NYMEX Light Sweet Crude Oil Future February 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 |
45.76 |
46.24 |
0.48 |
1.0% |
45.57 |
High |
46.81 |
46.70 |
-0.11 |
-0.2% |
46.81 |
Low |
45.76 |
45.54 |
-0.22 |
-0.5% |
44.10 |
Close |
46.42 |
45.95 |
-0.47 |
-1.0% |
46.42 |
Range |
1.05 |
1.16 |
0.11 |
10.5% |
2.71 |
ATR |
1.53 |
1.50 |
-0.03 |
-1.7% |
0.00 |
Volume |
118,557 |
138,575 |
20,018 |
16.9% |
542,832 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.54 |
48.91 |
46.59 |
|
R3 |
48.38 |
47.75 |
46.27 |
|
R2 |
47.22 |
47.22 |
46.16 |
|
R1 |
46.59 |
46.59 |
46.06 |
46.33 |
PP |
46.06 |
46.06 |
46.06 |
45.93 |
S1 |
45.43 |
45.43 |
45.84 |
45.17 |
S2 |
44.90 |
44.90 |
45.74 |
|
S3 |
43.74 |
44.27 |
45.63 |
|
S4 |
42.58 |
43.11 |
45.31 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.91 |
52.87 |
47.91 |
|
R3 |
51.20 |
50.16 |
47.17 |
|
R2 |
48.49 |
48.49 |
46.92 |
|
R1 |
47.45 |
47.45 |
46.67 |
47.97 |
PP |
45.78 |
45.78 |
45.78 |
46.04 |
S1 |
44.74 |
44.74 |
46.17 |
45.26 |
S2 |
43.07 |
43.07 |
45.92 |
|
S3 |
40.36 |
42.03 |
45.67 |
|
S4 |
37.65 |
39.32 |
44.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.81 |
44.10 |
2.71 |
5.9% |
1.37 |
3.0% |
68% |
False |
False |
115,219 |
10 |
46.81 |
42.52 |
4.29 |
9.3% |
1.46 |
3.2% |
80% |
False |
False |
112,768 |
20 |
46.81 |
37.91 |
8.90 |
19.4% |
1.55 |
3.4% |
90% |
False |
False |
102,200 |
40 |
46.81 |
34.50 |
12.31 |
26.8% |
1.55 |
3.4% |
93% |
False |
False |
74,587 |
60 |
46.81 |
34.50 |
12.31 |
26.8% |
1.53 |
3.3% |
93% |
False |
False |
59,717 |
80 |
46.81 |
34.50 |
12.31 |
26.8% |
1.43 |
3.1% |
93% |
False |
False |
49,031 |
100 |
46.81 |
34.50 |
12.31 |
26.8% |
1.36 |
3.0% |
93% |
False |
False |
41,065 |
120 |
46.81 |
34.50 |
12.31 |
26.8% |
1.34 |
2.9% |
93% |
False |
False |
35,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.63 |
2.618 |
49.74 |
1.618 |
48.58 |
1.000 |
47.86 |
0.618 |
47.42 |
HIGH |
46.70 |
0.618 |
46.26 |
0.500 |
46.12 |
0.382 |
45.98 |
LOW |
45.54 |
0.618 |
44.82 |
1.000 |
44.38 |
1.618 |
43.66 |
2.618 |
42.50 |
4.250 |
40.61 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
46.12 |
45.91 |
PP |
46.06 |
45.87 |
S1 |
46.01 |
45.83 |
|