NYMEX Light Sweet Crude Oil Future June 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 |
47.10 |
48.24 |
1.14 |
2.4% |
47.04 |
| High |
48.66 |
48.75 |
0.09 |
0.2% |
49.49 |
| Low |
46.48 |
47.83 |
1.35 |
2.9% |
46.20 |
| Close |
48.34 |
48.43 |
0.09 |
0.2% |
49.33 |
| Range |
2.18 |
0.92 |
-1.26 |
-57.8% |
3.29 |
| ATR |
1.37 |
1.33 |
-0.03 |
-2.3% |
0.00 |
| Volume |
33,929 |
13,537 |
-20,392 |
-60.1% |
258,365 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.10 |
50.68 |
48.94 |
|
| R3 |
50.18 |
49.76 |
48.68 |
|
| R2 |
49.26 |
49.26 |
48.60 |
|
| R1 |
48.84 |
48.84 |
48.51 |
49.05 |
| PP |
48.34 |
48.34 |
48.34 |
48.44 |
| S1 |
47.92 |
47.92 |
48.35 |
48.13 |
| S2 |
47.42 |
47.42 |
48.26 |
|
| S3 |
46.50 |
47.00 |
48.18 |
|
| S4 |
45.58 |
46.08 |
47.92 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.21 |
57.06 |
51.14 |
|
| R3 |
54.92 |
53.77 |
50.23 |
|
| R2 |
51.63 |
51.63 |
49.93 |
|
| R1 |
50.48 |
50.48 |
49.63 |
51.06 |
| PP |
48.34 |
48.34 |
48.34 |
48.63 |
| S1 |
47.19 |
47.19 |
49.03 |
47.77 |
| S2 |
45.05 |
45.05 |
48.73 |
|
| S3 |
41.76 |
43.90 |
48.43 |
|
| S4 |
38.47 |
40.61 |
47.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.49 |
46.48 |
3.01 |
6.2% |
1.67 |
3.4% |
65% |
False |
False |
36,627 |
| 10 |
49.49 |
46.20 |
3.29 |
6.8% |
1.31 |
2.7% |
68% |
False |
False |
45,861 |
| 20 |
49.49 |
44.51 |
4.98 |
10.3% |
1.25 |
2.6% |
79% |
False |
False |
53,380 |
| 40 |
49.49 |
36.26 |
13.23 |
27.3% |
1.41 |
2.9% |
92% |
False |
False |
55,452 |
| 60 |
49.49 |
36.26 |
13.23 |
27.3% |
1.38 |
2.8% |
92% |
False |
False |
48,237 |
| 80 |
49.49 |
36.26 |
13.23 |
27.3% |
1.38 |
2.9% |
92% |
False |
False |
44,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.66 |
|
2.618 |
51.16 |
|
1.618 |
50.24 |
|
1.000 |
49.67 |
|
0.618 |
49.32 |
|
HIGH |
48.75 |
|
0.618 |
48.40 |
|
0.500 |
48.29 |
|
0.382 |
48.18 |
|
LOW |
47.83 |
|
0.618 |
47.26 |
|
1.000 |
46.91 |
|
1.618 |
46.34 |
|
2.618 |
45.42 |
|
4.250 |
43.92 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.38 |
48.16 |
| PP |
48.34 |
47.89 |
| S1 |
48.29 |
47.62 |
|