NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
48.37 |
48.05 |
-0.32 |
-0.7% |
49.33 |
| High |
49.13 |
48.64 |
-0.49 |
-1.0% |
49.39 |
| Low |
47.73 |
48.03 |
0.30 |
0.6% |
46.48 |
| Close |
47.95 |
48.29 |
0.34 |
0.7% |
48.43 |
| Range |
1.40 |
0.61 |
-0.79 |
-56.4% |
2.91 |
| ATR |
1.34 |
1.29 |
-0.05 |
-3.5% |
0.00 |
| Volume |
39,732 |
20,518 |
-19,214 |
-48.4% |
131,417 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.15 |
49.83 |
48.63 |
|
| R3 |
49.54 |
49.22 |
48.46 |
|
| R2 |
48.93 |
48.93 |
48.40 |
|
| R1 |
48.61 |
48.61 |
48.35 |
48.77 |
| PP |
48.32 |
48.32 |
48.32 |
48.40 |
| S1 |
48.00 |
48.00 |
48.23 |
48.16 |
| S2 |
47.71 |
47.71 |
48.18 |
|
| S3 |
47.10 |
47.39 |
48.12 |
|
| S4 |
46.49 |
46.78 |
47.95 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.83 |
55.54 |
50.03 |
|
| R3 |
53.92 |
52.63 |
49.23 |
|
| R2 |
51.01 |
51.01 |
48.96 |
|
| R1 |
49.72 |
49.72 |
48.70 |
48.91 |
| PP |
48.10 |
48.10 |
48.10 |
47.70 |
| S1 |
46.81 |
46.81 |
48.16 |
46.00 |
| S2 |
45.19 |
45.19 |
47.90 |
|
| S3 |
42.28 |
43.90 |
47.63 |
|
| S4 |
39.37 |
40.99 |
46.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.13 |
46.48 |
2.65 |
5.5% |
1.29 |
2.7% |
68% |
False |
False |
28,161 |
| 10 |
49.49 |
46.48 |
3.01 |
6.2% |
1.28 |
2.6% |
60% |
False |
False |
39,394 |
| 20 |
49.49 |
44.51 |
4.98 |
10.3% |
1.24 |
2.6% |
76% |
False |
False |
51,551 |
| 40 |
49.49 |
36.26 |
13.23 |
27.4% |
1.37 |
2.8% |
91% |
False |
False |
54,443 |
| 60 |
49.49 |
36.26 |
13.23 |
27.4% |
1.34 |
2.8% |
91% |
False |
False |
47,634 |
| 80 |
49.49 |
36.26 |
13.23 |
27.4% |
1.37 |
2.8% |
91% |
False |
False |
44,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.23 |
|
2.618 |
50.24 |
|
1.618 |
49.63 |
|
1.000 |
49.25 |
|
0.618 |
49.02 |
|
HIGH |
48.64 |
|
0.618 |
48.41 |
|
0.500 |
48.34 |
|
0.382 |
48.26 |
|
LOW |
48.03 |
|
0.618 |
47.65 |
|
1.000 |
47.42 |
|
1.618 |
47.04 |
|
2.618 |
46.43 |
|
4.250 |
45.44 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
48.34 |
48.43 |
| PP |
48.32 |
48.38 |
| S1 |
48.31 |
48.34 |
|