NYMEX Light Sweet Crude Oil Future February 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 |
45.57 |
45.25 |
-0.32 |
-0.7% |
42.64 |
| High |
45.98 |
45.86 |
-0.12 |
-0.3% |
46.44 |
| Low |
44.64 |
44.32 |
-0.32 |
-0.7% |
42.52 |
| Close |
45.51 |
44.73 |
-0.78 |
-1.7% |
45.74 |
| Range |
1.34 |
1.54 |
0.20 |
14.9% |
3.92 |
| ATR |
1.57 |
1.57 |
0.00 |
-0.1% |
0.00 |
| Volume |
105,309 |
95,001 |
-10,308 |
-9.8% |
446,273 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.59 |
48.70 |
45.58 |
|
| R3 |
48.05 |
47.16 |
45.15 |
|
| R2 |
46.51 |
46.51 |
45.01 |
|
| R1 |
45.62 |
45.62 |
44.87 |
45.30 |
| PP |
44.97 |
44.97 |
44.97 |
44.81 |
| S1 |
44.08 |
44.08 |
44.59 |
43.76 |
| S2 |
43.43 |
43.43 |
44.45 |
|
| S3 |
41.89 |
42.54 |
44.31 |
|
| S4 |
40.35 |
41.00 |
43.88 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.66 |
55.12 |
47.90 |
|
| R3 |
52.74 |
51.20 |
46.82 |
|
| R2 |
48.82 |
48.82 |
46.46 |
|
| R1 |
47.28 |
47.28 |
46.10 |
48.05 |
| PP |
44.90 |
44.90 |
44.90 |
45.29 |
| S1 |
43.36 |
43.36 |
45.38 |
44.13 |
| S2 |
40.98 |
40.98 |
45.02 |
|
| S3 |
37.06 |
39.44 |
44.66 |
|
| S4 |
33.14 |
35.52 |
43.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.44 |
43.04 |
3.40 |
7.6% |
1.66 |
3.7% |
50% |
False |
False |
109,627 |
| 10 |
46.44 |
41.07 |
5.37 |
12.0% |
1.35 |
3.0% |
68% |
False |
False |
96,072 |
| 20 |
46.44 |
37.35 |
9.09 |
20.3% |
1.59 |
3.6% |
81% |
False |
False |
92,485 |
| 40 |
46.44 |
34.50 |
11.94 |
26.7% |
1.54 |
3.4% |
86% |
False |
False |
66,561 |
| 60 |
46.44 |
34.50 |
11.94 |
26.7% |
1.56 |
3.5% |
86% |
False |
False |
53,467 |
| 80 |
46.44 |
34.50 |
11.94 |
26.7% |
1.41 |
3.2% |
86% |
False |
False |
43,606 |
| 100 |
46.44 |
34.50 |
11.94 |
26.7% |
1.34 |
3.0% |
86% |
False |
False |
36,509 |
| 120 |
46.44 |
34.50 |
11.94 |
26.7% |
1.36 |
3.0% |
86% |
False |
False |
31,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.41 |
|
2.618 |
49.89 |
|
1.618 |
48.35 |
|
1.000 |
47.40 |
|
0.618 |
46.81 |
|
HIGH |
45.86 |
|
0.618 |
45.27 |
|
0.500 |
45.09 |
|
0.382 |
44.91 |
|
LOW |
44.32 |
|
0.618 |
43.37 |
|
1.000 |
42.78 |
|
1.618 |
41.83 |
|
2.618 |
40.29 |
|
4.250 |
37.78 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
45.09 |
45.30 |
| PP |
44.97 |
45.11 |
| S1 |
44.85 |
44.92 |
|