NYMEX Light Sweet Crude Oil Future February 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 |
45.25 |
44.54 |
-0.71 |
-1.6% |
42.64 |
| High |
45.86 |
46.04 |
0.18 |
0.4% |
46.44 |
| Low |
44.32 |
44.10 |
-0.22 |
-0.5% |
42.52 |
| Close |
44.73 |
45.44 |
0.71 |
1.6% |
45.74 |
| Range |
1.54 |
1.94 |
0.40 |
26.0% |
3.92 |
| ATR |
1.57 |
1.60 |
0.03 |
1.7% |
0.00 |
| Volume |
95,001 |
119,962 |
24,961 |
26.3% |
446,273 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.01 |
50.17 |
46.51 |
|
| R3 |
49.07 |
48.23 |
45.97 |
|
| R2 |
47.13 |
47.13 |
45.80 |
|
| R1 |
46.29 |
46.29 |
45.62 |
46.71 |
| PP |
45.19 |
45.19 |
45.19 |
45.41 |
| S1 |
44.35 |
44.35 |
45.26 |
44.77 |
| S2 |
43.25 |
43.25 |
45.08 |
|
| S3 |
41.31 |
42.41 |
44.91 |
|
| S4 |
39.37 |
40.47 |
44.37 |
|
|
| 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 |
44.10 |
2.34 |
5.1% |
1.58 |
3.5% |
57% |
False |
True |
103,526 |
| 10 |
46.44 |
41.52 |
4.92 |
10.8% |
1.44 |
3.2% |
80% |
False |
False |
101,541 |
| 20 |
46.44 |
37.80 |
8.64 |
19.0% |
1.60 |
3.5% |
88% |
False |
False |
94,156 |
| 40 |
46.44 |
34.50 |
11.94 |
26.3% |
1.55 |
3.4% |
92% |
False |
False |
68,793 |
| 60 |
46.44 |
34.50 |
11.94 |
26.3% |
1.54 |
3.4% |
92% |
False |
False |
54,841 |
| 80 |
46.44 |
34.50 |
11.94 |
26.3% |
1.43 |
3.1% |
92% |
False |
False |
44,981 |
| 100 |
46.44 |
34.50 |
11.94 |
26.3% |
1.35 |
3.0% |
92% |
False |
False |
37,660 |
| 120 |
46.44 |
34.50 |
11.94 |
26.3% |
1.36 |
3.0% |
92% |
False |
False |
32,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.29 |
|
2.618 |
51.12 |
|
1.618 |
49.18 |
|
1.000 |
47.98 |
|
0.618 |
47.24 |
|
HIGH |
46.04 |
|
0.618 |
45.30 |
|
0.500 |
45.07 |
|
0.382 |
44.84 |
|
LOW |
44.10 |
|
0.618 |
42.90 |
|
1.000 |
42.16 |
|
1.618 |
40.96 |
|
2.618 |
39.02 |
|
4.250 |
35.86 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
45.32 |
45.32 |
| PP |
45.19 |
45.19 |
| S1 |
45.07 |
45.07 |
|