NYMEX Light Sweet Crude Oil Future January 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 |
46.99 |
47.60 |
0.61 |
1.3% |
46.15 |
| High |
47.73 |
47.94 |
0.21 |
0.4% |
47.74 |
| Low |
46.54 |
47.17 |
0.63 |
1.4% |
44.95 |
| Close |
47.62 |
47.82 |
0.20 |
0.4% |
46.57 |
| Range |
1.19 |
0.77 |
-0.42 |
-35.3% |
2.79 |
| ATR |
1.48 |
1.43 |
-0.05 |
-3.4% |
0.00 |
| Volume |
311,169 |
275,331 |
-35,838 |
-11.5% |
1,931,322 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.95 |
49.66 |
48.24 |
|
| R3 |
49.18 |
48.89 |
48.03 |
|
| R2 |
48.41 |
48.41 |
47.96 |
|
| R1 |
48.12 |
48.12 |
47.89 |
48.27 |
| PP |
47.64 |
47.64 |
47.64 |
47.72 |
| S1 |
47.35 |
47.35 |
47.75 |
47.50 |
| S2 |
46.87 |
46.87 |
47.68 |
|
| S3 |
46.10 |
46.58 |
47.61 |
|
| S4 |
45.33 |
45.81 |
47.40 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.79 |
53.47 |
48.10 |
|
| R3 |
52.00 |
50.68 |
47.34 |
|
| R2 |
49.21 |
49.21 |
47.08 |
|
| R1 |
47.89 |
47.89 |
46.83 |
48.55 |
| PP |
46.42 |
46.42 |
46.42 |
46.75 |
| S1 |
45.10 |
45.10 |
46.31 |
45.76 |
| S2 |
43.63 |
43.63 |
46.06 |
|
| S3 |
40.84 |
42.31 |
45.80 |
|
| S4 |
38.05 |
39.52 |
45.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.94 |
45.52 |
2.42 |
5.1% |
1.38 |
2.9% |
95% |
True |
False |
360,975 |
| 10 |
47.94 |
44.66 |
3.28 |
6.9% |
1.24 |
2.6% |
96% |
True |
False |
360,758 |
| 20 |
47.94 |
41.26 |
6.68 |
14.0% |
1.35 |
2.8% |
98% |
True |
False |
353,801 |
| 40 |
47.94 |
34.04 |
13.90 |
29.1% |
1.59 |
3.3% |
99% |
True |
False |
258,396 |
| 60 |
47.94 |
34.04 |
13.90 |
29.1% |
1.55 |
3.2% |
99% |
True |
False |
195,866 |
| 80 |
47.94 |
34.04 |
13.90 |
29.1% |
1.52 |
3.2% |
99% |
True |
False |
155,656 |
| 100 |
47.94 |
34.04 |
13.90 |
29.1% |
1.43 |
3.0% |
99% |
True |
False |
129,380 |
| 120 |
47.94 |
34.04 |
13.90 |
29.1% |
1.38 |
2.9% |
99% |
True |
False |
110,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.21 |
|
2.618 |
49.96 |
|
1.618 |
49.19 |
|
1.000 |
48.71 |
|
0.618 |
48.42 |
|
HIGH |
47.94 |
|
0.618 |
47.65 |
|
0.500 |
47.56 |
|
0.382 |
47.46 |
|
LOW |
47.17 |
|
0.618 |
46.69 |
|
1.000 |
46.40 |
|
1.618 |
45.92 |
|
2.618 |
45.15 |
|
4.250 |
43.90 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
47.73 |
47.49 |
| PP |
47.64 |
47.15 |
| S1 |
47.56 |
46.82 |
|