NYMEX Light Sweet Crude Oil Future March 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
47.01 |
47.29 |
0.28 |
0.6% |
46.46 |
| High |
47.67 |
47.97 |
0.30 |
0.6% |
47.98 |
| Low |
46.02 |
46.84 |
0.82 |
1.8% |
45.30 |
| Close |
47.27 |
47.88 |
0.61 |
1.3% |
46.87 |
| Range |
1.65 |
1.13 |
-0.52 |
-31.5% |
2.68 |
| ATR |
1.42 |
1.40 |
-0.02 |
-1.5% |
0.00 |
| Volume |
87,234 |
80,419 |
-6,815 |
-7.8% |
438,291 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.95 |
50.55 |
48.50 |
|
| R3 |
49.82 |
49.42 |
48.19 |
|
| R2 |
48.69 |
48.69 |
48.09 |
|
| R1 |
48.29 |
48.29 |
47.98 |
48.49 |
| PP |
47.56 |
47.56 |
47.56 |
47.67 |
| S1 |
47.16 |
47.16 |
47.78 |
47.36 |
| S2 |
46.43 |
46.43 |
47.67 |
|
| S3 |
45.30 |
46.03 |
47.57 |
|
| S4 |
44.17 |
44.90 |
47.26 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.76 |
53.49 |
48.34 |
|
| R3 |
52.08 |
50.81 |
47.61 |
|
| R2 |
49.40 |
49.40 |
47.36 |
|
| R1 |
48.13 |
48.13 |
47.12 |
48.77 |
| PP |
46.72 |
46.72 |
46.72 |
47.03 |
| S1 |
45.45 |
45.45 |
46.62 |
46.09 |
| S2 |
44.04 |
44.04 |
46.38 |
|
| S3 |
41.36 |
42.77 |
46.13 |
|
| S4 |
38.68 |
40.09 |
45.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.98 |
45.30 |
2.68 |
5.6% |
1.41 |
3.0% |
96% |
False |
False |
87,866 |
| 10 |
47.98 |
44.27 |
3.71 |
7.7% |
1.29 |
2.7% |
97% |
False |
False |
84,637 |
| 20 |
47.98 |
41.35 |
6.63 |
13.8% |
1.29 |
2.7% |
98% |
False |
False |
74,925 |
| 40 |
47.98 |
35.00 |
12.98 |
27.1% |
1.51 |
3.2% |
99% |
False |
False |
60,102 |
| 60 |
47.98 |
35.00 |
12.98 |
27.1% |
1.47 |
3.1% |
99% |
False |
False |
51,297 |
| 80 |
47.98 |
35.00 |
12.98 |
27.1% |
1.42 |
3.0% |
99% |
False |
False |
45,138 |
| 100 |
47.98 |
35.00 |
12.98 |
27.1% |
1.34 |
2.8% |
99% |
False |
False |
38,946 |
| 120 |
47.98 |
35.00 |
12.98 |
27.1% |
1.29 |
2.7% |
99% |
False |
False |
34,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.77 |
|
2.618 |
50.93 |
|
1.618 |
49.80 |
|
1.000 |
49.10 |
|
0.618 |
48.67 |
|
HIGH |
47.97 |
|
0.618 |
47.54 |
|
0.500 |
47.41 |
|
0.382 |
47.27 |
|
LOW |
46.84 |
|
0.618 |
46.14 |
|
1.000 |
45.71 |
|
1.618 |
45.01 |
|
2.618 |
43.88 |
|
4.250 |
42.04 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
47.72 |
47.59 |
| PP |
47.56 |
47.29 |
| S1 |
47.41 |
47.00 |
|