NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 28-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
48.20 |
48.39 |
0.19 |
0.4% |
49.35 |
High |
48.72 |
49.07 |
0.35 |
0.7% |
49.40 |
Low |
47.69 |
47.63 |
-0.06 |
-0.1% |
46.30 |
Close |
48.35 |
47.77 |
-0.58 |
-1.2% |
48.35 |
Range |
1.03 |
1.44 |
0.41 |
39.8% |
3.10 |
ATR |
1.45 |
1.45 |
0.00 |
0.0% |
0.00 |
Volume |
31,480 |
67,469 |
35,989 |
114.3% |
262,286 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.48 |
51.56 |
48.56 |
|
R3 |
51.04 |
50.12 |
48.17 |
|
R2 |
49.60 |
49.60 |
48.03 |
|
R1 |
48.68 |
48.68 |
47.90 |
48.42 |
PP |
48.16 |
48.16 |
48.16 |
48.03 |
S1 |
47.24 |
47.24 |
47.64 |
46.98 |
S2 |
46.72 |
46.72 |
47.51 |
|
S3 |
45.28 |
45.80 |
47.37 |
|
S4 |
43.84 |
44.36 |
46.98 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.32 |
55.93 |
50.06 |
|
R3 |
54.22 |
52.83 |
49.20 |
|
R2 |
51.12 |
51.12 |
48.92 |
|
R1 |
49.73 |
49.73 |
48.63 |
48.88 |
PP |
48.02 |
48.02 |
48.02 |
47.59 |
S1 |
46.63 |
46.63 |
48.07 |
45.78 |
S2 |
44.92 |
44.92 |
47.78 |
|
S3 |
41.82 |
43.53 |
47.50 |
|
S4 |
38.72 |
40.43 |
46.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.40 |
46.30 |
3.10 |
6.5% |
1.83 |
3.8% |
47% |
False |
False |
65,951 |
10 |
49.52 |
46.02 |
3.50 |
7.3% |
1.46 |
3.1% |
50% |
False |
False |
74,201 |
20 |
49.52 |
44.27 |
5.25 |
11.0% |
1.38 |
2.9% |
67% |
False |
False |
78,168 |
40 |
49.52 |
35.00 |
14.52 |
30.4% |
1.50 |
3.1% |
88% |
False |
False |
67,880 |
60 |
49.52 |
35.00 |
14.52 |
30.4% |
1.47 |
3.1% |
88% |
False |
False |
56,583 |
80 |
49.52 |
35.00 |
14.52 |
30.4% |
1.48 |
3.1% |
88% |
False |
False |
50,285 |
100 |
49.52 |
35.00 |
14.52 |
30.4% |
1.36 |
2.8% |
88% |
False |
False |
43,629 |
120 |
49.52 |
35.00 |
14.52 |
30.4% |
1.32 |
2.8% |
88% |
False |
False |
38,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.19 |
2.618 |
52.84 |
1.618 |
51.40 |
1.000 |
50.51 |
0.618 |
49.96 |
HIGH |
49.07 |
0.618 |
48.52 |
0.500 |
48.35 |
0.382 |
48.18 |
LOW |
47.63 |
0.618 |
46.74 |
1.000 |
46.19 |
1.618 |
45.30 |
2.618 |
43.86 |
4.250 |
41.51 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
48.35 |
47.74 |
PP |
48.16 |
47.71 |
S1 |
47.96 |
47.69 |
|