NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
45.41 |
44.69 |
-0.72 |
-1.6% |
42.84 |
High |
45.99 |
46.15 |
0.16 |
0.3% |
46.52 |
Low |
44.49 |
44.27 |
-0.22 |
-0.5% |
42.72 |
Close |
44.88 |
45.57 |
0.69 |
1.5% |
45.91 |
Range |
1.50 |
1.88 |
0.38 |
25.3% |
3.80 |
ATR |
1.51 |
1.54 |
0.03 |
1.7% |
0.00 |
Volume |
66,561 |
85,614 |
19,053 |
28.6% |
317,217 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.97 |
50.15 |
46.60 |
|
R3 |
49.09 |
48.27 |
46.09 |
|
R2 |
47.21 |
47.21 |
45.91 |
|
R1 |
46.39 |
46.39 |
45.74 |
46.80 |
PP |
45.33 |
45.33 |
45.33 |
45.54 |
S1 |
44.51 |
44.51 |
45.40 |
44.92 |
S2 |
43.45 |
43.45 |
45.23 |
|
S3 |
41.57 |
42.63 |
45.05 |
|
S4 |
39.69 |
40.75 |
44.54 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.45 |
54.98 |
48.00 |
|
R3 |
52.65 |
51.18 |
46.96 |
|
R2 |
48.85 |
48.85 |
46.61 |
|
R1 |
47.38 |
47.38 |
46.26 |
48.12 |
PP |
45.05 |
45.05 |
45.05 |
45.42 |
S1 |
43.58 |
43.58 |
45.56 |
44.32 |
S2 |
41.25 |
41.25 |
45.21 |
|
S3 |
37.45 |
39.78 |
44.87 |
|
S4 |
33.65 |
35.98 |
43.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.52 |
44.27 |
2.25 |
4.9% |
1.50 |
3.3% |
58% |
False |
True |
73,557 |
10 |
46.52 |
41.80 |
4.72 |
10.4% |
1.38 |
3.0% |
80% |
False |
False |
70,003 |
20 |
46.52 |
38.21 |
8.31 |
18.2% |
1.54 |
3.4% |
89% |
False |
False |
62,371 |
40 |
46.52 |
35.00 |
11.52 |
25.3% |
1.49 |
3.3% |
92% |
False |
False |
48,839 |
60 |
46.52 |
35.00 |
11.52 |
25.3% |
1.49 |
3.3% |
92% |
False |
False |
43,299 |
80 |
46.52 |
35.00 |
11.52 |
25.3% |
1.38 |
3.0% |
92% |
False |
False |
37,330 |
100 |
46.52 |
35.00 |
11.52 |
25.3% |
1.31 |
2.9% |
92% |
False |
False |
32,215 |
120 |
46.52 |
35.00 |
11.52 |
25.3% |
1.33 |
2.9% |
92% |
False |
False |
28,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.14 |
2.618 |
51.07 |
1.618 |
49.19 |
1.000 |
48.03 |
0.618 |
47.31 |
HIGH |
46.15 |
0.618 |
45.43 |
0.500 |
45.21 |
0.382 |
44.99 |
LOW |
44.27 |
0.618 |
43.11 |
1.000 |
42.39 |
1.618 |
41.23 |
2.618 |
39.35 |
4.250 |
36.28 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
45.45 |
45.45 |
PP |
45.33 |
45.33 |
S1 |
45.21 |
45.21 |
|