NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
45.34 |
45.08 |
-0.26 |
-0.6% |
42.46 |
| High |
45.80 |
45.70 |
-0.10 |
-0.2% |
46.26 |
| Low |
44.42 |
44.12 |
-0.30 |
-0.7% |
42.29 |
| Close |
45.34 |
44.55 |
-0.79 |
-1.7% |
45.53 |
| Range |
1.38 |
1.58 |
0.20 |
14.5% |
3.97 |
| ATR |
1.61 |
1.60 |
0.00 |
-0.1% |
0.00 |
| Volume |
370,755 |
314,919 |
-55,836 |
-15.1% |
1,501,554 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.53 |
48.62 |
45.42 |
|
| R3 |
47.95 |
47.04 |
44.98 |
|
| R2 |
46.37 |
46.37 |
44.84 |
|
| R1 |
45.46 |
45.46 |
44.69 |
45.13 |
| PP |
44.79 |
44.79 |
44.79 |
44.62 |
| S1 |
43.88 |
43.88 |
44.41 |
43.55 |
| S2 |
43.21 |
43.21 |
44.26 |
|
| S3 |
41.63 |
42.30 |
44.12 |
|
| S4 |
40.05 |
40.72 |
43.68 |
|
|
| 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 |
42.82 |
3.44 |
7.7% |
1.68 |
3.8% |
50% |
False |
False |
377,302 |
| 10 |
46.26 |
40.81 |
5.45 |
12.2% |
1.38 |
3.1% |
69% |
False |
False |
333,626 |
| 20 |
46.26 |
36.93 |
9.33 |
20.9% |
1.62 |
3.6% |
82% |
False |
False |
263,778 |
| 40 |
46.26 |
34.04 |
12.22 |
27.4% |
1.58 |
3.5% |
86% |
False |
False |
182,141 |
| 60 |
46.26 |
34.04 |
12.22 |
27.4% |
1.61 |
3.6% |
86% |
False |
False |
137,396 |
| 80 |
46.26 |
34.04 |
12.22 |
27.4% |
1.46 |
3.3% |
86% |
False |
False |
109,380 |
| 100 |
46.26 |
34.04 |
12.22 |
27.4% |
1.40 |
3.1% |
86% |
False |
False |
91,154 |
| 120 |
46.26 |
34.04 |
12.22 |
27.4% |
1.43 |
3.2% |
86% |
False |
False |
78,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.42 |
|
2.618 |
49.84 |
|
1.618 |
48.26 |
|
1.000 |
47.28 |
|
0.618 |
46.68 |
|
HIGH |
45.70 |
|
0.618 |
45.10 |
|
0.500 |
44.91 |
|
0.382 |
44.72 |
|
LOW |
44.12 |
|
0.618 |
43.14 |
|
1.000 |
42.54 |
|
1.618 |
41.56 |
|
2.618 |
39.98 |
|
4.250 |
37.41 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
44.91 |
45.11 |
| PP |
44.79 |
44.92 |
| S1 |
44.67 |
44.74 |
|