NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
45.87 |
47.15 |
1.28 |
2.8% |
46.24 |
| High |
47.88 |
47.46 |
-0.42 |
-0.9% |
47.88 |
| Low |
45.72 |
46.51 |
0.79 |
1.7% |
45.14 |
| Close |
46.96 |
46.75 |
-0.21 |
-0.4% |
46.75 |
| Range |
2.16 |
0.95 |
-1.21 |
-56.0% |
2.74 |
| ATR |
1.49 |
1.45 |
-0.04 |
-2.6% |
0.00 |
| Volume |
172,150 |
181,850 |
9,700 |
5.6% |
783,072 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.76 |
49.20 |
47.27 |
|
| R3 |
48.81 |
48.25 |
47.01 |
|
| R2 |
47.86 |
47.86 |
46.92 |
|
| R1 |
47.30 |
47.30 |
46.84 |
47.11 |
| PP |
46.91 |
46.91 |
46.91 |
46.81 |
| S1 |
46.35 |
46.35 |
46.66 |
46.16 |
| S2 |
45.96 |
45.96 |
46.58 |
|
| S3 |
45.01 |
45.40 |
46.49 |
|
| S4 |
44.06 |
44.45 |
46.23 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.81 |
53.52 |
48.26 |
|
| R3 |
52.07 |
50.78 |
47.50 |
|
| R2 |
49.33 |
49.33 |
47.25 |
|
| R1 |
48.04 |
48.04 |
47.00 |
48.69 |
| PP |
46.59 |
46.59 |
46.59 |
46.91 |
| S1 |
45.30 |
45.30 |
46.50 |
45.95 |
| S2 |
43.85 |
43.85 |
46.25 |
|
| S3 |
41.11 |
42.56 |
46.00 |
|
| S4 |
38.37 |
39.82 |
45.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.88 |
45.14 |
2.74 |
5.9% |
1.27 |
2.7% |
59% |
False |
False |
156,614 |
| 10 |
47.88 |
44.10 |
3.78 |
8.1% |
1.33 |
2.9% |
70% |
False |
False |
132,590 |
| 20 |
47.88 |
40.64 |
7.24 |
15.5% |
1.34 |
2.9% |
84% |
False |
False |
113,632 |
| 40 |
47.88 |
34.50 |
13.38 |
28.6% |
1.54 |
3.3% |
92% |
False |
False |
87,979 |
| 60 |
47.88 |
34.50 |
13.38 |
28.6% |
1.53 |
3.3% |
92% |
False |
False |
68,387 |
| 80 |
47.88 |
34.50 |
13.38 |
28.6% |
1.46 |
3.1% |
92% |
False |
False |
56,469 |
| 100 |
47.88 |
34.50 |
13.38 |
28.6% |
1.37 |
2.9% |
92% |
False |
False |
47,300 |
| 120 |
47.88 |
34.50 |
13.38 |
28.6% |
1.34 |
2.9% |
92% |
False |
False |
40,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.50 |
|
2.618 |
49.95 |
|
1.618 |
49.00 |
|
1.000 |
48.41 |
|
0.618 |
48.05 |
|
HIGH |
47.46 |
|
0.618 |
47.10 |
|
0.500 |
46.99 |
|
0.382 |
46.87 |
|
LOW |
46.51 |
|
0.618 |
45.92 |
|
1.000 |
45.56 |
|
1.618 |
44.97 |
|
2.618 |
44.02 |
|
4.250 |
42.47 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
46.99 |
46.67 |
| PP |
46.91 |
46.59 |
| S1 |
46.83 |
46.51 |
|