NYMEX Light Sweet Crude Oil Future April 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 |
47.02 |
48.25 |
1.23 |
2.6% |
47.08 |
| High |
48.67 |
48.78 |
0.11 |
0.2% |
49.56 |
| Low |
46.42 |
47.80 |
1.38 |
3.0% |
46.13 |
| Close |
48.33 |
48.43 |
0.10 |
0.2% |
49.40 |
| Range |
2.25 |
0.98 |
-1.27 |
-56.4% |
3.43 |
| ATR |
1.43 |
1.39 |
-0.03 |
-2.2% |
0.00 |
| Volume |
30,165 |
13,347 |
-16,818 |
-55.8% |
147,420 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.28 |
50.83 |
48.97 |
|
| R3 |
50.30 |
49.85 |
48.70 |
|
| R2 |
49.32 |
49.32 |
48.61 |
|
| R1 |
48.87 |
48.87 |
48.52 |
49.10 |
| PP |
48.34 |
48.34 |
48.34 |
48.45 |
| S1 |
47.89 |
47.89 |
48.34 |
48.12 |
| S2 |
47.36 |
47.36 |
48.25 |
|
| S3 |
46.38 |
46.91 |
48.16 |
|
| S4 |
45.40 |
45.93 |
47.89 |
|
|
| 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 |
46.42 |
3.14 |
6.5% |
1.73 |
3.6% |
64% |
False |
False |
27,765 |
| 10 |
49.56 |
46.13 |
3.43 |
7.1% |
1.37 |
2.8% |
67% |
False |
False |
29,972 |
| 20 |
49.56 |
44.41 |
5.15 |
10.6% |
1.32 |
2.7% |
78% |
False |
False |
30,844 |
| 40 |
49.56 |
35.53 |
14.03 |
29.0% |
1.46 |
3.0% |
92% |
False |
False |
30,237 |
| 60 |
49.56 |
35.53 |
14.03 |
29.0% |
1.43 |
2.9% |
92% |
False |
False |
24,644 |
| 80 |
49.56 |
35.53 |
14.03 |
29.0% |
1.41 |
2.9% |
92% |
False |
False |
21,275 |
| 100 |
49.56 |
35.53 |
14.03 |
29.0% |
1.29 |
2.7% |
92% |
False |
False |
17,828 |
| 120 |
49.56 |
35.53 |
14.03 |
29.0% |
1.23 |
2.5% |
92% |
False |
False |
15,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.95 |
|
2.618 |
51.35 |
|
1.618 |
50.37 |
|
1.000 |
49.76 |
|
0.618 |
49.39 |
|
HIGH |
48.78 |
|
0.618 |
48.41 |
|
0.500 |
48.29 |
|
0.382 |
48.17 |
|
LOW |
47.80 |
|
0.618 |
47.19 |
|
1.000 |
46.82 |
|
1.618 |
46.21 |
|
2.618 |
45.23 |
|
4.250 |
43.64 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.38 |
48.15 |
| PP |
48.34 |
47.88 |
| S1 |
48.29 |
47.60 |
|