NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 24-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
46.98 |
48.27 |
1.29 |
2.7% |
46.98 |
High |
48.69 |
48.79 |
0.10 |
0.2% |
49.56 |
Low |
46.48 |
47.84 |
1.36 |
2.9% |
46.20 |
Close |
48.37 |
48.45 |
0.08 |
0.2% |
49.40 |
Range |
2.21 |
0.95 |
-1.26 |
-57.0% |
3.36 |
ATR |
1.38 |
1.35 |
-0.03 |
-2.2% |
0.00 |
Volume |
14,297 |
6,489 |
-7,808 |
-54.6% |
84,470 |
|
Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.21 |
50.78 |
48.97 |
|
R3 |
50.26 |
49.83 |
48.71 |
|
R2 |
49.31 |
49.31 |
48.62 |
|
R1 |
48.88 |
48.88 |
48.54 |
49.10 |
PP |
48.36 |
48.36 |
48.36 |
48.47 |
S1 |
47.93 |
47.93 |
48.36 |
48.15 |
S2 |
47.41 |
47.41 |
48.28 |
|
S3 |
46.46 |
46.98 |
48.19 |
|
S4 |
45.51 |
46.03 |
47.93 |
|
|
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% |
1.70 |
3.5% |
64% |
False |
False |
15,401 |
10 |
49.56 |
46.20 |
3.36 |
6.9% |
1.32 |
2.7% |
67% |
False |
False |
17,110 |
20 |
49.56 |
44.49 |
5.07 |
10.5% |
1.28 |
2.6% |
78% |
False |
False |
22,386 |
40 |
49.56 |
36.00 |
13.56 |
28.0% |
1.41 |
2.9% |
92% |
False |
False |
21,058 |
60 |
49.56 |
36.00 |
13.56 |
28.0% |
1.36 |
2.8% |
92% |
False |
False |
16,939 |
80 |
49.56 |
36.00 |
13.56 |
28.0% |
1.35 |
2.8% |
92% |
False |
False |
14,470 |
100 |
49.56 |
36.00 |
13.56 |
28.0% |
1.24 |
2.6% |
92% |
False |
False |
12,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.83 |
2.618 |
51.28 |
1.618 |
50.33 |
1.000 |
49.74 |
0.618 |
49.38 |
HIGH |
48.79 |
0.618 |
48.43 |
0.500 |
48.32 |
0.382 |
48.20 |
LOW |
47.84 |
0.618 |
47.25 |
1.000 |
46.89 |
1.618 |
46.30 |
2.618 |
45.35 |
4.250 |
43.80 |
|
|
Fisher Pivots for day following 24-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
48.41 |
48.18 |
PP |
48.36 |
47.91 |
S1 |
48.32 |
47.64 |
|