NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 04-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
45.24 |
45.90 |
0.66 |
1.5% |
45.79 |
High |
46.07 |
46.88 |
0.81 |
1.8% |
46.88 |
Low |
44.98 |
45.86 |
0.88 |
2.0% |
44.27 |
Close |
45.91 |
46.54 |
0.63 |
1.4% |
46.54 |
Range |
1.09 |
1.02 |
-0.07 |
-6.4% |
2.61 |
ATR |
1.51 |
1.47 |
-0.03 |
-2.3% |
0.00 |
Volume |
76,174 |
78,641 |
2,467 |
3.2% |
383,071 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.49 |
49.03 |
47.10 |
|
R3 |
48.47 |
48.01 |
46.82 |
|
R2 |
47.45 |
47.45 |
46.73 |
|
R1 |
46.99 |
46.99 |
46.63 |
47.22 |
PP |
46.43 |
46.43 |
46.43 |
46.54 |
S1 |
45.97 |
45.97 |
46.45 |
46.20 |
S2 |
45.41 |
45.41 |
46.35 |
|
S3 |
44.39 |
44.95 |
46.26 |
|
S4 |
43.37 |
43.93 |
45.98 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.73 |
52.74 |
47.98 |
|
R3 |
51.12 |
50.13 |
47.26 |
|
R2 |
48.51 |
48.51 |
47.02 |
|
R1 |
47.52 |
47.52 |
46.78 |
48.02 |
PP |
45.90 |
45.90 |
45.90 |
46.14 |
S1 |
44.91 |
44.91 |
46.30 |
45.41 |
S2 |
43.29 |
43.29 |
46.06 |
|
S3 |
40.68 |
42.30 |
45.82 |
|
S4 |
38.07 |
39.69 |
45.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.88 |
44.27 |
2.61 |
5.6% |
1.35 |
2.9% |
87% |
True |
False |
76,614 |
10 |
46.88 |
42.08 |
4.80 |
10.3% |
1.38 |
3.0% |
93% |
True |
False |
75,939 |
20 |
46.88 |
38.21 |
8.67 |
18.6% |
1.50 |
3.2% |
96% |
True |
False |
67,065 |
40 |
46.88 |
35.00 |
11.88 |
25.5% |
1.48 |
3.2% |
97% |
True |
False |
50,247 |
60 |
46.88 |
35.00 |
11.88 |
25.5% |
1.48 |
3.2% |
97% |
True |
False |
44,701 |
80 |
46.88 |
35.00 |
11.88 |
25.5% |
1.38 |
3.0% |
97% |
True |
False |
38,870 |
100 |
46.88 |
35.00 |
11.88 |
25.5% |
1.31 |
2.8% |
97% |
True |
False |
33,497 |
120 |
46.88 |
35.00 |
11.88 |
25.5% |
1.31 |
2.8% |
97% |
True |
False |
29,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.22 |
2.618 |
49.55 |
1.618 |
48.53 |
1.000 |
47.90 |
0.618 |
47.51 |
HIGH |
46.88 |
0.618 |
46.49 |
0.500 |
46.37 |
0.382 |
46.25 |
LOW |
45.86 |
0.618 |
45.23 |
1.000 |
44.84 |
1.618 |
44.21 |
2.618 |
43.19 |
4.250 |
41.53 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
46.48 |
46.22 |
PP |
46.43 |
45.90 |
S1 |
46.37 |
45.58 |
|