |
49.26 |
0.69 |
1.4% |
46.92 |
High |
49.43 |
49.31 |
-0.12 |
-0.2% |
49.43 |
Low |
48.27 |
46.25 |
-2.02 |
-4.2% |
45.88 |
Close |
49.24 |
47.97 |
-1.27 |
-2.6% |
49.24 |
Range |
1.16 |
3.06 |
1.90 |
163.8% |
3.55 |
ATR |
1.34 |
1.46 |
0.12 |
9.1% |
0.00 |
Volume |
300,144 |
478,098 |
177,954 |
59.3% |
1,193,328 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.02 |
55.56 |
49.65 |
|
R3 |
53.96 |
52.50 |
48.81 |
|
R2 |
50.90 |
50.90 |
48.53 |
|
R1 |
49.44 |
49.44 |
48.25 |
48.64 |
PP |
47.84 |
47.84 |
47.84 |
47.45 |
S1 |
46.38 |
46.38 |
47.69 |
45.58 |
S2 |
44.78 |
44.78 |
47.41 |
|
S3 |
41.72 |
43.32 |
47.13 |
|
S4 |
38.66 |
40.26 |
46.29 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.83 |
57.59 |
51.19 |
|
R3 |
55.28 |
54.04 |
50.22 |
|
R2 |
51.73 |
51.73 |
49.89 |
|
R1 |
50.49 |
50.49 |
49.57 |
51.11 |
PP |
48.18 |
48.18 |
48.18 |
48.50 |
S1 |
46.94 |
46.94 |
48.91 |
47.56 |
S2 |
44.63 |
44.63 |
48.59 |
|
S3 |
41.08 |
43.39 |
48.26 |
|
S4 |
37.53 |
39.84 |
47.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.43 |
46.25 |
3.18 |
6.6% |
1.39 |
2.9% |
54% |
False |
True |
293,659 |
10 |
49.43 |
45.14 |
4.29 |
8.9% |
1.38 |
2.9% |
66% |
False |
False |
231,592 |
20 |
49.43 |
42.52 |
6.91 |
14.4% |
1.42 |
3.0% |
79% |
False |
False |
172,180 |
40 |
49.43 |
34.50 |
14.93 |
31.1% |
1.57 |
3.3% |
90% |
False |
False |
125,589 |
60 |
49.43 |
34.50 |
14.93 |
31.1% |
1.54 |
3.2% |
90% |
False |
False |
93,755 |
80 |
49.43 |
34.50 |
14.93 |
31.1% |
1.50 |
3.1% |
90% |
False |
False |
76,316 |
100 |
49.43 |
34.50 |
14.93 |
31.1% |
1.39 |
2.9% |
90% |
False |
False |
63,515 |
120 |
49.43 |
34.50 |
14.93 |
31.1% |
1.33 |
2.8% |
90% |
False |
False |
54,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.32 |
2.618 |
57.32 |
1.618 |
54.26 |
1.000 |
52.37 |
0.618 |
51.20 |
HIGH |
49.31 |
0.618 |
48.14 |
0.500 |
47.78 |
0.382 |
47.42 |
LOW |
46.25 |
0.618 |
44.36 |
1.000 |
43.19 |
1.618 |
41.30 |
2.618 |
38.24 |
4.250 |
33.25 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.91 |
47.93 |
PP |
47.84 |
47.88 |
S1 |
47.78 |
47.84 |
|