NYMEX Light Sweet Crude Oil Future June 2021
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
45.76 |
45.55 |
-0.21 |
-0.5% |
43.21 |
High |
46.17 |
46.12 |
-0.05 |
-0.1% |
46.48 |
Low |
45.11 |
44.72 |
-0.39 |
-0.9% |
43.14 |
Close |
45.77 |
45.04 |
-0.73 |
-1.6% |
46.07 |
Range |
1.06 |
1.40 |
0.34 |
32.1% |
3.34 |
ATR |
1.38 |
1.38 |
0.00 |
0.1% |
0.00 |
Volume |
57,571 |
63,170 |
5,599 |
9.7% |
338,070 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.49 |
48.67 |
45.81 |
|
R3 |
48.09 |
47.27 |
45.43 |
|
R2 |
46.69 |
46.69 |
45.30 |
|
R1 |
45.87 |
45.87 |
45.17 |
45.58 |
PP |
45.29 |
45.29 |
45.29 |
45.15 |
S1 |
44.47 |
44.47 |
44.91 |
44.18 |
S2 |
43.89 |
43.89 |
44.78 |
|
S3 |
42.49 |
43.07 |
44.66 |
|
S4 |
41.09 |
41.67 |
44.27 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.25 |
54.00 |
47.91 |
|
R3 |
51.91 |
50.66 |
46.99 |
|
R2 |
48.57 |
48.57 |
46.68 |
|
R1 |
47.32 |
47.32 |
46.38 |
47.95 |
PP |
45.23 |
45.23 |
45.23 |
45.54 |
S1 |
43.98 |
43.98 |
45.76 |
44.61 |
S2 |
41.89 |
41.89 |
45.46 |
|
S3 |
38.55 |
40.64 |
45.15 |
|
S4 |
35.21 |
37.30 |
44.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.48 |
43.48 |
3.00 |
6.7% |
1.41 |
3.1% |
52% |
False |
False |
77,739 |
10 |
46.48 |
41.98 |
4.50 |
10.0% |
1.17 |
2.6% |
68% |
False |
False |
63,704 |
20 |
46.48 |
38.89 |
7.59 |
16.9% |
1.40 |
3.1% |
81% |
False |
False |
57,194 |
40 |
46.48 |
36.26 |
10.22 |
22.7% |
1.37 |
3.0% |
86% |
False |
False |
46,350 |
60 |
46.48 |
36.26 |
10.22 |
22.7% |
1.41 |
3.1% |
86% |
False |
False |
42,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.07 |
2.618 |
49.79 |
1.618 |
48.39 |
1.000 |
47.52 |
0.618 |
46.99 |
HIGH |
46.12 |
0.618 |
45.59 |
0.500 |
45.42 |
0.382 |
45.25 |
LOW |
44.72 |
0.618 |
43.85 |
1.000 |
43.32 |
1.618 |
42.45 |
2.618 |
41.05 |
4.250 |
38.77 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
45.42 |
45.55 |
PP |
45.29 |
45.38 |
S1 |
45.17 |
45.21 |
|