NYMEX Light Sweet Crude Oil Future March 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 |
44.69 |
45.24 |
0.55 |
1.2% |
42.84 |
High |
46.15 |
46.07 |
-0.08 |
-0.2% |
46.52 |
Low |
44.27 |
44.98 |
0.71 |
1.6% |
42.72 |
Close |
45.57 |
45.91 |
0.34 |
0.7% |
45.91 |
Range |
1.88 |
1.09 |
-0.79 |
-42.0% |
3.80 |
ATR |
1.54 |
1.51 |
-0.03 |
-2.1% |
0.00 |
Volume |
85,614 |
76,174 |
-9,440 |
-11.0% |
317,217 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.92 |
48.51 |
46.51 |
|
R3 |
47.83 |
47.42 |
46.21 |
|
R2 |
46.74 |
46.74 |
46.11 |
|
R1 |
46.33 |
46.33 |
46.01 |
46.54 |
PP |
45.65 |
45.65 |
45.65 |
45.76 |
S1 |
45.24 |
45.24 |
45.81 |
45.45 |
S2 |
44.56 |
44.56 |
45.71 |
|
S3 |
43.47 |
44.15 |
45.61 |
|
S4 |
42.38 |
43.06 |
45.31 |
|
|
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 |
46.37 |
44.27 |
2.10 |
4.6% |
1.43 |
3.1% |
78% |
False |
False |
71,205 |
10 |
46.52 |
41.80 |
4.72 |
10.3% |
1.36 |
3.0% |
87% |
False |
False |
73,398 |
20 |
46.52 |
38.21 |
8.31 |
18.1% |
1.50 |
3.3% |
93% |
False |
False |
64,650 |
40 |
46.52 |
35.00 |
11.52 |
25.1% |
1.49 |
3.2% |
95% |
False |
False |
49,850 |
60 |
46.52 |
35.00 |
11.52 |
25.1% |
1.48 |
3.2% |
95% |
False |
False |
43,923 |
80 |
46.52 |
35.00 |
11.52 |
25.1% |
1.38 |
3.0% |
95% |
False |
False |
38,104 |
100 |
46.52 |
35.00 |
11.52 |
25.1% |
1.31 |
2.9% |
95% |
False |
False |
32,826 |
120 |
46.52 |
35.00 |
11.52 |
25.1% |
1.32 |
2.9% |
95% |
False |
False |
29,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.70 |
2.618 |
48.92 |
1.618 |
47.83 |
1.000 |
47.16 |
0.618 |
46.74 |
HIGH |
46.07 |
0.618 |
45.65 |
0.500 |
45.53 |
0.382 |
45.40 |
LOW |
44.98 |
0.618 |
44.31 |
1.000 |
43.89 |
1.618 |
43.22 |
2.618 |
42.13 |
4.250 |
40.35 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
45.78 |
45.68 |
PP |
45.65 |
45.44 |
S1 |
45.53 |
45.21 |
|