NYMEX Light Sweet Crude Oil Future June 2021
Trading Metrics calculated at close of trading on 04-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
45.46 |
45.88 |
0.42 |
0.9% |
45.76 |
High |
46.08 |
46.80 |
0.72 |
1.6% |
46.80 |
Low |
45.06 |
45.88 |
0.82 |
1.8% |
44.51 |
Close |
45.93 |
46.56 |
0.63 |
1.4% |
46.56 |
Range |
1.02 |
0.92 |
-0.10 |
-9.8% |
2.29 |
ATR |
1.37 |
1.34 |
-0.03 |
-2.4% |
0.00 |
Volume |
60,175 |
60,523 |
348 |
0.6% |
311,197 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.17 |
48.79 |
47.07 |
|
R3 |
48.25 |
47.87 |
46.81 |
|
R2 |
47.33 |
47.33 |
46.73 |
|
R1 |
46.95 |
46.95 |
46.64 |
47.14 |
PP |
46.41 |
46.41 |
46.41 |
46.51 |
S1 |
46.03 |
46.03 |
46.48 |
46.22 |
S2 |
45.49 |
45.49 |
46.39 |
|
S3 |
44.57 |
45.11 |
46.31 |
|
S4 |
43.65 |
44.19 |
46.05 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.83 |
51.98 |
47.82 |
|
R3 |
50.54 |
49.69 |
47.19 |
|
R2 |
48.25 |
48.25 |
46.98 |
|
R1 |
47.40 |
47.40 |
46.77 |
47.83 |
PP |
45.96 |
45.96 |
45.96 |
46.17 |
S1 |
45.11 |
45.11 |
46.35 |
45.54 |
S2 |
43.67 |
43.67 |
46.14 |
|
S3 |
41.38 |
42.82 |
45.93 |
|
S4 |
39.09 |
40.53 |
45.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.80 |
44.51 |
2.29 |
4.9% |
1.21 |
2.6% |
90% |
True |
False |
62,239 |
10 |
46.80 |
42.64 |
4.16 |
8.9% |
1.23 |
2.6% |
94% |
True |
False |
70,109 |
20 |
46.80 |
39.23 |
7.57 |
16.3% |
1.37 |
2.9% |
97% |
True |
False |
61,174 |
40 |
46.80 |
36.26 |
10.54 |
22.6% |
1.36 |
2.9% |
98% |
True |
False |
47,415 |
60 |
46.80 |
36.26 |
10.54 |
22.6% |
1.37 |
2.9% |
98% |
True |
False |
42,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.71 |
2.618 |
49.21 |
1.618 |
48.29 |
1.000 |
47.72 |
0.618 |
47.37 |
HIGH |
46.80 |
0.618 |
46.45 |
0.500 |
46.34 |
0.382 |
46.23 |
LOW |
45.88 |
0.618 |
45.31 |
1.000 |
44.96 |
1.618 |
44.39 |
2.618 |
43.47 |
4.250 |
41.97 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
46.49 |
46.26 |
PP |
46.41 |
45.96 |
S1 |
46.34 |
45.66 |
|