NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
45.64 |
46.15 |
0.51 |
1.1% |
45.34 |
High |
46.68 |
46.54 |
-0.14 |
-0.3% |
46.68 |
Low |
45.61 |
45.36 |
-0.25 |
-0.5% |
43.92 |
Close |
46.26 |
45.76 |
-0.50 |
-1.1% |
46.26 |
Range |
1.07 |
1.18 |
0.11 |
10.3% |
2.76 |
ATR |
1.56 |
1.53 |
-0.03 |
-1.7% |
0.00 |
Volume |
335,453 |
348,871 |
13,418 |
4.0% |
1,740,749 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.43 |
48.77 |
46.41 |
|
R3 |
48.25 |
47.59 |
46.08 |
|
R2 |
47.07 |
47.07 |
45.98 |
|
R1 |
46.41 |
46.41 |
45.87 |
46.15 |
PP |
45.89 |
45.89 |
45.89 |
45.76 |
S1 |
45.23 |
45.23 |
45.65 |
44.97 |
S2 |
44.71 |
44.71 |
45.54 |
|
S3 |
43.53 |
44.05 |
45.44 |
|
S4 |
42.35 |
42.87 |
45.11 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.90 |
52.84 |
47.78 |
|
R3 |
51.14 |
50.08 |
47.02 |
|
R2 |
48.38 |
48.38 |
46.77 |
|
R1 |
47.32 |
47.32 |
46.51 |
47.85 |
PP |
45.62 |
45.62 |
45.62 |
45.89 |
S1 |
44.56 |
44.56 |
46.01 |
45.09 |
S2 |
42.86 |
42.86 |
45.75 |
|
S3 |
40.10 |
41.80 |
45.50 |
|
S4 |
37.34 |
39.04 |
44.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.68 |
43.92 |
2.76 |
6.0% |
1.40 |
3.1% |
67% |
False |
False |
343,773 |
10 |
46.68 |
42.29 |
4.39 |
9.6% |
1.49 |
3.3% |
79% |
False |
False |
359,117 |
20 |
46.68 |
37.52 |
9.16 |
20.0% |
1.58 |
3.5% |
90% |
False |
False |
303,606 |
40 |
46.68 |
34.04 |
12.64 |
27.6% |
1.58 |
3.5% |
93% |
False |
False |
208,304 |
60 |
46.68 |
34.04 |
12.64 |
27.6% |
1.58 |
3.4% |
93% |
False |
False |
157,924 |
80 |
46.68 |
34.04 |
12.64 |
27.6% |
1.48 |
3.2% |
93% |
False |
False |
125,582 |
100 |
46.68 |
34.04 |
12.64 |
27.6% |
1.41 |
3.1% |
93% |
False |
False |
104,707 |
120 |
46.68 |
34.04 |
12.64 |
27.6% |
1.40 |
3.1% |
93% |
False |
False |
89,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.56 |
2.618 |
49.63 |
1.618 |
48.45 |
1.000 |
47.72 |
0.618 |
47.27 |
HIGH |
46.54 |
0.618 |
46.09 |
0.500 |
45.95 |
0.382 |
45.81 |
LOW |
45.36 |
0.618 |
44.63 |
1.000 |
44.18 |
1.618 |
43.45 |
2.618 |
42.27 |
4.250 |
40.35 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
45.95 |
45.73 |
PP |
45.89 |
45.70 |
S1 |
45.82 |
45.67 |
|