NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
47.72 |
48.13 |
0.41 |
0.9% |
49.26 |
| High |
48.35 |
48.66 |
0.31 |
0.6% |
49.31 |
| Low |
47.68 |
47.61 |
-0.07 |
-0.1% |
46.16 |
| Close |
48.00 |
48.40 |
0.40 |
0.8% |
48.23 |
| Range |
0.67 |
1.05 |
0.38 |
56.7% |
3.15 |
| ATR |
1.43 |
1.40 |
-0.03 |
-1.9% |
0.00 |
| Volume |
213,778 |
266,957 |
53,179 |
24.9% |
1,285,531 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.37 |
50.94 |
48.98 |
|
| R3 |
50.32 |
49.89 |
48.69 |
|
| R2 |
49.27 |
49.27 |
48.59 |
|
| R1 |
48.84 |
48.84 |
48.50 |
49.06 |
| PP |
48.22 |
48.22 |
48.22 |
48.33 |
| S1 |
47.79 |
47.79 |
48.30 |
48.01 |
| S2 |
47.17 |
47.17 |
48.21 |
|
| S3 |
46.12 |
46.74 |
48.11 |
|
| S4 |
45.07 |
45.69 |
47.82 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.35 |
55.94 |
49.96 |
|
| R3 |
54.20 |
52.79 |
49.10 |
|
| R2 |
51.05 |
51.05 |
48.81 |
|
| R1 |
49.64 |
49.64 |
48.52 |
48.77 |
| PP |
47.90 |
47.90 |
47.90 |
47.47 |
| S1 |
46.49 |
46.49 |
47.94 |
45.62 |
| S2 |
44.75 |
44.75 |
47.65 |
|
| S3 |
41.60 |
43.34 |
47.36 |
|
| S4 |
38.45 |
40.19 |
46.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.96 |
46.16 |
2.80 |
5.8% |
1.32 |
2.7% |
80% |
False |
False |
246,178 |
| 10 |
49.43 |
46.16 |
3.27 |
6.8% |
1.37 |
2.8% |
69% |
False |
False |
277,493 |
| 20 |
49.43 |
44.10 |
5.33 |
11.0% |
1.35 |
2.8% |
81% |
False |
False |
216,182 |
| 40 |
49.43 |
37.35 |
12.08 |
25.0% |
1.47 |
3.0% |
91% |
False |
False |
154,334 |
| 60 |
49.43 |
34.50 |
14.93 |
30.8% |
1.48 |
3.1% |
93% |
False |
False |
116,435 |
| 80 |
49.43 |
34.50 |
14.93 |
30.8% |
1.51 |
3.1% |
93% |
False |
False |
94,146 |
| 100 |
49.43 |
34.50 |
14.93 |
30.8% |
1.40 |
2.9% |
93% |
False |
False |
78,121 |
| 120 |
49.43 |
34.50 |
14.93 |
30.8% |
1.34 |
2.8% |
93% |
False |
False |
66,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.12 |
|
2.618 |
51.41 |
|
1.618 |
50.36 |
|
1.000 |
49.71 |
|
0.618 |
49.31 |
|
HIGH |
48.66 |
|
0.618 |
48.26 |
|
0.500 |
48.14 |
|
0.382 |
48.01 |
|
LOW |
47.61 |
|
0.618 |
46.96 |
|
1.000 |
46.56 |
|
1.618 |
45.91 |
|
2.618 |
44.86 |
|
4.250 |
43.15 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.31 |
48.34 |
| PP |
48.22 |
48.29 |
| S1 |
48.14 |
48.23 |
|