NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
47.93 |
46.79 |
-1.14 |
-2.4% |
46.92 |
High |
47.96 |
48.50 |
0.54 |
1.1% |
49.43 |
Low |
46.60 |
46.16 |
-0.44 |
-0.9% |
45.88 |
Close |
47.02 |
48.12 |
1.10 |
2.3% |
49.24 |
Range |
1.36 |
2.34 |
0.98 |
72.1% |
3.55 |
ATR |
1.46 |
1.52 |
0.06 |
4.3% |
0.00 |
Volume |
295,737 |
344,306 |
48,569 |
16.4% |
1,193,328 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.61 |
53.71 |
49.41 |
|
R3 |
52.27 |
51.37 |
48.76 |
|
R2 |
49.93 |
49.93 |
48.55 |
|
R1 |
49.03 |
49.03 |
48.33 |
49.48 |
PP |
47.59 |
47.59 |
47.59 |
47.82 |
S1 |
46.69 |
46.69 |
47.91 |
47.14 |
S2 |
45.25 |
45.25 |
47.69 |
|
S3 |
42.91 |
44.35 |
47.48 |
|
S4 |
40.57 |
42.01 |
46.83 |
|
|
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 |
46.16 |
3.27 |
6.8% |
1.74 |
3.6% |
60% |
False |
True |
332,428 |
10 |
49.43 |
45.72 |
3.71 |
7.7% |
1.55 |
3.2% |
65% |
False |
False |
266,546 |
20 |
49.43 |
44.10 |
5.33 |
11.1% |
1.44 |
3.0% |
75% |
False |
False |
191,736 |
40 |
49.43 |
34.50 |
14.93 |
31.0% |
1.60 |
3.3% |
91% |
False |
False |
139,736 |
60 |
49.43 |
34.50 |
14.93 |
31.0% |
1.55 |
3.2% |
91% |
False |
False |
103,845 |
80 |
49.43 |
34.50 |
14.93 |
31.0% |
1.53 |
3.2% |
91% |
False |
False |
84,007 |
100 |
49.43 |
34.50 |
14.93 |
31.0% |
1.41 |
2.9% |
91% |
False |
False |
69,721 |
120 |
49.43 |
34.50 |
14.93 |
31.0% |
1.34 |
2.8% |
91% |
False |
False |
59,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.45 |
2.618 |
54.63 |
1.618 |
52.29 |
1.000 |
50.84 |
0.618 |
49.95 |
HIGH |
48.50 |
0.618 |
47.61 |
0.500 |
47.33 |
0.382 |
47.05 |
LOW |
46.16 |
0.618 |
44.71 |
1.000 |
43.82 |
1.618 |
42.37 |
2.618 |
40.03 |
4.250 |
36.22 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.86 |
47.99 |
PP |
47.59 |
47.86 |
S1 |
47.33 |
47.74 |
|