NYMEX Light Sweet Crude Oil Future June 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 |
46.03 |
46.18 |
0.15 |
0.3% |
45.76 |
High |
46.70 |
47.97 |
1.27 |
2.7% |
46.80 |
Low |
45.54 |
46.07 |
0.53 |
1.2% |
44.51 |
Close |
46.07 |
47.14 |
1.07 |
2.3% |
46.56 |
Range |
1.16 |
1.90 |
0.74 |
63.8% |
2.29 |
ATR |
1.26 |
1.31 |
0.05 |
3.6% |
0.00 |
Volume |
63,264 |
88,885 |
25,621 |
40.5% |
311,197 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.76 |
51.85 |
48.19 |
|
R3 |
50.86 |
49.95 |
47.66 |
|
R2 |
48.96 |
48.96 |
47.49 |
|
R1 |
48.05 |
48.05 |
47.31 |
48.51 |
PP |
47.06 |
47.06 |
47.06 |
47.29 |
S1 |
46.15 |
46.15 |
46.97 |
46.61 |
S2 |
45.16 |
45.16 |
46.79 |
|
S3 |
43.26 |
44.25 |
46.62 |
|
S4 |
41.36 |
42.35 |
46.10 |
|
|
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 |
47.97 |
45.54 |
2.43 |
5.2% |
1.13 |
2.4% |
66% |
True |
False |
63,811 |
10 |
47.97 |
44.51 |
3.46 |
7.3% |
1.20 |
2.5% |
76% |
True |
False |
60,899 |
20 |
47.97 |
41.66 |
6.31 |
13.4% |
1.18 |
2.5% |
87% |
True |
False |
60,789 |
40 |
47.97 |
36.26 |
11.71 |
24.8% |
1.38 |
2.9% |
93% |
True |
False |
50,496 |
60 |
47.97 |
36.26 |
11.71 |
24.8% |
1.38 |
2.9% |
93% |
True |
False |
44,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.05 |
2.618 |
52.94 |
1.618 |
51.04 |
1.000 |
49.87 |
0.618 |
49.14 |
HIGH |
47.97 |
0.618 |
47.24 |
0.500 |
47.02 |
0.382 |
46.80 |
LOW |
46.07 |
0.618 |
44.90 |
1.000 |
44.17 |
1.618 |
43.00 |
2.618 |
41.10 |
4.250 |
38.00 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.10 |
47.01 |
PP |
47.06 |
46.88 |
S1 |
47.02 |
46.76 |
|