NYMEX Light Sweet Crude Oil Future April 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
48.76 |
49.42 |
0.66 |
1.4% |
47.08 |
| High |
49.56 |
49.46 |
-0.10 |
-0.2% |
49.56 |
| Low |
48.44 |
46.50 |
-1.94 |
-4.0% |
46.13 |
| Close |
49.40 |
48.17 |
-1.23 |
-2.5% |
49.40 |
| Range |
1.12 |
2.96 |
1.84 |
164.3% |
3.43 |
| ATR |
1.24 |
1.36 |
0.12 |
9.9% |
0.00 |
| Volume |
30,768 |
39,723 |
8,955 |
29.1% |
147,420 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.92 |
55.51 |
49.80 |
|
| R3 |
53.96 |
52.55 |
48.98 |
|
| R2 |
51.00 |
51.00 |
48.71 |
|
| R1 |
49.59 |
49.59 |
48.44 |
48.82 |
| PP |
48.04 |
48.04 |
48.04 |
47.66 |
| S1 |
46.63 |
46.63 |
47.90 |
45.86 |
| S2 |
45.08 |
45.08 |
47.63 |
|
| S3 |
42.12 |
43.67 |
47.36 |
|
| S4 |
39.16 |
40.71 |
46.54 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.65 |
57.46 |
51.29 |
|
| R3 |
55.22 |
54.03 |
50.34 |
|
| R2 |
51.79 |
51.79 |
50.03 |
|
| R1 |
50.60 |
50.60 |
49.71 |
51.20 |
| PP |
48.36 |
48.36 |
48.36 |
48.66 |
| S1 |
47.17 |
47.17 |
49.09 |
47.77 |
| S2 |
44.93 |
44.93 |
48.77 |
|
| S3 |
41.50 |
43.74 |
48.46 |
|
| S4 |
38.07 |
40.31 |
47.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.56 |
46.50 |
3.06 |
6.4% |
1.32 |
2.7% |
55% |
False |
True |
31,673 |
| 10 |
49.56 |
45.44 |
4.12 |
8.6% |
1.30 |
2.7% |
66% |
False |
False |
33,963 |
| 20 |
49.56 |
42.91 |
6.65 |
13.8% |
1.32 |
2.7% |
79% |
False |
False |
35,198 |
| 40 |
49.56 |
35.53 |
14.03 |
29.1% |
1.45 |
3.0% |
90% |
False |
False |
29,789 |
| 60 |
49.56 |
35.53 |
14.03 |
29.1% |
1.42 |
3.0% |
90% |
False |
False |
24,094 |
| 80 |
49.56 |
35.53 |
14.03 |
29.1% |
1.38 |
2.9% |
90% |
False |
False |
20,611 |
| 100 |
49.56 |
35.53 |
14.03 |
29.1% |
1.28 |
2.7% |
90% |
False |
False |
17,220 |
| 120 |
49.56 |
35.53 |
14.03 |
29.1% |
1.22 |
2.5% |
90% |
False |
False |
14,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.04 |
|
2.618 |
57.21 |
|
1.618 |
54.25 |
|
1.000 |
52.42 |
|
0.618 |
51.29 |
|
HIGH |
49.46 |
|
0.618 |
48.33 |
|
0.500 |
47.98 |
|
0.382 |
47.63 |
|
LOW |
46.50 |
|
0.618 |
44.67 |
|
1.000 |
43.54 |
|
1.618 |
41.71 |
|
2.618 |
38.75 |
|
4.250 |
33.92 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.11 |
48.12 |
| PP |
48.04 |
48.08 |
| S1 |
47.98 |
48.03 |
|