NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
45.60 |
45.69 |
0.09 |
0.2% |
45.34 |
| High |
46.24 |
47.74 |
1.50 |
3.2% |
46.68 |
| Low |
44.95 |
45.52 |
0.57 |
1.3% |
43.92 |
| Close |
45.52 |
46.78 |
1.26 |
2.8% |
46.26 |
| Range |
1.29 |
2.22 |
0.93 |
72.1% |
2.76 |
| ATR |
1.47 |
1.52 |
0.05 |
3.7% |
0.00 |
| Volume |
434,976 |
447,529 |
12,553 |
2.9% |
1,740,749 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.34 |
52.28 |
48.00 |
|
| R3 |
51.12 |
50.06 |
47.39 |
|
| R2 |
48.90 |
48.90 |
47.19 |
|
| R1 |
47.84 |
47.84 |
46.98 |
48.37 |
| PP |
46.68 |
46.68 |
46.68 |
46.95 |
| S1 |
45.62 |
45.62 |
46.58 |
46.15 |
| S2 |
44.46 |
44.46 |
46.37 |
|
| S3 |
42.24 |
43.40 |
46.17 |
|
| S4 |
40.02 |
41.18 |
45.56 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.90 |
52.84 |
47.78 |
|
| R3 |
51.14 |
50.08 |
47.02 |
|
| R2 |
48.38 |
48.38 |
46.77 |
|
| R1 |
47.32 |
47.32 |
46.51 |
47.85 |
| PP |
45.62 |
45.62 |
45.62 |
45.89 |
| S1 |
44.56 |
44.56 |
46.01 |
45.09 |
| S2 |
42.86 |
42.86 |
45.75 |
|
| S3 |
40.10 |
41.80 |
45.50 |
|
| S4 |
37.34 |
39.04 |
44.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.74 |
44.95 |
2.79 |
6.0% |
1.31 |
2.8% |
66% |
True |
False |
379,894 |
| 10 |
47.74 |
43.92 |
3.82 |
8.2% |
1.42 |
3.0% |
75% |
True |
False |
366,989 |
| 20 |
47.74 |
40.33 |
7.41 |
15.8% |
1.38 |
3.0% |
87% |
True |
False |
328,765 |
| 40 |
47.74 |
34.04 |
13.70 |
29.3% |
1.60 |
3.4% |
93% |
True |
False |
232,366 |
| 60 |
47.74 |
34.04 |
13.70 |
29.3% |
1.58 |
3.4% |
93% |
True |
False |
176,028 |
| 80 |
47.74 |
34.04 |
13.70 |
29.3% |
1.51 |
3.2% |
93% |
True |
False |
139,886 |
| 100 |
47.74 |
34.04 |
13.70 |
29.3% |
1.42 |
3.0% |
93% |
True |
False |
116,521 |
| 120 |
47.74 |
34.04 |
13.70 |
29.3% |
1.40 |
3.0% |
93% |
True |
False |
99,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.18 |
|
2.618 |
53.55 |
|
1.618 |
51.33 |
|
1.000 |
49.96 |
|
0.618 |
49.11 |
|
HIGH |
47.74 |
|
0.618 |
46.89 |
|
0.500 |
46.63 |
|
0.382 |
46.37 |
|
LOW |
45.52 |
|
0.618 |
44.15 |
|
1.000 |
43.30 |
|
1.618 |
41.93 |
|
2.618 |
39.71 |
|
4.250 |
36.09 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
46.73 |
46.64 |
| PP |
46.68 |
46.49 |
| S1 |
46.63 |
46.35 |
|