NYMEX Light Sweet Crude Oil Future May 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 |
44.80 |
45.37 |
0.57 |
1.3% |
43.21 |
High |
46.18 |
46.12 |
-0.06 |
-0.1% |
46.53 |
Low |
44.49 |
45.09 |
0.60 |
1.3% |
43.07 |
Close |
45.66 |
45.97 |
0.31 |
0.7% |
46.06 |
Range |
1.69 |
1.03 |
-0.66 |
-39.1% |
3.46 |
ATR |
1.41 |
1.38 |
-0.03 |
-1.9% |
0.00 |
Volume |
27,553 |
23,328 |
-4,225 |
-15.3% |
155,850 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.82 |
48.42 |
46.54 |
|
R3 |
47.79 |
47.39 |
46.25 |
|
R2 |
46.76 |
46.76 |
46.16 |
|
R1 |
46.36 |
46.36 |
46.06 |
46.56 |
PP |
45.73 |
45.73 |
45.73 |
45.83 |
S1 |
45.33 |
45.33 |
45.88 |
45.53 |
S2 |
44.70 |
44.70 |
45.78 |
|
S3 |
43.67 |
44.30 |
45.69 |
|
S4 |
42.64 |
43.27 |
45.40 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.60 |
54.29 |
47.96 |
|
R3 |
52.14 |
50.83 |
47.01 |
|
R2 |
48.68 |
48.68 |
46.69 |
|
R1 |
47.37 |
47.37 |
46.38 |
48.03 |
PP |
45.22 |
45.22 |
45.22 |
45.55 |
S1 |
43.91 |
43.91 |
45.74 |
44.57 |
S2 |
41.76 |
41.76 |
45.43 |
|
S3 |
38.30 |
40.45 |
45.11 |
|
S4 |
34.84 |
36.99 |
44.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.42 |
44.49 |
1.93 |
4.2% |
1.30 |
2.8% |
77% |
False |
False |
26,741 |
10 |
46.53 |
42.27 |
4.26 |
9.3% |
1.23 |
2.7% |
87% |
False |
False |
28,536 |
20 |
46.53 |
38.99 |
7.54 |
16.4% |
1.37 |
3.0% |
93% |
False |
False |
22,790 |
40 |
46.53 |
36.00 |
10.53 |
22.9% |
1.36 |
3.0% |
95% |
False |
False |
16,321 |
60 |
46.53 |
36.00 |
10.53 |
22.9% |
1.34 |
2.9% |
95% |
False |
False |
13,203 |
80 |
46.53 |
36.00 |
10.53 |
22.9% |
1.25 |
2.7% |
95% |
False |
False |
11,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.50 |
2.618 |
48.82 |
1.618 |
47.79 |
1.000 |
47.15 |
0.618 |
46.76 |
HIGH |
46.12 |
0.618 |
45.73 |
0.500 |
45.61 |
0.382 |
45.48 |
LOW |
45.09 |
0.618 |
44.45 |
1.000 |
44.06 |
1.618 |
43.42 |
2.618 |
42.39 |
4.250 |
40.71 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
45.85 |
45.76 |
PP |
45.73 |
45.55 |
S1 |
45.61 |
45.34 |
|