NYMEX Light Sweet Crude Oil Future April 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
46.10 |
47.32 |
1.22 |
2.6% |
46.60 |
| High |
48.03 |
47.58 |
-0.45 |
-0.9% |
48.03 |
| Low |
46.00 |
46.73 |
0.73 |
1.6% |
45.44 |
| Close |
47.15 |
46.96 |
-0.19 |
-0.4% |
46.96 |
| Range |
2.03 |
0.85 |
-1.18 |
-58.1% |
2.59 |
| ATR |
1.37 |
1.33 |
-0.04 |
-2.7% |
0.00 |
| Volume |
40,228 |
44,246 |
4,018 |
10.0% |
191,486 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.64 |
49.15 |
47.43 |
|
| R3 |
48.79 |
48.30 |
47.19 |
|
| R2 |
47.94 |
47.94 |
47.12 |
|
| R1 |
47.45 |
47.45 |
47.04 |
47.27 |
| PP |
47.09 |
47.09 |
47.09 |
47.00 |
| S1 |
46.60 |
46.60 |
46.88 |
46.42 |
| S2 |
46.24 |
46.24 |
46.80 |
|
| S3 |
45.39 |
45.75 |
46.73 |
|
| S4 |
44.54 |
44.90 |
46.49 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.58 |
53.36 |
48.38 |
|
| R3 |
51.99 |
50.77 |
47.67 |
|
| R2 |
49.40 |
49.40 |
47.43 |
|
| R1 |
48.18 |
48.18 |
47.20 |
48.79 |
| PP |
46.81 |
46.81 |
46.81 |
47.12 |
| S1 |
45.59 |
45.59 |
46.72 |
46.20 |
| S2 |
44.22 |
44.22 |
46.49 |
|
| S3 |
41.63 |
43.00 |
46.25 |
|
| S4 |
39.04 |
40.41 |
45.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.03 |
45.44 |
2.59 |
5.5% |
1.17 |
2.5% |
59% |
False |
False |
38,297 |
| 10 |
48.03 |
44.41 |
3.62 |
7.7% |
1.23 |
2.6% |
70% |
False |
False |
33,882 |
| 20 |
48.03 |
41.24 |
6.79 |
14.5% |
1.23 |
2.6% |
84% |
False |
False |
32,097 |
| 40 |
48.03 |
35.53 |
12.50 |
26.6% |
1.41 |
3.0% |
91% |
False |
False |
26,695 |
| 60 |
48.03 |
35.53 |
12.50 |
26.6% |
1.40 |
3.0% |
91% |
False |
False |
21,984 |
| 80 |
48.03 |
35.53 |
12.50 |
26.6% |
1.34 |
2.9% |
91% |
False |
False |
18,620 |
| 100 |
48.03 |
35.53 |
12.50 |
26.6% |
1.25 |
2.7% |
91% |
False |
False |
15,503 |
| 120 |
48.03 |
35.53 |
12.50 |
26.6% |
1.22 |
2.6% |
91% |
False |
False |
13,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.19 |
|
2.618 |
49.81 |
|
1.618 |
48.96 |
|
1.000 |
48.43 |
|
0.618 |
48.11 |
|
HIGH |
47.58 |
|
0.618 |
47.26 |
|
0.500 |
47.16 |
|
0.382 |
47.05 |
|
LOW |
46.73 |
|
0.618 |
46.20 |
|
1.000 |
45.88 |
|
1.618 |
45.35 |
|
2.618 |
44.50 |
|
4.250 |
43.12 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
47.16 |
46.89 |
| PP |
47.09 |
46.81 |
| S1 |
47.03 |
46.74 |
|