NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
47.38 |
47.85 |
0.47 |
1.0% |
46.54 |
| High |
47.95 |
48.24 |
0.29 |
0.6% |
47.97 |
| Low |
46.98 |
47.55 |
0.57 |
1.2% |
45.54 |
| Close |
47.90 |
48.15 |
0.25 |
0.5% |
46.97 |
| Range |
0.97 |
0.69 |
-0.28 |
-28.9% |
2.43 |
| ATR |
1.27 |
1.22 |
-0.04 |
-3.2% |
0.00 |
| Volume |
52,650 |
52,969 |
319 |
0.6% |
327,364 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.05 |
49.79 |
48.53 |
|
| R3 |
49.36 |
49.10 |
48.34 |
|
| R2 |
48.67 |
48.67 |
48.28 |
|
| R1 |
48.41 |
48.41 |
48.21 |
48.54 |
| PP |
47.98 |
47.98 |
47.98 |
48.05 |
| S1 |
47.72 |
47.72 |
48.09 |
47.85 |
| S2 |
47.29 |
47.29 |
48.02 |
|
| S3 |
46.60 |
47.03 |
47.96 |
|
| S4 |
45.91 |
46.34 |
47.77 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.12 |
52.97 |
48.31 |
|
| R3 |
51.69 |
50.54 |
47.64 |
|
| R2 |
49.26 |
49.26 |
47.42 |
|
| R1 |
48.11 |
48.11 |
47.19 |
48.69 |
| PP |
46.83 |
46.83 |
46.83 |
47.11 |
| S1 |
45.68 |
45.68 |
46.75 |
46.26 |
| S2 |
44.40 |
44.40 |
46.52 |
|
| S3 |
41.97 |
43.25 |
46.30 |
|
| S4 |
39.54 |
40.82 |
45.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.24 |
46.07 |
2.17 |
4.5% |
1.18 |
2.4% |
96% |
True |
False |
63,884 |
| 10 |
48.24 |
45.06 |
3.18 |
6.6% |
1.06 |
2.2% |
97% |
True |
False |
60,976 |
| 20 |
48.24 |
42.42 |
5.82 |
12.1% |
1.14 |
2.4% |
98% |
True |
False |
63,958 |
| 40 |
48.24 |
36.26 |
11.98 |
24.9% |
1.38 |
2.9% |
99% |
True |
False |
53,579 |
| 60 |
48.24 |
36.26 |
11.98 |
24.9% |
1.35 |
2.8% |
99% |
True |
False |
46,733 |
| 80 |
48.24 |
36.26 |
11.98 |
24.9% |
1.32 |
2.7% |
99% |
True |
False |
43,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.17 |
|
2.618 |
50.05 |
|
1.618 |
49.36 |
|
1.000 |
48.93 |
|
0.618 |
48.67 |
|
HIGH |
48.24 |
|
0.618 |
47.98 |
|
0.500 |
47.90 |
|
0.382 |
47.81 |
|
LOW |
47.55 |
|
0.618 |
47.12 |
|
1.000 |
46.86 |
|
1.618 |
46.43 |
|
2.618 |
45.74 |
|
4.250 |
44.62 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.07 |
47.84 |
| PP |
47.98 |
47.53 |
| S1 |
47.90 |
47.22 |
|