NYMEX Light Sweet Crude Oil Future July 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 |
46.23 |
47.29 |
1.06 |
2.3% |
46.37 |
High |
47.85 |
47.41 |
-0.44 |
-0.9% |
47.85 |
Low |
46.08 |
46.67 |
0.59 |
1.3% |
45.55 |
Close |
47.06 |
46.89 |
-0.17 |
-0.4% |
46.89 |
Range |
1.77 |
0.74 |
-1.03 |
-58.2% |
2.30 |
ATR |
1.17 |
1.14 |
-0.03 |
-2.6% |
0.00 |
Volume |
14,917 |
19,878 |
4,961 |
33.3% |
67,369 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.21 |
48.79 |
47.30 |
|
R3 |
48.47 |
48.05 |
47.09 |
|
R2 |
47.73 |
47.73 |
47.03 |
|
R1 |
47.31 |
47.31 |
46.96 |
47.15 |
PP |
46.99 |
46.99 |
46.99 |
46.91 |
S1 |
46.57 |
46.57 |
46.82 |
46.41 |
S2 |
46.25 |
46.25 |
46.75 |
|
S3 |
45.51 |
45.83 |
46.69 |
|
S4 |
44.77 |
45.09 |
46.48 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.66 |
52.58 |
48.16 |
|
R3 |
51.36 |
50.28 |
47.52 |
|
R2 |
49.06 |
49.06 |
47.31 |
|
R1 |
47.98 |
47.98 |
47.10 |
48.52 |
PP |
46.76 |
46.76 |
46.76 |
47.04 |
S1 |
45.68 |
45.68 |
46.68 |
46.22 |
S2 |
44.46 |
44.46 |
46.47 |
|
S3 |
42.16 |
43.38 |
46.26 |
|
S4 |
39.86 |
41.08 |
45.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.85 |
45.55 |
2.30 |
4.9% |
1.02 |
2.2% |
58% |
False |
False |
13,473 |
10 |
47.85 |
44.59 |
3.26 |
7.0% |
1.04 |
2.2% |
71% |
False |
False |
12,137 |
20 |
47.85 |
41.85 |
6.00 |
12.8% |
1.01 |
2.1% |
84% |
False |
False |
11,316 |
40 |
47.85 |
36.69 |
11.16 |
23.8% |
1.21 |
2.6% |
91% |
False |
False |
8,153 |
60 |
47.85 |
36.69 |
11.16 |
23.8% |
1.21 |
2.6% |
91% |
False |
False |
6,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.56 |
2.618 |
49.35 |
1.618 |
48.61 |
1.000 |
48.15 |
0.618 |
47.87 |
HIGH |
47.41 |
0.618 |
47.13 |
0.500 |
47.04 |
0.382 |
46.95 |
LOW |
46.67 |
0.618 |
46.21 |
1.000 |
45.93 |
1.618 |
45.47 |
2.618 |
44.73 |
4.250 |
43.53 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.04 |
46.83 |
PP |
46.99 |
46.76 |
S1 |
46.94 |
46.70 |
|