NYMEX Light Sweet Crude Oil Future February 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 | 
                        47.18 | 
                        47.77 | 
                        0.59 | 
                        1.3% | 
                        46.24 | 
                     
                    
                        | High | 
                        47.89 | 
                        48.12 | 
                        0.23 | 
                        0.5% | 
                        47.88 | 
                     
                    
                        | Low | 
                        46.72 | 
                        47.34 | 
                        0.62 | 
                        1.3% | 
                        45.14 | 
                     
                    
                        | Close | 
                        47.78 | 
                        48.00 | 
                        0.22 | 
                        0.5% | 
                        46.75 | 
                     
                    
                        | Range | 
                        1.17 | 
                        0.78 | 
                        -0.39 | 
                        -33.3% | 
                        2.74 | 
                     
                    
                        | ATR | 
                        1.45 | 
                        1.40 | 
                        -0.05 | 
                        -3.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        219,989 | 
                        226,211 | 
                        6,222 | 
                        2.8% | 
                        783,072 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                50.16 | 
                49.86 | 
                48.43 | 
                 | 
             
            
                | R3 | 
                49.38 | 
                49.08 | 
                48.21 | 
                 | 
             
            
                | R2 | 
                48.60 | 
                48.60 | 
                48.14 | 
                 | 
             
            
                | R1 | 
                48.30 | 
                48.30 | 
                48.07 | 
                48.45 | 
             
            
                | PP | 
                47.82 | 
                47.82 | 
                47.82 | 
                47.90 | 
             
            
                | S1 | 
                47.52 | 
                47.52 | 
                47.93 | 
                47.67 | 
             
            
                | S2 | 
                47.04 | 
                47.04 | 
                47.86 | 
                 | 
             
            
                | S3 | 
                46.26 | 
                46.74 | 
                47.79 | 
                 | 
             
            
                | S4 | 
                45.48 | 
                45.96 | 
                47.57 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.81 | 
                53.52 | 
                48.26 | 
                 | 
             
            
                | R3 | 
                52.07 | 
                50.78 | 
                47.50 | 
                 | 
             
            
                | R2 | 
                49.33 | 
                49.33 | 
                47.25 | 
                 | 
             
            
                | R1 | 
                48.04 | 
                48.04 | 
                47.00 | 
                48.69 | 
             
            
                | PP | 
                46.59 | 
                46.59 | 
                46.59 | 
                46.91 | 
             
            
                | S1 | 
                45.30 | 
                45.30 | 
                46.50 | 
                45.95 | 
             
            
                | S2 | 
                43.85 | 
                43.85 | 
                46.25 | 
                 | 
             
            
                | S3 | 
                41.11 | 
                42.56 | 
                46.00 | 
                 | 
             
            
                | S4 | 
                38.37 | 
                39.82 | 
                45.24 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                48.12 | 
                45.72 | 
                2.40 | 
                5.0% | 
                1.35 | 
                2.8% | 
                95% | 
                True | 
                False | 
                200,665 | 
                 
                
                | 10 | 
                48.12 | 
                44.84 | 
                3.28 | 
                6.8% | 
                1.22 | 
                2.5% | 
                96% | 
                True | 
                False | 
                165,496 | 
                 
                
                | 20 | 
                48.12 | 
                41.52 | 
                6.60 | 
                13.8% | 
                1.33 | 
                2.8% | 
                98% | 
                True | 
                False | 
                133,518 | 
                 
                
                | 40 | 
                48.12 | 
                34.50 | 
                13.62 | 
                28.4% | 
                1.56 | 
                3.2% | 
                99% | 
                True | 
                False | 
                102,138 | 
                 
                
                | 60 | 
                48.12 | 
                34.50 | 
                13.62 | 
                28.4% | 
                1.51 | 
                3.2% | 
                99% | 
                True | 
                False | 
                78,057 | 
                 
                
                | 80 | 
                48.12 | 
                34.50 | 
                13.62 | 
                28.4% | 
                1.47 | 
                3.1% | 
                99% | 
                True | 
                False | 
                64,151 | 
                 
                
                | 100 | 
                48.12 | 
                34.50 | 
                13.62 | 
                28.4% | 
                1.38 | 
                2.9% | 
                99% | 
                True | 
                False | 
                53,569 | 
                 
                
                | 120 | 
                48.12 | 
                34.50 | 
                13.62 | 
                28.4% | 
                1.32 | 
                2.8% | 
                99% | 
                True | 
                False | 
                45,752 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            51.44 | 
         
        
            | 
2.618             | 
            50.16 | 
         
        
            | 
1.618             | 
            49.38 | 
         
        
            | 
1.000             | 
            48.90 | 
         
        
            | 
0.618             | 
            48.60 | 
         
        
            | 
HIGH             | 
            48.12 | 
         
        
            | 
0.618             | 
            47.82 | 
         
        
            | 
0.500             | 
            47.73 | 
         
        
            | 
0.382             | 
            47.64 | 
         
        
            | 
LOW             | 
            47.34 | 
         
        
            | 
0.618             | 
            46.86 | 
         
        
            | 
1.000             | 
            46.56 | 
         
        
            | 
1.618             | 
            46.08 | 
         
        
            | 
2.618             | 
            45.30 | 
         
        
            | 
4.250             | 
            44.03 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                47.91 | 
                                47.67 | 
                             
                            
                                | PP | 
                                47.82 | 
                                47.33 | 
                             
                            
                                | S1 | 
                                47.73 | 
                                47.00 | 
                             
             
         |