NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
48.39 |
47.87 |
-0.52 |
-1.1% |
49.35 |
| High |
49.07 |
48.49 |
-0.58 |
-1.2% |
49.40 |
| Low |
47.63 |
47.82 |
0.19 |
0.4% |
46.30 |
| Close |
47.77 |
48.14 |
0.37 |
0.8% |
48.35 |
| Range |
1.44 |
0.67 |
-0.77 |
-53.5% |
3.10 |
| ATR |
1.45 |
1.40 |
-0.05 |
-3.6% |
0.00 |
| Volume |
67,469 |
61,068 |
-6,401 |
-9.5% |
262,286 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.16 |
49.82 |
48.51 |
|
| R3 |
49.49 |
49.15 |
48.32 |
|
| R2 |
48.82 |
48.82 |
48.26 |
|
| R1 |
48.48 |
48.48 |
48.20 |
48.65 |
| PP |
48.15 |
48.15 |
48.15 |
48.24 |
| S1 |
47.81 |
47.81 |
48.08 |
47.98 |
| S2 |
47.48 |
47.48 |
48.02 |
|
| S3 |
46.81 |
47.14 |
47.96 |
|
| S4 |
46.14 |
46.47 |
47.77 |
|
|
| 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 |
49.07 |
46.30 |
2.77 |
5.8% |
1.36 |
2.8% |
66% |
False |
False |
60,337 |
| 10 |
49.52 |
46.30 |
3.22 |
6.7% |
1.36 |
2.8% |
57% |
False |
False |
71,585 |
| 20 |
49.52 |
44.27 |
5.25 |
10.9% |
1.35 |
2.8% |
74% |
False |
False |
77,418 |
| 40 |
49.52 |
35.00 |
14.52 |
30.2% |
1.48 |
3.1% |
90% |
False |
False |
68,508 |
| 60 |
49.52 |
35.00 |
14.52 |
30.2% |
1.45 |
3.0% |
90% |
False |
False |
57,059 |
| 80 |
49.52 |
35.00 |
14.52 |
30.2% |
1.48 |
3.1% |
90% |
False |
False |
50,806 |
| 100 |
49.52 |
35.00 |
14.52 |
30.2% |
1.36 |
2.8% |
90% |
False |
False |
44,051 |
| 120 |
49.52 |
35.00 |
14.52 |
30.2% |
1.31 |
2.7% |
90% |
False |
False |
38,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.34 |
|
2.618 |
50.24 |
|
1.618 |
49.57 |
|
1.000 |
49.16 |
|
0.618 |
48.90 |
|
HIGH |
48.49 |
|
0.618 |
48.23 |
|
0.500 |
48.16 |
|
0.382 |
48.08 |
|
LOW |
47.82 |
|
0.618 |
47.41 |
|
1.000 |
47.15 |
|
1.618 |
46.74 |
|
2.618 |
46.07 |
|
4.250 |
44.97 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.16 |
48.35 |
| PP |
48.15 |
48.28 |
| S1 |
48.15 |
48.21 |
|