NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
49.44 |
48.14 |
-1.30 |
-2.6% |
46.98 |
| High |
49.46 |
48.18 |
-1.28 |
-2.6% |
49.56 |
| Low |
46.54 |
46.84 |
0.30 |
0.6% |
46.20 |
| Close |
48.20 |
47.32 |
-0.88 |
-1.8% |
49.40 |
| Range |
2.92 |
1.34 |
-1.58 |
-54.1% |
3.36 |
| ATR |
1.32 |
1.32 |
0.00 |
0.2% |
0.00 |
| Volume |
19,563 |
20,523 |
960 |
4.9% |
84,470 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.47 |
50.73 |
48.06 |
|
| R3 |
50.13 |
49.39 |
47.69 |
|
| R2 |
48.79 |
48.79 |
47.57 |
|
| R1 |
48.05 |
48.05 |
47.44 |
47.75 |
| PP |
47.45 |
47.45 |
47.45 |
47.30 |
| S1 |
46.71 |
46.71 |
47.20 |
46.41 |
| S2 |
46.11 |
46.11 |
47.07 |
|
| S3 |
44.77 |
45.37 |
46.95 |
|
| S4 |
43.43 |
44.03 |
46.58 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.47 |
57.29 |
51.25 |
|
| R3 |
55.11 |
53.93 |
50.32 |
|
| R2 |
51.75 |
51.75 |
50.02 |
|
| R1 |
50.57 |
50.57 |
49.71 |
51.16 |
| PP |
48.39 |
48.39 |
48.39 |
48.68 |
| S1 |
47.21 |
47.21 |
49.09 |
47.80 |
| S2 |
45.03 |
45.03 |
48.78 |
|
| S3 |
41.67 |
43.85 |
48.48 |
|
| S4 |
38.31 |
40.49 |
47.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.56 |
46.54 |
3.02 |
6.4% |
1.35 |
2.9% |
26% |
False |
False |
17,828 |
| 10 |
49.56 |
45.52 |
4.04 |
8.5% |
1.32 |
2.8% |
45% |
False |
False |
21,918 |
| 20 |
49.56 |
43.44 |
6.12 |
12.9% |
1.29 |
2.7% |
63% |
False |
False |
26,195 |
| 40 |
49.56 |
36.00 |
13.56 |
28.7% |
1.40 |
3.0% |
83% |
False |
False |
21,000 |
| 60 |
49.56 |
36.00 |
13.56 |
28.7% |
1.37 |
2.9% |
83% |
False |
False |
16,795 |
| 80 |
49.56 |
36.00 |
13.56 |
28.7% |
1.33 |
2.8% |
83% |
False |
False |
14,305 |
| 100 |
49.56 |
36.00 |
13.56 |
28.7% |
1.23 |
2.6% |
83% |
False |
False |
12,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.88 |
|
2.618 |
51.69 |
|
1.618 |
50.35 |
|
1.000 |
49.52 |
|
0.618 |
49.01 |
|
HIGH |
48.18 |
|
0.618 |
47.67 |
|
0.500 |
47.51 |
|
0.382 |
47.35 |
|
LOW |
46.84 |
|
0.618 |
46.01 |
|
1.000 |
45.50 |
|
1.618 |
44.67 |
|
2.618 |
43.33 |
|
4.250 |
41.15 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
47.51 |
48.05 |
| PP |
47.45 |
47.81 |
| S1 |
47.38 |
47.56 |
|