NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
48.36 |
48.55 |
0.19 |
0.4% |
49.44 |
| High |
48.90 |
48.74 |
-0.16 |
-0.3% |
49.46 |
| Low |
47.94 |
47.99 |
0.05 |
0.1% |
46.48 |
| Close |
48.59 |
48.69 |
0.10 |
0.2% |
48.45 |
| Range |
0.96 |
0.75 |
-0.21 |
-21.9% |
2.98 |
| ATR |
1.29 |
1.25 |
-0.04 |
-3.0% |
0.00 |
| Volume |
17,185 |
16,367 |
-818 |
-4.8% |
60,872 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.72 |
50.46 |
49.10 |
|
| R3 |
49.97 |
49.71 |
48.90 |
|
| R2 |
49.22 |
49.22 |
48.83 |
|
| R1 |
48.96 |
48.96 |
48.76 |
49.09 |
| PP |
48.47 |
48.47 |
48.47 |
48.54 |
| S1 |
48.21 |
48.21 |
48.62 |
48.34 |
| S2 |
47.72 |
47.72 |
48.55 |
|
| S3 |
46.97 |
47.46 |
48.48 |
|
| S4 |
46.22 |
46.71 |
48.28 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.07 |
55.74 |
50.09 |
|
| R3 |
54.09 |
52.76 |
49.27 |
|
| R2 |
51.11 |
51.11 |
49.00 |
|
| R1 |
49.78 |
49.78 |
48.72 |
48.96 |
| PP |
48.13 |
48.13 |
48.13 |
47.72 |
| S1 |
46.80 |
46.80 |
48.18 |
45.98 |
| S2 |
45.15 |
45.15 |
47.90 |
|
| S3 |
42.17 |
43.82 |
47.63 |
|
| S4 |
39.19 |
40.84 |
46.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.16 |
47.75 |
1.41 |
2.9% |
0.93 |
1.9% |
67% |
False |
False |
13,279 |
| 10 |
49.56 |
46.48 |
3.08 |
6.3% |
1.30 |
2.7% |
72% |
False |
False |
14,998 |
| 20 |
49.56 |
45.09 |
4.47 |
9.2% |
1.19 |
2.4% |
81% |
False |
False |
19,863 |
| 40 |
49.56 |
38.99 |
10.57 |
21.7% |
1.30 |
2.7% |
92% |
False |
False |
21,015 |
| 60 |
49.56 |
36.00 |
13.56 |
27.8% |
1.30 |
2.7% |
94% |
False |
False |
17,265 |
| 80 |
49.56 |
36.00 |
13.56 |
27.8% |
1.31 |
2.7% |
94% |
False |
False |
14,863 |
| 100 |
49.56 |
36.00 |
13.56 |
27.8% |
1.24 |
2.5% |
94% |
False |
False |
12,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.93 |
|
2.618 |
50.70 |
|
1.618 |
49.95 |
|
1.000 |
49.49 |
|
0.618 |
49.20 |
|
HIGH |
48.74 |
|
0.618 |
48.45 |
|
0.500 |
48.37 |
|
0.382 |
48.28 |
|
LOW |
47.99 |
|
0.618 |
47.53 |
|
1.000 |
47.24 |
|
1.618 |
46.78 |
|
2.618 |
46.03 |
|
4.250 |
44.80 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.58 |
48.60 |
| PP |
48.47 |
48.51 |
| S1 |
48.37 |
48.42 |
|