NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
47.88 |
48.23 |
0.35 |
0.7% |
46.56 |
| High |
48.28 |
48.93 |
0.65 |
1.3% |
48.03 |
| Low |
47.59 |
48.21 |
0.62 |
1.3% |
45.52 |
| Close |
48.20 |
48.76 |
0.56 |
1.2% |
47.00 |
| Range |
0.69 |
0.72 |
0.03 |
4.3% |
2.51 |
| ATR |
1.24 |
1.20 |
-0.04 |
-2.9% |
0.00 |
| Volume |
19,851 |
13,067 |
-6,784 |
-34.2% |
149,355 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.79 |
50.50 |
49.16 |
|
| R3 |
50.07 |
49.78 |
48.96 |
|
| R2 |
49.35 |
49.35 |
48.89 |
|
| R1 |
49.06 |
49.06 |
48.83 |
49.21 |
| PP |
48.63 |
48.63 |
48.63 |
48.71 |
| S1 |
48.34 |
48.34 |
48.69 |
48.49 |
| S2 |
47.91 |
47.91 |
48.63 |
|
| S3 |
47.19 |
47.62 |
48.56 |
|
| S4 |
46.47 |
46.90 |
48.36 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.38 |
53.20 |
48.38 |
|
| R3 |
51.87 |
50.69 |
47.69 |
|
| R2 |
49.36 |
49.36 |
47.46 |
|
| R1 |
48.18 |
48.18 |
47.23 |
48.77 |
| PP |
46.85 |
46.85 |
46.85 |
47.15 |
| S1 |
45.67 |
45.67 |
46.77 |
46.26 |
| S2 |
44.34 |
44.34 |
46.54 |
|
| S3 |
41.83 |
43.16 |
46.31 |
|
| S4 |
39.32 |
40.65 |
45.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.93 |
46.20 |
2.73 |
5.6% |
0.95 |
1.9% |
94% |
True |
False |
18,819 |
| 10 |
48.93 |
45.52 |
3.41 |
7.0% |
1.05 |
2.2% |
95% |
True |
False |
23,702 |
| 20 |
48.93 |
42.27 |
6.66 |
13.7% |
1.14 |
2.3% |
97% |
True |
False |
26,119 |
| 40 |
48.93 |
36.00 |
12.93 |
26.5% |
1.35 |
2.8% |
99% |
True |
False |
20,109 |
| 60 |
48.93 |
36.00 |
12.93 |
26.5% |
1.32 |
2.7% |
99% |
True |
False |
16,144 |
| 80 |
48.93 |
36.00 |
12.93 |
26.5% |
1.29 |
2.6% |
99% |
True |
False |
13,694 |
| 100 |
48.93 |
36.00 |
12.93 |
26.5% |
1.21 |
2.5% |
99% |
True |
False |
11,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.99 |
|
2.618 |
50.81 |
|
1.618 |
50.09 |
|
1.000 |
49.65 |
|
0.618 |
49.37 |
|
HIGH |
48.93 |
|
0.618 |
48.65 |
|
0.500 |
48.57 |
|
0.382 |
48.49 |
|
LOW |
48.21 |
|
0.618 |
47.77 |
|
1.000 |
47.49 |
|
1.618 |
47.05 |
|
2.618 |
46.33 |
|
4.250 |
45.15 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.70 |
48.50 |
| PP |
48.63 |
48.24 |
| S1 |
48.57 |
47.98 |
|