NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
48.23 |
47.72 |
-0.51 |
-1.1% |
49.26 |
| High |
48.96 |
48.35 |
-0.61 |
-1.2% |
49.31 |
| Low |
47.50 |
47.68 |
0.18 |
0.4% |
46.16 |
| Close |
47.62 |
48.00 |
0.38 |
0.8% |
48.23 |
| Range |
1.46 |
0.67 |
-0.79 |
-54.1% |
3.15 |
| ATR |
1.49 |
1.43 |
-0.05 |
-3.6% |
0.00 |
| Volume |
238,462 |
213,778 |
-24,684 |
-10.4% |
1,285,531 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.02 |
49.68 |
48.37 |
|
| R3 |
49.35 |
49.01 |
48.18 |
|
| R2 |
48.68 |
48.68 |
48.12 |
|
| R1 |
48.34 |
48.34 |
48.06 |
48.51 |
| PP |
48.01 |
48.01 |
48.01 |
48.10 |
| S1 |
47.67 |
47.67 |
47.94 |
47.84 |
| S2 |
47.34 |
47.34 |
47.88 |
|
| S3 |
46.67 |
47.00 |
47.82 |
|
| S4 |
46.00 |
46.33 |
47.63 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.35 |
55.94 |
49.96 |
|
| R3 |
54.20 |
52.79 |
49.10 |
|
| R2 |
51.05 |
51.05 |
48.81 |
|
| R1 |
49.64 |
49.64 |
48.52 |
48.77 |
| PP |
47.90 |
47.90 |
47.90 |
47.47 |
| S1 |
46.49 |
46.49 |
47.94 |
45.62 |
| S2 |
44.75 |
44.75 |
47.65 |
|
| S3 |
41.60 |
43.34 |
47.36 |
|
| S4 |
38.45 |
40.19 |
46.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.96 |
46.16 |
2.80 |
5.8% |
1.38 |
2.9% |
66% |
False |
False |
251,934 |
| 10 |
49.43 |
46.16 |
3.27 |
6.8% |
1.39 |
2.9% |
56% |
False |
False |
272,797 |
| 20 |
49.43 |
44.10 |
5.33 |
11.1% |
1.38 |
2.9% |
73% |
False |
False |
207,584 |
| 40 |
49.43 |
34.50 |
14.93 |
31.1% |
1.53 |
3.2% |
90% |
False |
False |
149,550 |
| 60 |
49.43 |
34.50 |
14.93 |
31.1% |
1.50 |
3.1% |
90% |
False |
False |
112,519 |
| 80 |
49.43 |
34.50 |
14.93 |
31.1% |
1.52 |
3.2% |
90% |
False |
False |
91,040 |
| 100 |
49.43 |
34.50 |
14.93 |
31.1% |
1.40 |
2.9% |
90% |
False |
False |
75,531 |
| 120 |
49.43 |
34.50 |
14.93 |
31.1% |
1.35 |
2.8% |
90% |
False |
False |
64,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.20 |
|
2.618 |
50.10 |
|
1.618 |
49.43 |
|
1.000 |
49.02 |
|
0.618 |
48.76 |
|
HIGH |
48.35 |
|
0.618 |
48.09 |
|
0.500 |
48.02 |
|
0.382 |
47.94 |
|
LOW |
47.68 |
|
0.618 |
47.27 |
|
1.000 |
47.01 |
|
1.618 |
46.60 |
|
2.618 |
45.93 |
|
4.250 |
44.83 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.02 |
48.23 |
| PP |
48.01 |
48.15 |
| S1 |
48.01 |
48.08 |
|