NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
49.35 |
48.00 |
-1.35 |
-2.7% |
47.01 |
High |
49.40 |
48.07 |
-1.33 |
-2.7% |
49.52 |
Low |
46.39 |
46.72 |
0.33 |
0.7% |
46.02 |
Close |
48.09 |
47.16 |
-0.93 |
-1.9% |
49.34 |
Range |
3.01 |
1.35 |
-1.66 |
-55.1% |
3.50 |
ATR |
1.42 |
1.42 |
0.00 |
-0.3% |
0.00 |
Volume |
89,138 |
63,090 |
-26,048 |
-29.2% |
412,261 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.37 |
50.61 |
47.90 |
|
R3 |
50.02 |
49.26 |
47.53 |
|
R2 |
48.67 |
48.67 |
47.41 |
|
R1 |
47.91 |
47.91 |
47.28 |
47.62 |
PP |
47.32 |
47.32 |
47.32 |
47.17 |
S1 |
46.56 |
46.56 |
47.04 |
46.27 |
S2 |
45.97 |
45.97 |
46.91 |
|
S3 |
44.62 |
45.21 |
46.79 |
|
S4 |
43.27 |
43.86 |
46.42 |
|
|
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 |
6.6% |
1.41 |
3.0% |
25% |
False |
False |
79,367 |
10 |
49.52 |
45.30 |
4.22 |
8.9% |
1.41 |
3.0% |
44% |
False |
False |
83,617 |
20 |
49.52 |
43.22 |
6.30 |
13.4% |
1.39 |
3.0% |
63% |
False |
False |
81,375 |
40 |
49.52 |
35.00 |
14.52 |
30.8% |
1.52 |
3.2% |
84% |
False |
False |
67,158 |
60 |
49.52 |
35.00 |
14.52 |
30.8% |
1.50 |
3.2% |
84% |
False |
False |
55,870 |
80 |
49.52 |
35.00 |
14.52 |
30.8% |
1.46 |
3.1% |
84% |
False |
False |
48,771 |
100 |
49.52 |
35.00 |
14.52 |
30.8% |
1.36 |
2.9% |
84% |
False |
False |
42,470 |
120 |
49.52 |
35.00 |
14.52 |
30.8% |
1.30 |
2.8% |
84% |
False |
False |
37,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.81 |
2.618 |
51.60 |
1.618 |
50.25 |
1.000 |
49.42 |
0.618 |
48.90 |
HIGH |
48.07 |
0.618 |
47.55 |
0.500 |
47.40 |
0.382 |
47.24 |
LOW |
46.72 |
0.618 |
45.89 |
1.000 |
45.37 |
1.618 |
44.54 |
2.618 |
43.19 |
4.250 |
40.98 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.40 |
47.96 |
PP |
47.32 |
47.69 |
S1 |
47.24 |
47.43 |
|