NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
47.38 |
47.88 |
0.50 |
1.1% |
46.56 |
| High |
48.00 |
48.28 |
0.28 |
0.6% |
48.03 |
| Low |
47.02 |
47.59 |
0.57 |
1.2% |
45.52 |
| Close |
47.95 |
48.20 |
0.25 |
0.5% |
47.00 |
| Range |
0.98 |
0.69 |
-0.29 |
-29.6% |
2.51 |
| ATR |
1.28 |
1.24 |
-0.04 |
-3.3% |
0.00 |
| Volume |
18,854 |
19,851 |
997 |
5.3% |
149,355 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.09 |
49.84 |
48.58 |
|
| R3 |
49.40 |
49.15 |
48.39 |
|
| R2 |
48.71 |
48.71 |
48.33 |
|
| R1 |
48.46 |
48.46 |
48.26 |
48.59 |
| PP |
48.02 |
48.02 |
48.02 |
48.09 |
| S1 |
47.77 |
47.77 |
48.14 |
47.90 |
| S2 |
47.33 |
47.33 |
48.07 |
|
| S3 |
46.64 |
47.08 |
48.01 |
|
| S4 |
45.95 |
46.39 |
47.82 |
|
|
| 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 |
48.28 |
46.07 |
2.21 |
4.6% |
1.19 |
2.5% |
96% |
True |
False |
23,523 |
| 10 |
48.28 |
45.09 |
3.19 |
6.6% |
1.08 |
2.2% |
97% |
True |
False |
24,728 |
| 20 |
48.28 |
42.27 |
6.01 |
12.5% |
1.17 |
2.4% |
99% |
True |
False |
26,320 |
| 40 |
48.28 |
36.00 |
12.28 |
25.5% |
1.37 |
2.8% |
99% |
True |
False |
19,967 |
| 60 |
48.28 |
36.00 |
12.28 |
25.5% |
1.33 |
2.8% |
99% |
True |
False |
15,975 |
| 80 |
48.28 |
36.00 |
12.28 |
25.5% |
1.29 |
2.7% |
99% |
True |
False |
13,605 |
| 100 |
48.28 |
36.00 |
12.28 |
25.5% |
1.21 |
2.5% |
99% |
True |
False |
11,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.21 |
|
2.618 |
50.09 |
|
1.618 |
49.40 |
|
1.000 |
48.97 |
|
0.618 |
48.71 |
|
HIGH |
48.28 |
|
0.618 |
48.02 |
|
0.500 |
47.94 |
|
0.382 |
47.85 |
|
LOW |
47.59 |
|
0.618 |
47.16 |
|
1.000 |
46.90 |
|
1.618 |
46.47 |
|
2.618 |
45.78 |
|
4.250 |
44.66 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.11 |
47.88 |
| PP |
48.02 |
47.56 |
| S1 |
47.94 |
47.24 |
|