NYMEX Light Sweet Crude Oil Future February 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 |
44.54 |
45.14 |
0.60 |
1.3% |
42.64 |
High |
46.04 |
45.98 |
-0.06 |
-0.1% |
46.44 |
Low |
44.10 |
44.84 |
0.74 |
1.7% |
42.52 |
Close |
45.44 |
45.79 |
0.35 |
0.8% |
45.74 |
Range |
1.94 |
1.14 |
-0.80 |
-41.2% |
3.92 |
ATR |
1.60 |
1.56 |
-0.03 |
-2.0% |
0.00 |
Volume |
119,962 |
104,003 |
-15,959 |
-13.3% |
446,273 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.96 |
48.51 |
46.42 |
|
R3 |
47.82 |
47.37 |
46.10 |
|
R2 |
46.68 |
46.68 |
46.00 |
|
R1 |
46.23 |
46.23 |
45.89 |
46.46 |
PP |
45.54 |
45.54 |
45.54 |
45.65 |
S1 |
45.09 |
45.09 |
45.69 |
45.32 |
S2 |
44.40 |
44.40 |
45.58 |
|
S3 |
43.26 |
43.95 |
45.48 |
|
S4 |
42.12 |
42.81 |
45.16 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.66 |
55.12 |
47.90 |
|
R3 |
52.74 |
51.20 |
46.82 |
|
R2 |
48.82 |
48.82 |
46.46 |
|
R1 |
47.28 |
47.28 |
46.10 |
48.05 |
PP |
44.90 |
44.90 |
44.90 |
45.29 |
S1 |
43.36 |
43.36 |
45.38 |
44.13 |
S2 |
40.98 |
40.98 |
45.02 |
|
S3 |
37.06 |
39.44 |
44.66 |
|
S4 |
33.14 |
35.52 |
43.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.27 |
44.10 |
2.17 |
4.7% |
1.49 |
3.3% |
78% |
False |
False |
100,263 |
10 |
46.44 |
41.52 |
4.92 |
10.7% |
1.42 |
3.1% |
87% |
False |
False |
104,716 |
20 |
46.44 |
37.80 |
8.64 |
18.9% |
1.56 |
3.4% |
92% |
False |
False |
95,514 |
40 |
46.44 |
34.50 |
11.94 |
26.1% |
1.55 |
3.4% |
95% |
False |
False |
70,448 |
60 |
46.44 |
34.50 |
11.94 |
26.1% |
1.53 |
3.3% |
95% |
False |
False |
56,164 |
80 |
46.44 |
34.50 |
11.94 |
26.1% |
1.43 |
3.1% |
95% |
False |
False |
46,162 |
100 |
46.44 |
34.50 |
11.94 |
26.1% |
1.35 |
2.9% |
95% |
False |
False |
38,658 |
120 |
46.44 |
34.50 |
11.94 |
26.1% |
1.35 |
2.9% |
95% |
False |
False |
33,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.83 |
2.618 |
48.96 |
1.618 |
47.82 |
1.000 |
47.12 |
0.618 |
46.68 |
HIGH |
45.98 |
0.618 |
45.54 |
0.500 |
45.41 |
0.382 |
45.28 |
LOW |
44.84 |
0.618 |
44.14 |
1.000 |
43.70 |
1.618 |
43.00 |
2.618 |
41.86 |
4.250 |
40.00 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
45.66 |
45.55 |
PP |
45.54 |
45.31 |
S1 |
45.41 |
45.07 |
|