NYMEX Light Sweet Crude Oil Future February 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Dec-2020 | 
                    03-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        44.54 | 
                        45.14 | 
                        0.60 | 
                        1.3% | 
                        42.64 | 
                     
                    
                        | High | 
                        46.04 | 
                        45.98 | 
                        -0.06 | 
                        -0.1% | 
                        46.44 | 
                     
                    
                        | Low | 
                        44.10 | 
                        44.84 | 
                        0.74 | 
                        1.7% | 
                        42.52 | 
                     
                    
                        | Close | 
                        45.44 | 
                        45.79 | 
                        0.35 | 
                        0.8% | 
                        45.74 | 
                     
                    
                        | Range | 
                        1.94 | 
                        1.14 | 
                        -0.80 | 
                        -41.2% | 
                        3.92 | 
                     
                    
                        | ATR | 
                        1.60 | 
                        1.56 | 
                        -0.03 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        119,962 | 
                        104,003 | 
                        -15,959 | 
                        -13.3% | 
                        446,273 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.96 | 
                48.51 | 
                46.42 | 
                 | 
             
            
                | R3 | 
                47.82 | 
                47.37 | 
                46.10 | 
                 | 
             
            
                | R2 | 
                46.68 | 
                46.68 | 
                46.00 | 
                 | 
             
            
                | R1 | 
                46.23 | 
                46.23 | 
                45.89 | 
                46.46 | 
             
            
                | PP | 
                45.54 | 
                45.54 | 
                45.54 | 
                45.65 | 
             
            
                | S1 | 
                45.09 | 
                45.09 | 
                45.69 | 
                45.32 | 
             
            
                | S2 | 
                44.40 | 
                44.40 | 
                45.58 | 
                 | 
             
            
                | S3 | 
                43.26 | 
                43.95 | 
                45.48 | 
                 | 
             
            
                | S4 | 
                42.12 | 
                42.81 | 
                45.16 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                46.27 | 
                44.10 | 
                2.17 | 
                4.7% | 
                1.49 | 
                3.3% | 
                78% | 
                False | 
                False | 
                100,263 | 
                 
                
                | 10 | 
                46.44 | 
                41.52 | 
                4.92 | 
                10.7% | 
                1.42 | 
                3.1% | 
                87% | 
                False | 
                False | 
                104,716 | 
                 
                
                | 20 | 
                46.44 | 
                37.80 | 
                8.64 | 
                18.9% | 
                1.56 | 
                3.4% | 
                92% | 
                False | 
                False | 
                95,514 | 
                 
                
                | 40 | 
                46.44 | 
                34.50 | 
                11.94 | 
                26.1% | 
                1.55 | 
                3.4% | 
                95% | 
                False | 
                False | 
                70,448 | 
                 
                
                | 60 | 
                46.44 | 
                34.50 | 
                11.94 | 
                26.1% | 
                1.53 | 
                3.3% | 
                95% | 
                False | 
                False | 
                56,164 | 
                 
                
                | 80 | 
                46.44 | 
                34.50 | 
                11.94 | 
                26.1% | 
                1.43 | 
                3.1% | 
                95% | 
                False | 
                False | 
                46,162 | 
                 
                
                | 100 | 
                46.44 | 
                34.50 | 
                11.94 | 
                26.1% | 
                1.35 | 
                2.9% | 
                95% | 
                False | 
                False | 
                38,658 | 
                 
                
                | 120 | 
                46.44 | 
                34.50 | 
                11.94 | 
                26.1% | 
                1.35 | 
                2.9% | 
                95% | 
                False | 
                False | 
                33,281 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            50.83 | 
         
        
            | 
2.618             | 
            48.96 | 
         
        
            | 
1.618             | 
            47.82 | 
         
        
            | 
1.000             | 
            47.12 | 
         
        
            | 
0.618             | 
            46.68 | 
         
        
            | 
HIGH             | 
            45.98 | 
         
        
            | 
0.618             | 
            45.54 | 
         
        
            | 
0.500             | 
            45.41 | 
         
        
            | 
0.382             | 
            45.28 | 
         
        
            | 
LOW             | 
            44.84 | 
         
        
            | 
0.618             | 
            44.14 | 
         
        
            | 
1.000             | 
            43.70 | 
         
        
            | 
1.618             | 
            43.00 | 
         
        
            | 
2.618             | 
            41.86 | 
         
        
            | 
4.250             | 
            40.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                45.66 | 
                                45.55 | 
                             
                            
                                | PP | 
                                45.54 | 
                                45.31 | 
                             
                            
                                | S1 | 
                                45.41 | 
                                45.07 | 
                             
             
         |