NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 08-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
46.46 |
45.96 |
-0.50 |
-1.1% |
45.79 |
High |
46.81 |
46.22 |
-0.59 |
-1.3% |
46.88 |
Low |
45.70 |
45.47 |
-0.23 |
-0.5% |
44.27 |
Close |
46.09 |
45.96 |
-0.13 |
-0.3% |
46.54 |
Range |
1.11 |
0.75 |
-0.36 |
-32.4% |
2.61 |
ATR |
1.45 |
1.40 |
-0.05 |
-3.4% |
0.00 |
Volume |
84,324 |
82,286 |
-2,038 |
-2.4% |
383,071 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.13 |
47.80 |
46.37 |
|
R3 |
47.38 |
47.05 |
46.17 |
|
R2 |
46.63 |
46.63 |
46.10 |
|
R1 |
46.30 |
46.30 |
46.03 |
46.34 |
PP |
45.88 |
45.88 |
45.88 |
45.90 |
S1 |
45.55 |
45.55 |
45.89 |
45.59 |
S2 |
45.13 |
45.13 |
45.82 |
|
S3 |
44.38 |
44.80 |
45.75 |
|
S4 |
43.63 |
44.05 |
45.55 |
|
|
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% |
1.17 |
2.5% |
65% |
False |
False |
81,407 |
10 |
46.88 |
43.22 |
3.66 |
8.0% |
1.38 |
3.0% |
75% |
False |
False |
79,133 |
20 |
46.88 |
40.46 |
6.42 |
14.0% |
1.32 |
2.9% |
86% |
False |
False |
67,178 |
40 |
46.88 |
35.00 |
11.88 |
25.8% |
1.47 |
3.2% |
92% |
False |
False |
52,928 |
60 |
46.88 |
35.00 |
11.88 |
25.8% |
1.48 |
3.2% |
92% |
False |
False |
46,611 |
80 |
46.88 |
35.00 |
11.88 |
25.8% |
1.39 |
3.0% |
92% |
False |
False |
40,570 |
100 |
46.88 |
35.00 |
11.88 |
25.8% |
1.32 |
2.9% |
92% |
False |
False |
35,007 |
120 |
46.88 |
35.00 |
11.88 |
25.8% |
1.31 |
2.8% |
92% |
False |
False |
31,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.41 |
2.618 |
48.18 |
1.618 |
47.43 |
1.000 |
46.97 |
0.618 |
46.68 |
HIGH |
46.22 |
0.618 |
45.93 |
0.500 |
45.85 |
0.382 |
45.76 |
LOW |
45.47 |
0.618 |
45.01 |
1.000 |
44.72 |
1.618 |
44.26 |
2.618 |
43.51 |
4.250 |
42.28 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
45.92 |
46.18 |
PP |
45.88 |
46.10 |
S1 |
45.85 |
46.03 |
|