NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
48.68 |
49.44 |
0.76 |
1.6% |
46.98 |
| High |
49.56 |
49.46 |
-0.10 |
-0.2% |
49.56 |
| Low |
48.47 |
46.54 |
-1.93 |
-4.0% |
46.20 |
| Close |
49.40 |
48.20 |
-1.20 |
-2.4% |
49.40 |
| Range |
1.09 |
2.92 |
1.83 |
167.9% |
3.36 |
| ATR |
1.19 |
1.32 |
0.12 |
10.3% |
0.00 |
| Volume |
16,136 |
19,563 |
3,427 |
21.2% |
84,470 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.83 |
55.43 |
49.81 |
|
| R3 |
53.91 |
52.51 |
49.00 |
|
| R2 |
50.99 |
50.99 |
48.74 |
|
| R1 |
49.59 |
49.59 |
48.47 |
48.83 |
| PP |
48.07 |
48.07 |
48.07 |
47.69 |
| S1 |
46.67 |
46.67 |
47.93 |
45.91 |
| S2 |
45.15 |
45.15 |
47.66 |
|
| S3 |
42.23 |
43.75 |
47.40 |
|
| S4 |
39.31 |
40.83 |
46.59 |
|
|
| 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 |
46.54 |
3.02 |
6.3% |
1.28 |
2.7% |
55% |
False |
True |
17,494 |
| 10 |
49.56 |
45.52 |
4.04 |
8.4% |
1.26 |
2.6% |
66% |
False |
False |
22,599 |
| 20 |
49.56 |
43.07 |
6.49 |
13.5% |
1.27 |
2.6% |
79% |
False |
False |
26,395 |
| 40 |
49.56 |
36.00 |
13.56 |
28.1% |
1.40 |
2.9% |
90% |
False |
False |
20,695 |
| 60 |
49.56 |
36.00 |
13.56 |
28.1% |
1.36 |
2.8% |
90% |
False |
False |
16,515 |
| 80 |
49.56 |
36.00 |
13.56 |
28.1% |
1.32 |
2.7% |
90% |
False |
False |
14,068 |
| 100 |
49.56 |
36.00 |
13.56 |
28.1% |
1.23 |
2.5% |
90% |
False |
False |
12,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.87 |
|
2.618 |
57.10 |
|
1.618 |
54.18 |
|
1.000 |
52.38 |
|
0.618 |
51.26 |
|
HIGH |
49.46 |
|
0.618 |
48.34 |
|
0.500 |
48.00 |
|
0.382 |
47.66 |
|
LOW |
46.54 |
|
0.618 |
44.74 |
|
1.000 |
43.62 |
|
1.618 |
41.82 |
|
2.618 |
38.90 |
|
4.250 |
34.13 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.13 |
48.15 |
| PP |
48.07 |
48.10 |
| S1 |
48.00 |
48.05 |
|