NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
47.85 |
48.43 |
0.58 |
1.2% |
46.73 |
| High |
48.59 |
49.28 |
0.69 |
1.4% |
49.28 |
| Low |
47.81 |
48.10 |
0.29 |
0.6% |
45.69 |
| Close |
48.36 |
49.10 |
0.74 |
1.5% |
49.10 |
| Range |
0.78 |
1.18 |
0.40 |
51.3% |
3.59 |
| ATR |
1.38 |
1.37 |
-0.01 |
-1.0% |
0.00 |
| Volume |
96,536 |
83,711 |
-12,825 |
-13.3% |
1,170,290 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.37 |
51.91 |
49.75 |
|
| R3 |
51.19 |
50.73 |
49.42 |
|
| R2 |
50.01 |
50.01 |
49.32 |
|
| R1 |
49.55 |
49.55 |
49.21 |
49.78 |
| PP |
48.83 |
48.83 |
48.83 |
48.94 |
| S1 |
48.37 |
48.37 |
48.99 |
48.60 |
| S2 |
47.65 |
47.65 |
48.88 |
|
| S3 |
46.47 |
47.19 |
48.78 |
|
| S4 |
45.29 |
46.01 |
48.45 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.79 |
57.54 |
51.07 |
|
| R3 |
55.20 |
53.95 |
50.09 |
|
| R2 |
51.61 |
51.61 |
49.76 |
|
| R1 |
50.36 |
50.36 |
49.43 |
50.99 |
| PP |
48.02 |
48.02 |
48.02 |
48.34 |
| S1 |
46.77 |
46.77 |
48.77 |
47.40 |
| S2 |
44.43 |
44.43 |
48.44 |
|
| S3 |
40.84 |
43.18 |
48.11 |
|
| S4 |
37.25 |
39.59 |
47.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.28 |
45.69 |
3.59 |
7.3% |
1.13 |
2.3% |
95% |
True |
False |
234,058 |
| 10 |
49.28 |
44.95 |
4.33 |
8.8% |
1.21 |
2.5% |
96% |
True |
False |
310,161 |
| 20 |
49.28 |
41.61 |
7.67 |
15.6% |
1.34 |
2.7% |
98% |
True |
False |
331,012 |
| 40 |
49.28 |
34.04 |
15.24 |
31.0% |
1.56 |
3.2% |
99% |
True |
False |
258,192 |
| 60 |
49.28 |
34.04 |
15.24 |
31.0% |
1.54 |
3.1% |
99% |
True |
False |
197,508 |
| 80 |
49.28 |
34.04 |
15.24 |
31.0% |
1.52 |
3.1% |
99% |
True |
False |
157,094 |
| 100 |
49.28 |
34.04 |
15.24 |
31.0% |
1.43 |
2.9% |
99% |
True |
False |
130,834 |
| 120 |
49.28 |
34.04 |
15.24 |
31.0% |
1.37 |
2.8% |
99% |
True |
False |
111,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.30 |
|
2.618 |
52.37 |
|
1.618 |
51.19 |
|
1.000 |
50.46 |
|
0.618 |
50.01 |
|
HIGH |
49.28 |
|
0.618 |
48.83 |
|
0.500 |
48.69 |
|
0.382 |
48.55 |
|
LOW |
48.10 |
|
0.618 |
47.37 |
|
1.000 |
46.92 |
|
1.618 |
46.19 |
|
2.618 |
45.01 |
|
4.250 |
43.09 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.96 |
48.81 |
| PP |
48.83 |
48.52 |
| S1 |
48.69 |
48.23 |
|