NYMEX Light Sweet Crude Oil Future March 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 |
46.01 |
47.26 |
1.25 |
2.7% |
46.46 |
| High |
47.98 |
47.54 |
-0.44 |
-0.9% |
47.98 |
| Low |
45.87 |
46.63 |
0.76 |
1.7% |
45.30 |
| Close |
47.07 |
46.87 |
-0.20 |
-0.4% |
46.87 |
| Range |
2.11 |
0.91 |
-1.20 |
-56.9% |
2.68 |
| ATR |
1.44 |
1.40 |
-0.04 |
-2.6% |
0.00 |
| Volume |
96,291 |
95,928 |
-363 |
-0.4% |
438,291 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.74 |
49.22 |
47.37 |
|
| R3 |
48.83 |
48.31 |
47.12 |
|
| R2 |
47.92 |
47.92 |
47.04 |
|
| R1 |
47.40 |
47.40 |
46.95 |
47.21 |
| PP |
47.01 |
47.01 |
47.01 |
46.92 |
| S1 |
46.49 |
46.49 |
46.79 |
46.30 |
| S2 |
46.10 |
46.10 |
46.70 |
|
| S3 |
45.19 |
45.58 |
46.62 |
|
| S4 |
44.28 |
44.67 |
46.37 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.76 |
53.49 |
48.34 |
|
| R3 |
52.08 |
50.81 |
47.61 |
|
| R2 |
49.40 |
49.40 |
47.36 |
|
| R1 |
48.13 |
48.13 |
47.12 |
48.77 |
| PP |
46.72 |
46.72 |
46.72 |
47.03 |
| S1 |
45.45 |
45.45 |
46.62 |
46.09 |
| S2 |
44.04 |
44.04 |
46.38 |
|
| S3 |
41.36 |
42.77 |
46.13 |
|
| S4 |
38.68 |
40.09 |
45.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.98 |
45.30 |
2.68 |
5.7% |
1.23 |
2.6% |
59% |
False |
False |
87,658 |
| 10 |
47.98 |
44.27 |
3.71 |
7.9% |
1.29 |
2.8% |
70% |
False |
False |
82,136 |
| 20 |
47.98 |
40.94 |
7.04 |
15.0% |
1.29 |
2.8% |
84% |
False |
False |
71,748 |
| 40 |
47.98 |
35.00 |
12.98 |
27.7% |
1.48 |
3.2% |
91% |
False |
False |
57,057 |
| 60 |
47.98 |
35.00 |
12.98 |
27.7% |
1.48 |
3.1% |
91% |
False |
False |
49,286 |
| 80 |
47.98 |
35.00 |
12.98 |
27.7% |
1.42 |
3.0% |
91% |
False |
False |
43,511 |
| 100 |
47.98 |
35.00 |
12.98 |
27.7% |
1.33 |
2.8% |
91% |
False |
False |
37,493 |
| 120 |
47.98 |
35.00 |
12.98 |
27.7% |
1.31 |
2.8% |
91% |
False |
False |
33,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.41 |
|
2.618 |
49.92 |
|
1.618 |
49.01 |
|
1.000 |
48.45 |
|
0.618 |
48.10 |
|
HIGH |
47.54 |
|
0.618 |
47.19 |
|
0.500 |
47.09 |
|
0.382 |
46.98 |
|
LOW |
46.63 |
|
0.618 |
46.07 |
|
1.000 |
45.72 |
|
1.618 |
45.16 |
|
2.618 |
44.25 |
|
4.250 |
42.76 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
47.09 |
46.79 |
| PP |
47.01 |
46.72 |
| S1 |
46.94 |
46.64 |
|