NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
48.14 |
46.98 |
-1.16 |
-2.4% |
46.98 |
High |
48.18 |
48.69 |
0.51 |
1.1% |
49.56 |
Low |
46.84 |
46.48 |
-0.36 |
-0.8% |
46.20 |
Close |
47.32 |
48.37 |
1.05 |
2.2% |
49.40 |
Range |
1.34 |
2.21 |
0.87 |
64.9% |
3.36 |
ATR |
1.32 |
1.38 |
0.06 |
4.8% |
0.00 |
Volume |
20,523 |
14,297 |
-6,226 |
-30.3% |
84,470 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.48 |
53.63 |
49.59 |
|
R3 |
52.27 |
51.42 |
48.98 |
|
R2 |
50.06 |
50.06 |
48.78 |
|
R1 |
49.21 |
49.21 |
48.57 |
49.64 |
PP |
47.85 |
47.85 |
47.85 |
48.06 |
S1 |
47.00 |
47.00 |
48.17 |
47.43 |
S2 |
45.64 |
45.64 |
47.96 |
|
S3 |
43.43 |
44.79 |
47.76 |
|
S4 |
41.22 |
42.58 |
47.15 |
|
|
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 |
46.48 |
3.08 |
6.4% |
1.66 |
3.4% |
61% |
False |
True |
16,717 |
10 |
49.56 |
46.07 |
3.49 |
7.2% |
1.43 |
2.9% |
66% |
False |
False |
20,120 |
20 |
49.56 |
44.49 |
5.07 |
10.5% |
1.29 |
2.7% |
77% |
False |
False |
24,540 |
40 |
49.56 |
36.00 |
13.56 |
28.0% |
1.43 |
3.0% |
91% |
False |
False |
21,206 |
60 |
49.56 |
36.00 |
13.56 |
28.0% |
1.37 |
2.8% |
91% |
False |
False |
16,931 |
80 |
49.56 |
36.00 |
13.56 |
28.0% |
1.35 |
2.8% |
91% |
False |
False |
14,447 |
100 |
49.56 |
36.00 |
13.56 |
28.0% |
1.24 |
2.6% |
91% |
False |
False |
12,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.08 |
2.618 |
54.48 |
1.618 |
52.27 |
1.000 |
50.90 |
0.618 |
50.06 |
HIGH |
48.69 |
0.618 |
47.85 |
0.500 |
47.59 |
0.382 |
47.32 |
LOW |
46.48 |
0.618 |
45.11 |
1.000 |
44.27 |
1.618 |
42.90 |
2.618 |
40.69 |
4.250 |
37.09 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
48.11 |
48.24 |
PP |
47.85 |
48.10 |
S1 |
47.59 |
47.97 |
|