NYMEX Light Sweet Crude Oil Future March 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 |
47.88 |
48.20 |
0.32 |
0.7% |
46.46 |
High |
48.23 |
48.90 |
0.67 |
1.4% |
47.98 |
Low |
47.46 |
48.12 |
0.66 |
1.4% |
45.30 |
Close |
48.12 |
48.65 |
0.53 |
1.1% |
46.87 |
Range |
0.77 |
0.78 |
0.01 |
1.3% |
2.68 |
ATR |
1.35 |
1.31 |
-0.04 |
-3.0% |
0.00 |
Volume |
86,387 |
78,087 |
-8,300 |
-9.6% |
438,291 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.90 |
50.55 |
49.08 |
|
R3 |
50.12 |
49.77 |
48.86 |
|
R2 |
49.34 |
49.34 |
48.79 |
|
R1 |
48.99 |
48.99 |
48.72 |
49.17 |
PP |
48.56 |
48.56 |
48.56 |
48.64 |
S1 |
48.21 |
48.21 |
48.58 |
48.39 |
S2 |
47.78 |
47.78 |
48.51 |
|
S3 |
47.00 |
47.43 |
48.44 |
|
S4 |
46.22 |
46.65 |
48.22 |
|
|
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 |
48.90 |
46.02 |
2.88 |
5.9% |
1.05 |
2.2% |
91% |
True |
False |
85,611 |
10 |
48.90 |
45.30 |
3.60 |
7.4% |
1.15 |
2.4% |
93% |
True |
False |
84,905 |
20 |
48.90 |
41.80 |
7.10 |
14.6% |
1.25 |
2.6% |
96% |
True |
False |
79,152 |
40 |
48.90 |
35.00 |
13.90 |
28.6% |
1.48 |
3.0% |
98% |
True |
False |
62,777 |
60 |
48.90 |
35.00 |
13.90 |
28.6% |
1.45 |
3.0% |
98% |
True |
False |
53,104 |
80 |
48.90 |
35.00 |
13.90 |
28.6% |
1.42 |
2.9% |
98% |
True |
False |
46,595 |
100 |
48.90 |
35.00 |
13.90 |
28.6% |
1.34 |
2.8% |
98% |
True |
False |
40,410 |
120 |
48.90 |
35.00 |
13.90 |
28.6% |
1.28 |
2.6% |
98% |
True |
False |
35,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.22 |
2.618 |
50.94 |
1.618 |
50.16 |
1.000 |
49.68 |
0.618 |
49.38 |
HIGH |
48.90 |
0.618 |
48.60 |
0.500 |
48.51 |
0.382 |
48.42 |
LOW |
48.12 |
0.618 |
47.64 |
1.000 |
47.34 |
1.618 |
46.86 |
2.618 |
46.08 |
4.250 |
44.81 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
48.60 |
48.39 |
PP |
48.56 |
48.13 |
S1 |
48.51 |
47.87 |
|