NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
48.43 |
48.54 |
0.11 |
0.2% |
46.73 |
| High |
49.28 |
48.61 |
-0.67 |
-1.4% |
49.28 |
| Low |
48.10 |
46.18 |
-1.92 |
-4.0% |
45.69 |
| Close |
49.10 |
47.74 |
-1.36 |
-2.8% |
49.10 |
| Range |
1.18 |
2.43 |
1.25 |
105.9% |
3.59 |
| ATR |
1.37 |
1.48 |
0.11 |
8.1% |
0.00 |
| Volume |
83,711 |
19,562 |
-64,149 |
-76.6% |
1,170,290 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.80 |
53.70 |
49.08 |
|
| R3 |
52.37 |
51.27 |
48.41 |
|
| R2 |
49.94 |
49.94 |
48.19 |
|
| R1 |
48.84 |
48.84 |
47.96 |
48.18 |
| PP |
47.51 |
47.51 |
47.51 |
47.18 |
| S1 |
46.41 |
46.41 |
47.52 |
45.75 |
| S2 |
45.08 |
45.08 |
47.29 |
|
| S3 |
42.65 |
43.98 |
47.07 |
|
| S4 |
40.22 |
41.55 |
46.40 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.79 |
57.54 |
51.07 |
|
| R3 |
55.20 |
53.95 |
50.09 |
|
| R2 |
51.61 |
51.61 |
49.76 |
|
| R1 |
50.36 |
50.36 |
49.43 |
50.99 |
| PP |
48.02 |
48.02 |
48.02 |
48.34 |
| S1 |
46.77 |
46.77 |
48.77 |
47.40 |
| S2 |
44.43 |
44.43 |
48.44 |
|
| S3 |
40.84 |
43.18 |
48.11 |
|
| S4 |
37.25 |
39.59 |
47.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.28 |
46.18 |
3.10 |
6.5% |
1.27 |
2.7% |
50% |
False |
True |
157,261 |
| 10 |
49.28 |
44.95 |
4.33 |
9.1% |
1.34 |
2.8% |
64% |
False |
False |
277,230 |
| 20 |
49.28 |
42.29 |
6.99 |
14.6% |
1.41 |
3.0% |
78% |
False |
False |
318,173 |
| 40 |
49.28 |
34.04 |
15.24 |
31.9% |
1.59 |
3.3% |
90% |
False |
False |
256,965 |
| 60 |
49.28 |
34.04 |
15.24 |
31.9% |
1.57 |
3.3% |
90% |
False |
False |
197,068 |
| 80 |
49.28 |
34.04 |
15.24 |
31.9% |
1.54 |
3.2% |
90% |
False |
False |
157,082 |
| 100 |
49.28 |
34.04 |
15.24 |
31.9% |
1.44 |
3.0% |
90% |
False |
False |
130,829 |
| 120 |
49.28 |
34.04 |
15.24 |
31.9% |
1.38 |
2.9% |
90% |
False |
False |
111,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.94 |
|
2.618 |
54.97 |
|
1.618 |
52.54 |
|
1.000 |
51.04 |
|
0.618 |
50.11 |
|
HIGH |
48.61 |
|
0.618 |
47.68 |
|
0.500 |
47.40 |
|
0.382 |
47.11 |
|
LOW |
46.18 |
|
0.618 |
44.68 |
|
1.000 |
43.75 |
|
1.618 |
42.25 |
|
2.618 |
39.82 |
|
4.250 |
35.85 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
47.63 |
47.74 |
| PP |
47.51 |
47.73 |
| S1 |
47.40 |
47.73 |
|