NYMEX Light Sweet Crude Oil Future July 2021
Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
47.24 |
47.72 |
0.48 |
1.0% |
46.37 |
High |
47.82 |
48.11 |
0.29 |
0.6% |
47.85 |
Low |
46.95 |
47.47 |
0.52 |
1.1% |
45.55 |
Close |
47.80 |
48.04 |
0.24 |
0.5% |
46.89 |
Range |
0.87 |
0.64 |
-0.23 |
-26.4% |
2.30 |
ATR |
1.14 |
1.10 |
-0.04 |
-3.1% |
0.00 |
Volume |
4,609 |
10,269 |
5,660 |
122.8% |
67,369 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.79 |
49.56 |
48.39 |
|
R3 |
49.15 |
48.92 |
48.22 |
|
R2 |
48.51 |
48.51 |
48.16 |
|
R1 |
48.28 |
48.28 |
48.10 |
48.40 |
PP |
47.87 |
47.87 |
47.87 |
47.93 |
S1 |
47.64 |
47.64 |
47.98 |
47.76 |
S2 |
47.23 |
47.23 |
47.92 |
|
S3 |
46.59 |
47.00 |
47.86 |
|
S4 |
45.95 |
46.36 |
47.69 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.66 |
52.58 |
48.16 |
|
R3 |
51.36 |
50.28 |
47.52 |
|
R2 |
49.06 |
49.06 |
47.31 |
|
R1 |
47.98 |
47.98 |
47.10 |
48.52 |
PP |
46.76 |
46.76 |
46.76 |
47.04 |
S1 |
45.68 |
45.68 |
46.68 |
46.22 |
S2 |
44.46 |
44.46 |
46.47 |
|
S3 |
42.16 |
43.38 |
46.26 |
|
S4 |
39.86 |
41.08 |
45.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.11 |
46.08 |
2.03 |
4.2% |
1.09 |
2.3% |
97% |
True |
False |
11,184 |
10 |
48.11 |
45.17 |
2.94 |
6.1% |
0.97 |
2.0% |
98% |
True |
False |
10,841 |
20 |
48.11 |
42.60 |
5.51 |
11.5% |
1.01 |
2.1% |
99% |
True |
False |
11,653 |
40 |
48.11 |
36.69 |
11.42 |
23.8% |
1.22 |
2.5% |
99% |
True |
False |
8,531 |
60 |
48.11 |
36.69 |
11.42 |
23.8% |
1.20 |
2.5% |
99% |
True |
False |
6,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.83 |
2.618 |
49.79 |
1.618 |
49.15 |
1.000 |
48.75 |
0.618 |
48.51 |
HIGH |
48.11 |
0.618 |
47.87 |
0.500 |
47.79 |
0.382 |
47.71 |
LOW |
47.47 |
0.618 |
47.07 |
1.000 |
46.83 |
1.618 |
46.43 |
2.618 |
45.79 |
4.250 |
44.75 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.96 |
47.74 |
PP |
47.87 |
47.44 |
S1 |
47.79 |
47.14 |
|