NYMEX Light Sweet Crude Oil Future April 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
47.32 |
47.08 |
-0.24 |
-0.5% |
46.60 |
| High |
47.58 |
47.73 |
0.15 |
0.3% |
48.03 |
| Low |
46.73 |
46.13 |
-0.60 |
-1.3% |
45.44 |
| Close |
46.96 |
47.36 |
0.40 |
0.9% |
46.96 |
| Range |
0.85 |
1.60 |
0.75 |
88.2% |
2.59 |
| ATR |
1.33 |
1.35 |
0.02 |
1.4% |
0.00 |
| Volume |
44,246 |
28,775 |
-15,471 |
-35.0% |
191,486 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.87 |
51.22 |
48.24 |
|
| R3 |
50.27 |
49.62 |
47.80 |
|
| R2 |
48.67 |
48.67 |
47.65 |
|
| R1 |
48.02 |
48.02 |
47.51 |
48.35 |
| PP |
47.07 |
47.07 |
47.07 |
47.24 |
| S1 |
46.42 |
46.42 |
47.21 |
46.75 |
| S2 |
45.47 |
45.47 |
47.07 |
|
| S3 |
43.87 |
44.82 |
46.92 |
|
| S4 |
42.27 |
43.22 |
46.48 |
|
|
| 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% |
1.28 |
2.7% |
74% |
False |
False |
36,253 |
| 10 |
48.03 |
44.41 |
3.62 |
7.6% |
1.27 |
2.7% |
81% |
False |
False |
34,132 |
| 20 |
48.03 |
41.34 |
6.69 |
14.1% |
1.26 |
2.7% |
90% |
False |
False |
32,585 |
| 40 |
48.03 |
35.53 |
12.50 |
26.4% |
1.43 |
3.0% |
95% |
False |
False |
27,238 |
| 60 |
48.03 |
35.53 |
12.50 |
26.4% |
1.41 |
3.0% |
95% |
False |
False |
22,392 |
| 80 |
48.03 |
35.53 |
12.50 |
26.4% |
1.35 |
2.8% |
95% |
False |
False |
18,945 |
| 100 |
48.03 |
35.53 |
12.50 |
26.4% |
1.26 |
2.7% |
95% |
False |
False |
15,767 |
| 120 |
48.03 |
35.53 |
12.50 |
26.4% |
1.22 |
2.6% |
95% |
False |
False |
13,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.53 |
|
2.618 |
51.92 |
|
1.618 |
50.32 |
|
1.000 |
49.33 |
|
0.618 |
48.72 |
|
HIGH |
47.73 |
|
0.618 |
47.12 |
|
0.500 |
46.93 |
|
0.382 |
46.74 |
|
LOW |
46.13 |
|
0.618 |
45.14 |
|
1.000 |
44.53 |
|
1.618 |
43.54 |
|
2.618 |
41.94 |
|
4.250 |
39.33 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
47.22 |
47.25 |
| PP |
47.07 |
47.13 |
| S1 |
46.93 |
47.02 |
|