NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
45.08 |
44.38 |
-0.70 |
-1.6% |
42.46 |
| High |
45.70 |
45.92 |
0.22 |
0.5% |
46.26 |
| Low |
44.12 |
43.92 |
-0.20 |
-0.5% |
42.29 |
| Close |
44.55 |
45.28 |
0.73 |
1.6% |
45.53 |
| Range |
1.58 |
2.00 |
0.42 |
26.6% |
3.97 |
| ATR |
1.60 |
1.63 |
0.03 |
1.8% |
0.00 |
| Volume |
314,919 |
368,854 |
53,935 |
17.1% |
1,501,554 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.04 |
50.16 |
46.38 |
|
| R3 |
49.04 |
48.16 |
45.83 |
|
| R2 |
47.04 |
47.04 |
45.65 |
|
| R1 |
46.16 |
46.16 |
45.46 |
46.60 |
| PP |
45.04 |
45.04 |
45.04 |
45.26 |
| S1 |
44.16 |
44.16 |
45.10 |
44.60 |
| S2 |
43.04 |
43.04 |
44.91 |
|
| S3 |
41.04 |
42.16 |
44.73 |
|
| S4 |
39.04 |
40.16 |
44.18 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.60 |
55.04 |
47.71 |
|
| R3 |
52.63 |
51.07 |
46.62 |
|
| R2 |
48.66 |
48.66 |
46.26 |
|
| R1 |
47.10 |
47.10 |
45.89 |
47.88 |
| PP |
44.69 |
44.69 |
44.69 |
45.09 |
| S1 |
43.13 |
43.13 |
45.17 |
43.91 |
| S2 |
40.72 |
40.72 |
44.80 |
|
| S3 |
36.75 |
39.16 |
44.44 |
|
| S4 |
32.78 |
35.19 |
43.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.26 |
43.92 |
2.34 |
5.2% |
1.61 |
3.5% |
58% |
False |
True |
367,367 |
| 10 |
46.26 |
41.26 |
5.00 |
11.0% |
1.47 |
3.2% |
80% |
False |
False |
346,844 |
| 20 |
46.26 |
37.40 |
8.86 |
19.6% |
1.64 |
3.6% |
89% |
False |
False |
273,657 |
| 40 |
46.26 |
34.04 |
12.22 |
27.0% |
1.59 |
3.5% |
92% |
False |
False |
189,409 |
| 60 |
46.26 |
34.04 |
12.22 |
27.0% |
1.59 |
3.5% |
92% |
False |
False |
142,441 |
| 80 |
46.26 |
34.04 |
12.22 |
27.0% |
1.48 |
3.3% |
92% |
False |
False |
113,735 |
| 100 |
46.26 |
34.04 |
12.22 |
27.0% |
1.41 |
3.1% |
92% |
False |
False |
94,697 |
| 120 |
46.26 |
34.04 |
12.22 |
27.0% |
1.43 |
3.2% |
92% |
False |
False |
81,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.42 |
|
2.618 |
51.16 |
|
1.618 |
49.16 |
|
1.000 |
47.92 |
|
0.618 |
47.16 |
|
HIGH |
45.92 |
|
0.618 |
45.16 |
|
0.500 |
44.92 |
|
0.382 |
44.68 |
|
LOW |
43.92 |
|
0.618 |
42.68 |
|
1.000 |
41.92 |
|
1.618 |
40.68 |
|
2.618 |
38.68 |
|
4.250 |
35.42 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
45.16 |
45.16 |
| PP |
45.04 |
45.04 |
| S1 |
44.92 |
44.92 |
|