NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
48.65 |
49.35 |
0.70 |
1.4% |
47.01 |
High |
49.52 |
49.40 |
-0.12 |
-0.2% |
49.52 |
Low |
48.38 |
46.39 |
-1.99 |
-4.1% |
46.02 |
Close |
49.34 |
48.09 |
-1.25 |
-2.5% |
49.34 |
Range |
1.14 |
3.01 |
1.87 |
164.0% |
3.50 |
ATR |
1.30 |
1.42 |
0.12 |
9.4% |
0.00 |
Volume |
80,134 |
89,138 |
9,004 |
11.2% |
412,261 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.99 |
55.55 |
49.75 |
|
R3 |
53.98 |
52.54 |
48.92 |
|
R2 |
50.97 |
50.97 |
48.64 |
|
R1 |
49.53 |
49.53 |
48.37 |
48.75 |
PP |
47.96 |
47.96 |
47.96 |
47.57 |
S1 |
46.52 |
46.52 |
47.81 |
45.74 |
S2 |
44.95 |
44.95 |
47.54 |
|
S3 |
41.94 |
43.51 |
47.26 |
|
S4 |
38.93 |
40.50 |
46.43 |
|
|
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 |
46.39 |
3.13 |
6.5% |
1.37 |
2.8% |
54% |
False |
True |
82,833 |
10 |
49.52 |
45.30 |
4.22 |
8.8% |
1.35 |
2.8% |
66% |
False |
False |
85,536 |
20 |
49.52 |
42.72 |
6.80 |
14.1% |
1.38 |
2.9% |
79% |
False |
False |
81,998 |
40 |
49.52 |
35.00 |
14.52 |
30.2% |
1.52 |
3.2% |
90% |
False |
False |
66,203 |
60 |
49.52 |
35.00 |
14.52 |
30.2% |
1.49 |
3.1% |
90% |
False |
False |
55,071 |
80 |
49.52 |
35.00 |
14.52 |
30.2% |
1.46 |
3.0% |
90% |
False |
False |
48,202 |
100 |
49.52 |
35.00 |
14.52 |
30.2% |
1.35 |
2.8% |
90% |
False |
False |
41,893 |
120 |
49.52 |
35.00 |
14.52 |
30.2% |
1.30 |
2.7% |
90% |
False |
False |
36,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.19 |
2.618 |
57.28 |
1.618 |
54.27 |
1.000 |
52.41 |
0.618 |
51.26 |
HIGH |
49.40 |
0.618 |
48.25 |
0.500 |
47.90 |
0.382 |
47.54 |
LOW |
46.39 |
0.618 |
44.53 |
1.000 |
43.38 |
1.618 |
41.52 |
2.618 |
38.51 |
4.250 |
33.60 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
48.03 |
48.05 |
PP |
47.96 |
48.00 |
S1 |
47.90 |
47.96 |
|