NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
48.20 |
48.65 |
0.45 |
0.9% |
47.01 |
| High |
48.90 |
49.52 |
0.62 |
1.3% |
49.52 |
| Low |
48.12 |
48.38 |
0.26 |
0.5% |
46.02 |
| Close |
48.65 |
49.34 |
0.69 |
1.4% |
49.34 |
| Range |
0.78 |
1.14 |
0.36 |
46.2% |
3.50 |
| ATR |
1.31 |
1.30 |
-0.01 |
-0.9% |
0.00 |
| Volume |
78,087 |
80,134 |
2,047 |
2.6% |
412,261 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.50 |
52.06 |
49.97 |
|
| R3 |
51.36 |
50.92 |
49.65 |
|
| R2 |
50.22 |
50.22 |
49.55 |
|
| R1 |
49.78 |
49.78 |
49.44 |
50.00 |
| PP |
49.08 |
49.08 |
49.08 |
49.19 |
| S1 |
48.64 |
48.64 |
49.24 |
48.86 |
| S2 |
47.94 |
47.94 |
49.13 |
|
| S3 |
46.80 |
47.50 |
49.03 |
|
| S4 |
45.66 |
46.36 |
48.71 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.79 |
57.57 |
51.27 |
|
| R3 |
55.29 |
54.07 |
50.30 |
|
| R2 |
51.79 |
51.79 |
49.98 |
|
| R1 |
50.57 |
50.57 |
49.66 |
51.18 |
| PP |
48.29 |
48.29 |
48.29 |
48.60 |
| S1 |
47.07 |
47.07 |
49.02 |
47.68 |
| S2 |
44.79 |
44.79 |
48.70 |
|
| S3 |
41.29 |
43.57 |
48.38 |
|
| S4 |
37.79 |
40.07 |
47.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.52 |
46.02 |
3.50 |
7.1% |
1.09 |
2.2% |
95% |
True |
False |
82,452 |
| 10 |
49.52 |
45.30 |
4.22 |
8.6% |
1.16 |
2.4% |
96% |
True |
False |
85,055 |
| 20 |
49.52 |
42.08 |
7.44 |
15.1% |
1.27 |
2.6% |
98% |
True |
False |
80,497 |
| 40 |
49.52 |
35.00 |
14.52 |
29.4% |
1.47 |
3.0% |
99% |
True |
False |
64,306 |
| 60 |
49.52 |
35.00 |
14.52 |
29.4% |
1.45 |
2.9% |
99% |
True |
False |
53,976 |
| 80 |
49.52 |
35.00 |
14.52 |
29.4% |
1.43 |
2.9% |
99% |
True |
False |
47,325 |
| 100 |
49.52 |
35.00 |
14.52 |
29.4% |
1.35 |
2.7% |
99% |
True |
False |
41,103 |
| 120 |
49.52 |
35.00 |
14.52 |
29.4% |
1.28 |
2.6% |
99% |
True |
False |
36,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.37 |
|
2.618 |
52.50 |
|
1.618 |
51.36 |
|
1.000 |
50.66 |
|
0.618 |
50.22 |
|
HIGH |
49.52 |
|
0.618 |
49.08 |
|
0.500 |
48.95 |
|
0.382 |
48.82 |
|
LOW |
48.38 |
|
0.618 |
47.68 |
|
1.000 |
47.24 |
|
1.618 |
46.54 |
|
2.618 |
45.40 |
|
4.250 |
43.54 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
49.21 |
49.06 |
| PP |
49.08 |
48.77 |
| S1 |
48.95 |
48.49 |
|