NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
48.23 |
48.68 |
0.45 |
0.9% |
46.98 |
| High |
48.93 |
49.56 |
0.63 |
1.3% |
49.56 |
| Low |
48.21 |
48.47 |
0.26 |
0.5% |
46.20 |
| Close |
48.76 |
49.40 |
0.64 |
1.3% |
49.40 |
| Range |
0.72 |
1.09 |
0.37 |
51.4% |
3.36 |
| ATR |
1.20 |
1.19 |
-0.01 |
-0.7% |
0.00 |
| Volume |
13,067 |
16,136 |
3,069 |
23.5% |
84,470 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.41 |
52.00 |
50.00 |
|
| R3 |
51.32 |
50.91 |
49.70 |
|
| R2 |
50.23 |
50.23 |
49.60 |
|
| R1 |
49.82 |
49.82 |
49.50 |
50.03 |
| PP |
49.14 |
49.14 |
49.14 |
49.25 |
| S1 |
48.73 |
48.73 |
49.30 |
48.94 |
| S2 |
48.05 |
48.05 |
49.20 |
|
| S3 |
46.96 |
47.64 |
49.10 |
|
| S4 |
45.87 |
46.55 |
48.80 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.47 |
57.29 |
51.25 |
|
| R3 |
55.11 |
53.93 |
50.32 |
|
| R2 |
51.75 |
51.75 |
50.02 |
|
| R1 |
50.57 |
50.57 |
49.71 |
51.16 |
| PP |
48.39 |
48.39 |
48.39 |
48.68 |
| S1 |
47.21 |
47.21 |
49.09 |
47.80 |
| S2 |
45.03 |
45.03 |
48.78 |
|
| S3 |
41.67 |
43.85 |
48.48 |
|
| S4 |
38.31 |
40.49 |
47.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.56 |
46.20 |
3.36 |
6.8% |
1.00 |
2.0% |
95% |
True |
False |
16,894 |
| 10 |
49.56 |
45.52 |
4.04 |
8.2% |
1.07 |
2.2% |
96% |
True |
False |
23,382 |
| 20 |
49.56 |
42.52 |
7.04 |
14.3% |
1.16 |
2.4% |
98% |
True |
False |
26,245 |
| 40 |
49.56 |
36.00 |
13.56 |
27.4% |
1.35 |
2.7% |
99% |
True |
False |
20,378 |
| 60 |
49.56 |
36.00 |
13.56 |
27.4% |
1.32 |
2.7% |
99% |
True |
False |
16,258 |
| 80 |
49.56 |
36.00 |
13.56 |
27.4% |
1.29 |
2.6% |
99% |
True |
False |
13,868 |
| 100 |
49.56 |
36.00 |
13.56 |
27.4% |
1.22 |
2.5% |
99% |
True |
False |
11,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.19 |
|
2.618 |
52.41 |
|
1.618 |
51.32 |
|
1.000 |
50.65 |
|
0.618 |
50.23 |
|
HIGH |
49.56 |
|
0.618 |
49.14 |
|
0.500 |
49.02 |
|
0.382 |
48.89 |
|
LOW |
48.47 |
|
0.618 |
47.80 |
|
1.000 |
47.38 |
|
1.618 |
46.71 |
|
2.618 |
45.62 |
|
4.250 |
43.84 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
49.27 |
49.13 |
| PP |
49.14 |
48.85 |
| S1 |
49.02 |
48.58 |
|