NYMEX Light Sweet Crude Oil Future March 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 |
45.90 |
46.46 |
0.56 |
1.2% |
45.79 |
High |
46.88 |
46.81 |
-0.07 |
-0.1% |
46.88 |
Low |
45.86 |
45.70 |
-0.16 |
-0.3% |
44.27 |
Close |
46.54 |
46.09 |
-0.45 |
-1.0% |
46.54 |
Range |
1.02 |
1.11 |
0.09 |
8.8% |
2.61 |
ATR |
1.47 |
1.45 |
-0.03 |
-1.8% |
0.00 |
Volume |
78,641 |
84,324 |
5,683 |
7.2% |
383,071 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.53 |
48.92 |
46.70 |
|
R3 |
48.42 |
47.81 |
46.40 |
|
R2 |
47.31 |
47.31 |
46.29 |
|
R1 |
46.70 |
46.70 |
46.19 |
46.45 |
PP |
46.20 |
46.20 |
46.20 |
46.08 |
S1 |
45.59 |
45.59 |
45.99 |
45.34 |
S2 |
45.09 |
45.09 |
45.89 |
|
S3 |
43.98 |
44.48 |
45.78 |
|
S4 |
42.87 |
43.37 |
45.48 |
|
|
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 |
5.7% |
1.32 |
2.9% |
70% |
False |
False |
78,262 |
10 |
46.88 |
42.72 |
4.16 |
9.0% |
1.40 |
3.0% |
81% |
False |
False |
78,461 |
20 |
46.88 |
38.39 |
8.49 |
18.4% |
1.48 |
3.2% |
91% |
False |
False |
68,247 |
40 |
46.88 |
35.00 |
11.88 |
25.8% |
1.48 |
3.2% |
93% |
False |
False |
51,527 |
60 |
46.88 |
35.00 |
11.88 |
25.8% |
1.48 |
3.2% |
93% |
False |
False |
45,722 |
80 |
46.88 |
35.00 |
11.88 |
25.8% |
1.39 |
3.0% |
93% |
False |
False |
39,774 |
100 |
46.88 |
35.00 |
11.88 |
25.8% |
1.32 |
2.9% |
93% |
False |
False |
34,262 |
120 |
46.88 |
35.00 |
11.88 |
25.8% |
1.31 |
2.8% |
93% |
False |
False |
30,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.53 |
2.618 |
49.72 |
1.618 |
48.61 |
1.000 |
47.92 |
0.618 |
47.50 |
HIGH |
46.81 |
0.618 |
46.39 |
0.500 |
46.26 |
0.382 |
46.12 |
LOW |
45.70 |
0.618 |
45.01 |
1.000 |
44.59 |
1.618 |
43.90 |
2.618 |
42.79 |
4.250 |
40.98 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
46.26 |
46.04 |
PP |
46.20 |
45.98 |
S1 |
46.15 |
45.93 |
|