NYMEX Light Sweet Crude Oil Future March 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 |
46.93 |
48.20 |
1.27 |
2.7% |
47.01 |
| High |
48.60 |
48.72 |
0.12 |
0.2% |
49.52 |
| Low |
46.30 |
47.69 |
1.39 |
3.0% |
46.02 |
| Close |
48.24 |
48.35 |
0.11 |
0.2% |
49.34 |
| Range |
2.30 |
1.03 |
-1.27 |
-55.2% |
3.50 |
| ATR |
1.48 |
1.45 |
-0.03 |
-2.2% |
0.00 |
| Volume |
78,578 |
31,480 |
-47,098 |
-59.9% |
412,261 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.34 |
50.88 |
48.92 |
|
| R3 |
50.31 |
49.85 |
48.63 |
|
| R2 |
49.28 |
49.28 |
48.54 |
|
| R1 |
48.82 |
48.82 |
48.44 |
49.05 |
| PP |
48.25 |
48.25 |
48.25 |
48.37 |
| S1 |
47.79 |
47.79 |
48.26 |
48.02 |
| S2 |
47.22 |
47.22 |
48.16 |
|
| S3 |
46.19 |
46.76 |
48.07 |
|
| S4 |
45.16 |
45.73 |
47.78 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.79 |
57.57 |
51.27 |
|
| R3 |
55.29 |
54.07 |
50.30 |
|
| R2 |
51.79 |
51.79 |
49.98 |
|
| R1 |
50.57 |
50.57 |
49.66 |
51.18 |
| PP |
48.29 |
48.29 |
48.29 |
48.60 |
| S1 |
47.07 |
47.07 |
49.02 |
47.68 |
| S2 |
44.79 |
44.79 |
48.70 |
|
| S3 |
41.29 |
43.57 |
48.38 |
|
| S4 |
37.79 |
40.07 |
47.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.52 |
46.30 |
3.22 |
6.7% |
1.77 |
3.7% |
64% |
False |
False |
68,484 |
| 10 |
49.52 |
46.02 |
3.50 |
7.2% |
1.41 |
2.9% |
67% |
False |
False |
77,047 |
| 20 |
49.52 |
44.27 |
5.25 |
10.9% |
1.38 |
2.8% |
78% |
False |
False |
77,375 |
| 40 |
49.52 |
35.00 |
14.52 |
30.0% |
1.53 |
3.2% |
92% |
False |
False |
68,031 |
| 60 |
49.52 |
35.00 |
14.52 |
30.0% |
1.49 |
3.1% |
92% |
False |
False |
56,155 |
| 80 |
49.52 |
35.00 |
14.52 |
30.0% |
1.49 |
3.1% |
92% |
False |
False |
49,725 |
| 100 |
49.52 |
35.00 |
14.52 |
30.0% |
1.36 |
2.8% |
92% |
False |
False |
43,209 |
| 120 |
49.52 |
35.00 |
14.52 |
30.0% |
1.31 |
2.7% |
92% |
False |
False |
37,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.10 |
|
2.618 |
51.42 |
|
1.618 |
50.39 |
|
1.000 |
49.75 |
|
0.618 |
49.36 |
|
HIGH |
48.72 |
|
0.618 |
48.33 |
|
0.500 |
48.21 |
|
0.382 |
48.08 |
|
LOW |
47.69 |
|
0.618 |
47.05 |
|
1.000 |
46.66 |
|
1.618 |
46.02 |
|
2.618 |
44.99 |
|
4.250 |
43.31 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.30 |
48.07 |
| PP |
48.25 |
47.79 |
| S1 |
48.21 |
47.51 |
|