NYMEX Light Sweet Crude Oil Future March 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 |
47.29 |
47.88 |
0.59 |
1.2% |
46.46 |
High |
47.97 |
48.23 |
0.26 |
0.5% |
47.98 |
Low |
46.84 |
47.46 |
0.62 |
1.3% |
45.30 |
Close |
47.88 |
48.12 |
0.24 |
0.5% |
46.87 |
Range |
1.13 |
0.77 |
-0.36 |
-31.9% |
2.68 |
ATR |
1.40 |
1.35 |
-0.04 |
-3.2% |
0.00 |
Volume |
80,419 |
86,387 |
5,968 |
7.4% |
438,291 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.25 |
49.95 |
48.54 |
|
R3 |
49.48 |
49.18 |
48.33 |
|
R2 |
48.71 |
48.71 |
48.26 |
|
R1 |
48.41 |
48.41 |
48.19 |
48.56 |
PP |
47.94 |
47.94 |
47.94 |
48.01 |
S1 |
47.64 |
47.64 |
48.05 |
47.79 |
S2 |
47.17 |
47.17 |
47.98 |
|
S3 |
46.40 |
46.87 |
47.91 |
|
S4 |
45.63 |
46.10 |
47.70 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.76 |
53.49 |
48.34 |
|
R3 |
52.08 |
50.81 |
47.61 |
|
R2 |
49.40 |
49.40 |
47.36 |
|
R1 |
48.13 |
48.13 |
47.12 |
48.77 |
PP |
46.72 |
46.72 |
46.72 |
47.03 |
S1 |
45.45 |
45.45 |
46.62 |
46.09 |
S2 |
44.04 |
44.04 |
46.38 |
|
S3 |
41.36 |
42.77 |
46.13 |
|
S4 |
38.68 |
40.09 |
45.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.23 |
45.87 |
2.36 |
4.9% |
1.31 |
2.7% |
95% |
True |
False |
89,251 |
10 |
48.23 |
44.98 |
3.25 |
6.8% |
1.18 |
2.5% |
97% |
True |
False |
84,714 |
20 |
48.23 |
41.80 |
6.43 |
13.4% |
1.28 |
2.7% |
98% |
True |
False |
77,359 |
40 |
48.23 |
35.00 |
13.23 |
27.5% |
1.50 |
3.1% |
99% |
True |
False |
61,717 |
60 |
48.23 |
35.00 |
13.23 |
27.5% |
1.46 |
3.0% |
99% |
True |
False |
52,199 |
80 |
48.23 |
35.00 |
13.23 |
27.5% |
1.42 |
3.0% |
99% |
True |
False |
46,051 |
100 |
48.23 |
35.00 |
13.23 |
27.5% |
1.34 |
2.8% |
99% |
True |
False |
39,711 |
120 |
48.23 |
35.00 |
13.23 |
27.5% |
1.29 |
2.7% |
99% |
True |
False |
35,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.50 |
2.618 |
50.25 |
1.618 |
49.48 |
1.000 |
49.00 |
0.618 |
48.71 |
HIGH |
48.23 |
0.618 |
47.94 |
0.500 |
47.85 |
0.382 |
47.75 |
LOW |
47.46 |
0.618 |
46.98 |
1.000 |
46.69 |
1.618 |
46.21 |
2.618 |
45.44 |
4.250 |
44.19 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
48.03 |
47.79 |
PP |
47.94 |
47.46 |
S1 |
47.85 |
47.13 |
|