NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
45.14 |
45.76 |
0.62 |
1.4% |
45.57 |
| High |
45.98 |
46.81 |
0.83 |
1.8% |
46.81 |
| Low |
44.84 |
45.76 |
0.92 |
2.1% |
44.10 |
| Close |
45.79 |
46.42 |
0.63 |
1.4% |
46.42 |
| Range |
1.14 |
1.05 |
-0.09 |
-7.9% |
2.71 |
| ATR |
1.56 |
1.53 |
-0.04 |
-2.3% |
0.00 |
| Volume |
104,003 |
118,557 |
14,554 |
14.0% |
542,832 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.48 |
49.00 |
47.00 |
|
| R3 |
48.43 |
47.95 |
46.71 |
|
| R2 |
47.38 |
47.38 |
46.61 |
|
| R1 |
46.90 |
46.90 |
46.52 |
47.14 |
| PP |
46.33 |
46.33 |
46.33 |
46.45 |
| S1 |
45.85 |
45.85 |
46.32 |
46.09 |
| S2 |
45.28 |
45.28 |
46.23 |
|
| S3 |
44.23 |
44.80 |
46.13 |
|
| S4 |
43.18 |
43.75 |
45.84 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.91 |
52.87 |
47.91 |
|
| R3 |
51.20 |
50.16 |
47.17 |
|
| R2 |
48.49 |
48.49 |
46.92 |
|
| R1 |
47.45 |
47.45 |
46.67 |
47.97 |
| PP |
45.78 |
45.78 |
45.78 |
46.04 |
| S1 |
44.74 |
44.74 |
46.17 |
45.26 |
| S2 |
43.07 |
43.07 |
45.92 |
|
| S3 |
40.36 |
42.03 |
45.67 |
|
| S4 |
37.65 |
39.32 |
44.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.81 |
44.10 |
2.71 |
5.8% |
1.40 |
3.0% |
86% |
True |
False |
108,566 |
| 10 |
46.81 |
41.84 |
4.97 |
10.7% |
1.44 |
3.1% |
92% |
True |
False |
107,381 |
| 20 |
46.81 |
37.80 |
9.01 |
19.4% |
1.56 |
3.4% |
96% |
True |
False |
99,078 |
| 40 |
46.81 |
34.50 |
12.31 |
26.5% |
1.54 |
3.3% |
97% |
True |
False |
71,877 |
| 60 |
46.81 |
34.50 |
12.31 |
26.5% |
1.53 |
3.3% |
97% |
True |
False |
57,729 |
| 80 |
46.81 |
34.50 |
12.31 |
26.5% |
1.43 |
3.1% |
97% |
True |
False |
47,488 |
| 100 |
46.81 |
34.50 |
12.31 |
26.5% |
1.35 |
2.9% |
97% |
True |
False |
39,761 |
| 120 |
46.81 |
34.50 |
12.31 |
26.5% |
1.34 |
2.9% |
97% |
True |
False |
34,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.27 |
|
2.618 |
49.56 |
|
1.618 |
48.51 |
|
1.000 |
47.86 |
|
0.618 |
47.46 |
|
HIGH |
46.81 |
|
0.618 |
46.41 |
|
0.500 |
46.29 |
|
0.382 |
46.16 |
|
LOW |
45.76 |
|
0.618 |
45.11 |
|
1.000 |
44.71 |
|
1.618 |
44.06 |
|
2.618 |
43.01 |
|
4.250 |
41.30 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
46.38 |
46.10 |
| PP |
46.33 |
45.78 |
| S1 |
46.29 |
45.46 |
|