NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
46.98 |
47.38 |
0.40 |
0.9% |
46.56 |
High |
47.73 |
48.00 |
0.27 |
0.6% |
48.03 |
Low |
46.20 |
47.02 |
0.82 |
1.8% |
45.52 |
Close |
47.39 |
47.95 |
0.56 |
1.2% |
47.00 |
Range |
1.53 |
0.98 |
-0.55 |
-35.9% |
2.51 |
ATR |
1.30 |
1.28 |
-0.02 |
-1.8% |
0.00 |
Volume |
16,562 |
18,854 |
2,292 |
13.8% |
149,355 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.60 |
50.25 |
48.49 |
|
R3 |
49.62 |
49.27 |
48.22 |
|
R2 |
48.64 |
48.64 |
48.13 |
|
R1 |
48.29 |
48.29 |
48.04 |
48.47 |
PP |
47.66 |
47.66 |
47.66 |
47.74 |
S1 |
47.31 |
47.31 |
47.86 |
47.49 |
S2 |
46.68 |
46.68 |
47.77 |
|
S3 |
45.70 |
46.33 |
47.68 |
|
S4 |
44.72 |
45.35 |
47.41 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.38 |
53.20 |
48.38 |
|
R3 |
51.87 |
50.69 |
47.69 |
|
R2 |
49.36 |
49.36 |
47.46 |
|
R1 |
48.18 |
48.18 |
47.23 |
48.77 |
PP |
46.85 |
46.85 |
46.85 |
47.15 |
S1 |
45.67 |
45.67 |
46.77 |
46.26 |
S2 |
44.34 |
44.34 |
46.54 |
|
S3 |
41.83 |
43.16 |
46.31 |
|
S4 |
39.32 |
40.65 |
45.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.03 |
45.52 |
2.51 |
5.2% |
1.29 |
2.7% |
97% |
False |
False |
26,008 |
10 |
48.03 |
44.49 |
3.54 |
7.4% |
1.18 |
2.5% |
98% |
False |
False |
25,498 |
20 |
48.03 |
41.83 |
6.20 |
12.9% |
1.18 |
2.5% |
99% |
False |
False |
25,817 |
40 |
48.03 |
36.00 |
12.03 |
25.1% |
1.38 |
2.9% |
99% |
False |
False |
19,792 |
60 |
48.03 |
36.00 |
12.03 |
25.1% |
1.34 |
2.8% |
99% |
False |
False |
15,747 |
80 |
48.03 |
36.00 |
12.03 |
25.1% |
1.29 |
2.7% |
99% |
False |
False |
13,393 |
100 |
48.03 |
36.00 |
12.03 |
25.1% |
1.22 |
2.5% |
99% |
False |
False |
11,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.17 |
2.618 |
50.57 |
1.618 |
49.59 |
1.000 |
48.98 |
0.618 |
48.61 |
HIGH |
48.00 |
0.618 |
47.63 |
0.500 |
47.51 |
0.382 |
47.39 |
LOW |
47.02 |
0.618 |
46.41 |
1.000 |
46.04 |
1.618 |
45.43 |
2.618 |
44.45 |
4.250 |
42.86 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.80 |
47.67 |
PP |
47.66 |
47.38 |
S1 |
47.51 |
47.10 |
|