NYMEX Light Sweet Crude Oil Future June 2021
Trading Metrics calculated at close of trading on 11-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
46.18 |
47.26 |
1.08 |
2.3% |
46.54 |
High |
47.97 |
47.52 |
-0.45 |
-0.9% |
47.97 |
Low |
46.07 |
46.71 |
0.64 |
1.4% |
45.54 |
Close |
47.14 |
46.97 |
-0.17 |
-0.4% |
46.97 |
Range |
1.90 |
0.81 |
-1.09 |
-57.4% |
2.43 |
ATR |
1.31 |
1.27 |
-0.04 |
-2.7% |
0.00 |
Volume |
88,885 |
68,831 |
-20,054 |
-22.6% |
327,364 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.50 |
49.04 |
47.42 |
|
R3 |
48.69 |
48.23 |
47.19 |
|
R2 |
47.88 |
47.88 |
47.12 |
|
R1 |
47.42 |
47.42 |
47.04 |
47.25 |
PP |
47.07 |
47.07 |
47.07 |
46.98 |
S1 |
46.61 |
46.61 |
46.90 |
46.44 |
S2 |
46.26 |
46.26 |
46.82 |
|
S3 |
45.45 |
45.80 |
46.75 |
|
S4 |
44.64 |
44.99 |
46.52 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.12 |
52.97 |
48.31 |
|
R3 |
51.69 |
50.54 |
47.64 |
|
R2 |
49.26 |
49.26 |
47.42 |
|
R1 |
48.11 |
48.11 |
47.19 |
48.69 |
PP |
46.83 |
46.83 |
46.83 |
47.11 |
S1 |
45.68 |
45.68 |
46.75 |
46.26 |
S2 |
44.40 |
44.40 |
46.52 |
|
S3 |
41.97 |
43.25 |
46.30 |
|
S4 |
39.54 |
40.82 |
45.63 |
|
|
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% |
1.11 |
2.4% |
59% |
False |
False |
65,472 |
10 |
47.97 |
44.51 |
3.46 |
7.4% |
1.16 |
2.5% |
71% |
False |
False |
63,856 |
20 |
47.97 |
41.66 |
6.31 |
13.4% |
1.17 |
2.5% |
84% |
False |
False |
62,015 |
40 |
47.97 |
36.26 |
11.71 |
24.9% |
1.36 |
2.9% |
91% |
False |
False |
51,374 |
60 |
47.97 |
36.26 |
11.71 |
24.9% |
1.37 |
2.9% |
91% |
False |
False |
45,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.96 |
2.618 |
49.64 |
1.618 |
48.83 |
1.000 |
48.33 |
0.618 |
48.02 |
HIGH |
47.52 |
0.618 |
47.21 |
0.500 |
47.12 |
0.382 |
47.02 |
LOW |
46.71 |
0.618 |
46.21 |
1.000 |
45.90 |
1.618 |
45.40 |
2.618 |
44.59 |
4.250 |
43.27 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.12 |
46.90 |
PP |
47.07 |
46.83 |
S1 |
47.02 |
46.76 |
|