NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
46.79 |
48.09 |
1.30 |
2.8% |
46.92 |
| High |
48.50 |
48.62 |
0.12 |
0.2% |
49.43 |
| Low |
46.16 |
47.56 |
1.40 |
3.0% |
45.88 |
| Close |
48.12 |
48.23 |
0.11 |
0.2% |
49.24 |
| Range |
2.34 |
1.06 |
-1.28 |
-54.7% |
3.55 |
| ATR |
1.52 |
1.49 |
-0.03 |
-2.2% |
0.00 |
| Volume |
344,306 |
167,390 |
-176,916 |
-51.4% |
1,193,328 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.32 |
50.83 |
48.81 |
|
| R3 |
50.26 |
49.77 |
48.52 |
|
| R2 |
49.20 |
49.20 |
48.42 |
|
| R1 |
48.71 |
48.71 |
48.33 |
48.96 |
| PP |
48.14 |
48.14 |
48.14 |
48.26 |
| S1 |
47.65 |
47.65 |
48.13 |
47.90 |
| S2 |
47.08 |
47.08 |
48.04 |
|
| S3 |
46.02 |
46.59 |
47.94 |
|
| S4 |
44.96 |
45.53 |
47.65 |
|
|
| 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 |
46.16 |
3.27 |
6.8% |
1.80 |
3.7% |
63% |
False |
False |
317,135 |
| 10 |
49.43 |
45.88 |
3.55 |
7.4% |
1.44 |
3.0% |
66% |
False |
False |
266,070 |
| 20 |
49.43 |
44.10 |
5.33 |
11.1% |
1.41 |
2.9% |
77% |
False |
False |
194,090 |
| 40 |
49.43 |
34.50 |
14.93 |
31.0% |
1.58 |
3.3% |
92% |
False |
False |
141,807 |
| 60 |
49.43 |
34.50 |
14.93 |
31.0% |
1.54 |
3.2% |
92% |
False |
False |
105,998 |
| 80 |
49.43 |
34.50 |
14.93 |
31.0% |
1.54 |
3.2% |
92% |
False |
False |
85,784 |
| 100 |
49.43 |
34.50 |
14.93 |
31.0% |
1.40 |
2.9% |
92% |
False |
False |
71,291 |
| 120 |
49.43 |
34.50 |
14.93 |
31.0% |
1.35 |
2.8% |
92% |
False |
False |
60,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.13 |
|
2.618 |
51.40 |
|
1.618 |
50.34 |
|
1.000 |
49.68 |
|
0.618 |
49.28 |
|
HIGH |
48.62 |
|
0.618 |
48.22 |
|
0.500 |
48.09 |
|
0.382 |
47.96 |
|
LOW |
47.56 |
|
0.618 |
46.90 |
|
1.000 |
46.50 |
|
1.618 |
45.84 |
|
2.618 |
44.78 |
|
4.250 |
43.06 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.18 |
47.95 |
| PP |
48.14 |
47.67 |
| S1 |
48.09 |
47.39 |
|