NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
44.38 |
44.99 |
0.61 |
1.4% |
42.46 |
High |
45.92 |
45.84 |
-0.08 |
-0.2% |
46.26 |
Low |
43.92 |
44.66 |
0.74 |
1.7% |
42.29 |
Close |
45.28 |
45.64 |
0.36 |
0.8% |
45.53 |
Range |
2.00 |
1.18 |
-0.82 |
-41.0% |
3.97 |
ATR |
1.63 |
1.60 |
-0.03 |
-2.0% |
0.00 |
Volume |
368,854 |
350,768 |
-18,086 |
-4.9% |
1,501,554 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.92 |
48.46 |
46.29 |
|
R3 |
47.74 |
47.28 |
45.96 |
|
R2 |
46.56 |
46.56 |
45.86 |
|
R1 |
46.10 |
46.10 |
45.75 |
46.33 |
PP |
45.38 |
45.38 |
45.38 |
45.50 |
S1 |
44.92 |
44.92 |
45.53 |
45.15 |
S2 |
44.20 |
44.20 |
45.42 |
|
S3 |
43.02 |
43.74 |
45.32 |
|
S4 |
41.84 |
42.56 |
44.99 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.60 |
55.04 |
47.71 |
|
R3 |
52.63 |
51.07 |
46.62 |
|
R2 |
48.66 |
48.66 |
46.26 |
|
R1 |
47.10 |
47.10 |
45.89 |
47.88 |
PP |
44.69 |
44.69 |
44.69 |
45.09 |
S1 |
43.13 |
43.13 |
45.17 |
43.91 |
S2 |
40.72 |
40.72 |
44.80 |
|
S3 |
36.75 |
39.16 |
44.44 |
|
S4 |
32.78 |
35.19 |
43.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.09 |
43.92 |
2.17 |
4.8% |
1.54 |
3.4% |
79% |
False |
False |
354,084 |
10 |
46.26 |
41.26 |
5.00 |
11.0% |
1.45 |
3.2% |
88% |
False |
False |
349,656 |
20 |
46.26 |
37.40 |
8.86 |
19.4% |
1.60 |
3.5% |
93% |
False |
False |
283,390 |
40 |
46.26 |
34.04 |
12.22 |
26.8% |
1.59 |
3.5% |
95% |
False |
False |
195,773 |
60 |
46.26 |
34.04 |
12.22 |
26.8% |
1.58 |
3.5% |
95% |
False |
False |
147,587 |
80 |
46.26 |
34.04 |
12.22 |
26.8% |
1.48 |
3.2% |
95% |
False |
False |
117,774 |
100 |
46.26 |
34.04 |
12.22 |
26.8% |
1.41 |
3.1% |
95% |
False |
False |
98,069 |
120 |
46.26 |
34.04 |
12.22 |
26.8% |
1.42 |
3.1% |
95% |
False |
False |
84,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.86 |
2.618 |
48.93 |
1.618 |
47.75 |
1.000 |
47.02 |
0.618 |
46.57 |
HIGH |
45.84 |
0.618 |
45.39 |
0.500 |
45.25 |
0.382 |
45.11 |
LOW |
44.66 |
0.618 |
43.93 |
1.000 |
43.48 |
1.618 |
42.75 |
2.618 |
41.57 |
4.250 |
39.65 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
45.51 |
45.40 |
PP |
45.38 |
45.16 |
S1 |
45.25 |
44.92 |
|