NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 10-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
45.93 |
46.01 |
0.08 |
0.2% |
45.79 |
High |
46.57 |
47.98 |
1.41 |
3.0% |
46.88 |
Low |
45.30 |
45.87 |
0.57 |
1.3% |
44.27 |
Close |
45.87 |
47.07 |
1.20 |
2.6% |
46.54 |
Range |
1.27 |
2.11 |
0.84 |
66.1% |
2.61 |
ATR |
1.39 |
1.44 |
0.05 |
3.7% |
0.00 |
Volume |
79,462 |
96,291 |
16,829 |
21.2% |
383,071 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.30 |
52.30 |
48.23 |
|
R3 |
51.19 |
50.19 |
47.65 |
|
R2 |
49.08 |
49.08 |
47.46 |
|
R1 |
48.08 |
48.08 |
47.26 |
48.58 |
PP |
46.97 |
46.97 |
46.97 |
47.23 |
S1 |
45.97 |
45.97 |
46.88 |
46.47 |
S2 |
44.86 |
44.86 |
46.68 |
|
S3 |
42.75 |
43.86 |
46.49 |
|
S4 |
40.64 |
41.75 |
45.91 |
|
|
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 |
47.98 |
45.30 |
2.68 |
5.7% |
1.25 |
2.7% |
66% |
True |
False |
84,200 |
10 |
47.98 |
44.27 |
3.71 |
7.9% |
1.34 |
2.9% |
75% |
True |
False |
77,703 |
20 |
47.98 |
40.94 |
7.04 |
15.0% |
1.30 |
2.8% |
87% |
True |
False |
69,160 |
40 |
47.98 |
35.00 |
12.98 |
27.6% |
1.50 |
3.2% |
93% |
True |
False |
55,619 |
60 |
47.98 |
35.00 |
12.98 |
27.6% |
1.49 |
3.2% |
93% |
True |
False |
48,168 |
80 |
47.98 |
35.00 |
12.98 |
27.6% |
1.41 |
3.0% |
93% |
True |
False |
42,450 |
100 |
47.98 |
35.00 |
12.98 |
27.6% |
1.33 |
2.8% |
93% |
True |
False |
36,590 |
120 |
47.98 |
35.00 |
12.98 |
27.6% |
1.31 |
2.8% |
93% |
True |
False |
32,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.95 |
2.618 |
53.50 |
1.618 |
51.39 |
1.000 |
50.09 |
0.618 |
49.28 |
HIGH |
47.98 |
0.618 |
47.17 |
0.500 |
46.93 |
0.382 |
46.68 |
LOW |
45.87 |
0.618 |
44.57 |
1.000 |
43.76 |
1.618 |
42.46 |
2.618 |
40.35 |
4.250 |
36.90 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.02 |
46.93 |
PP |
46.97 |
46.78 |
S1 |
46.93 |
46.64 |
|