NYMEX Light Sweet Crude Oil Future February 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 |
48.07 |
48.57 |
0.50 |
1.0% |
46.92 |
| High |
48.80 |
49.43 |
0.63 |
1.3% |
49.43 |
| Low |
48.00 |
48.27 |
0.27 |
0.6% |
45.88 |
| Close |
48.54 |
49.24 |
0.70 |
1.4% |
49.24 |
| Range |
0.80 |
1.16 |
0.36 |
45.0% |
3.55 |
| ATR |
1.36 |
1.34 |
-0.01 |
-1.0% |
0.00 |
| Volume |
243,856 |
300,144 |
56,288 |
23.1% |
1,193,328 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.46 |
52.01 |
49.88 |
|
| R3 |
51.30 |
50.85 |
49.56 |
|
| R2 |
50.14 |
50.14 |
49.45 |
|
| R1 |
49.69 |
49.69 |
49.35 |
49.92 |
| PP |
48.98 |
48.98 |
48.98 |
49.09 |
| S1 |
48.53 |
48.53 |
49.13 |
48.76 |
| S2 |
47.82 |
47.82 |
49.03 |
|
| S3 |
46.66 |
47.37 |
48.92 |
|
| S4 |
45.50 |
46.21 |
48.60 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.83 |
57.59 |
51.19 |
|
| R3 |
55.28 |
54.04 |
50.22 |
|
| R2 |
51.73 |
51.73 |
49.89 |
|
| R1 |
50.49 |
50.49 |
49.57 |
51.11 |
| PP |
48.18 |
48.18 |
48.18 |
48.50 |
| S1 |
46.94 |
46.94 |
48.91 |
47.56 |
| S2 |
44.63 |
44.63 |
48.59 |
|
| S3 |
41.08 |
43.39 |
48.26 |
|
| S4 |
37.53 |
39.84 |
47.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.43 |
45.88 |
3.55 |
7.2% |
1.12 |
2.3% |
95% |
True |
False |
238,665 |
| 10 |
49.43 |
45.14 |
4.29 |
8.7% |
1.19 |
2.4% |
96% |
True |
False |
197,640 |
| 20 |
49.43 |
41.84 |
7.59 |
15.4% |
1.32 |
2.7% |
97% |
True |
False |
152,510 |
| 40 |
49.43 |
34.50 |
14.93 |
30.3% |
1.53 |
3.1% |
99% |
True |
False |
114,172 |
| 60 |
49.43 |
34.50 |
14.93 |
30.3% |
1.50 |
3.1% |
99% |
True |
False |
86,224 |
| 80 |
49.43 |
34.50 |
14.93 |
30.3% |
1.48 |
3.0% |
99% |
True |
False |
70,494 |
| 100 |
49.43 |
34.50 |
14.93 |
30.3% |
1.39 |
2.8% |
99% |
True |
False |
58,824 |
| 120 |
49.43 |
34.50 |
14.93 |
30.3% |
1.32 |
2.7% |
99% |
True |
False |
50,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.36 |
|
2.618 |
52.47 |
|
1.618 |
51.31 |
|
1.000 |
50.59 |
|
0.618 |
50.15 |
|
HIGH |
49.43 |
|
0.618 |
48.99 |
|
0.500 |
48.85 |
|
0.382 |
48.71 |
|
LOW |
48.27 |
|
0.618 |
47.55 |
|
1.000 |
47.11 |
|
1.618 |
46.39 |
|
2.618 |
45.23 |
|
4.250 |
43.34 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
49.11 |
48.96 |
| PP |
48.98 |
48.67 |
| S1 |
48.85 |
48.39 |
|