NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
49.26 |
47.93 |
-1.33 |
-2.7% |
46.92 |
High |
49.31 |
47.96 |
-1.35 |
-2.7% |
49.43 |
Low |
46.25 |
46.60 |
0.35 |
0.8% |
45.88 |
Close |
47.97 |
47.02 |
-0.95 |
-2.0% |
49.24 |
Range |
3.06 |
1.36 |
-1.70 |
-55.6% |
3.55 |
ATR |
1.46 |
1.46 |
-0.01 |
-0.5% |
0.00 |
Volume |
478,098 |
295,737 |
-182,361 |
-38.1% |
1,193,328 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.27 |
50.51 |
47.77 |
|
R3 |
49.91 |
49.15 |
47.39 |
|
R2 |
48.55 |
48.55 |
47.27 |
|
R1 |
47.79 |
47.79 |
47.14 |
47.49 |
PP |
47.19 |
47.19 |
47.19 |
47.05 |
S1 |
46.43 |
46.43 |
46.90 |
46.13 |
S2 |
45.83 |
45.83 |
46.77 |
|
S3 |
44.47 |
45.07 |
46.65 |
|
S4 |
43.11 |
43.71 |
46.27 |
|
|
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 |
6.8% |
1.43 |
3.0% |
24% |
False |
False |
308,809 |
10 |
49.43 |
45.14 |
4.29 |
9.1% |
1.44 |
3.1% |
44% |
False |
False |
247,056 |
20 |
49.43 |
43.04 |
6.39 |
13.6% |
1.44 |
3.1% |
62% |
False |
False |
182,044 |
40 |
49.43 |
34.50 |
14.93 |
31.8% |
1.57 |
3.3% |
84% |
False |
False |
131,934 |
60 |
49.43 |
34.50 |
14.93 |
31.8% |
1.55 |
3.3% |
84% |
False |
False |
98,481 |
80 |
49.43 |
34.50 |
14.93 |
31.8% |
1.51 |
3.2% |
84% |
False |
False |
79,879 |
100 |
49.43 |
34.50 |
14.93 |
31.8% |
1.40 |
3.0% |
84% |
False |
False |
66,403 |
120 |
49.43 |
34.50 |
14.93 |
31.8% |
1.33 |
2.8% |
84% |
False |
False |
56,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.74 |
2.618 |
51.52 |
1.618 |
50.16 |
1.000 |
49.32 |
0.618 |
48.80 |
HIGH |
47.96 |
0.618 |
47.44 |
0.500 |
47.28 |
0.382 |
47.12 |
LOW |
46.60 |
0.618 |
45.76 |
1.000 |
45.24 |
1.618 |
44.40 |
2.618 |
43.04 |
4.250 |
40.82 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.28 |
47.84 |
PP |
47.19 |
47.57 |
S1 |
47.11 |
47.29 |
|