NYMEX Light Sweet Crude Oil Future July 2021
Trading Metrics calculated at close of trading on 10-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
45.98 |
46.23 |
0.25 |
0.5% |
45.60 |
High |
46.59 |
47.85 |
1.26 |
2.7% |
46.67 |
Low |
45.55 |
46.08 |
0.53 |
1.2% |
44.59 |
Close |
46.04 |
47.06 |
1.02 |
2.2% |
46.46 |
Range |
1.04 |
1.77 |
0.73 |
70.2% |
2.08 |
ATR |
1.12 |
1.17 |
0.05 |
4.4% |
0.00 |
Volume |
13,204 |
14,917 |
1,713 |
13.0% |
54,003 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.31 |
51.45 |
48.03 |
|
R3 |
50.54 |
49.68 |
47.55 |
|
R2 |
48.77 |
48.77 |
47.38 |
|
R1 |
47.91 |
47.91 |
47.22 |
48.34 |
PP |
47.00 |
47.00 |
47.00 |
47.21 |
S1 |
46.14 |
46.14 |
46.90 |
46.57 |
S2 |
45.23 |
45.23 |
46.74 |
|
S3 |
43.46 |
44.37 |
46.57 |
|
S4 |
41.69 |
42.60 |
46.09 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.15 |
51.38 |
47.60 |
|
R3 |
50.07 |
49.30 |
47.03 |
|
R2 |
47.99 |
47.99 |
46.84 |
|
R1 |
47.22 |
47.22 |
46.65 |
47.61 |
PP |
45.91 |
45.91 |
45.91 |
46.10 |
S1 |
45.14 |
45.14 |
46.27 |
45.53 |
S2 |
43.83 |
43.83 |
46.08 |
|
S3 |
41.75 |
43.06 |
45.89 |
|
S4 |
39.67 |
40.98 |
45.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.85 |
45.55 |
2.30 |
4.9% |
1.05 |
2.2% |
66% |
True |
False |
11,502 |
10 |
47.85 |
44.59 |
3.26 |
6.9% |
1.07 |
2.3% |
76% |
True |
False |
10,784 |
20 |
47.85 |
41.85 |
6.00 |
12.7% |
1.02 |
2.2% |
87% |
True |
False |
10,617 |
40 |
47.85 |
36.69 |
11.16 |
23.7% |
1.22 |
2.6% |
93% |
True |
False |
7,775 |
60 |
47.85 |
36.69 |
11.16 |
23.7% |
1.22 |
2.6% |
93% |
True |
False |
6,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.37 |
2.618 |
52.48 |
1.618 |
50.71 |
1.000 |
49.62 |
0.618 |
48.94 |
HIGH |
47.85 |
0.618 |
47.17 |
0.500 |
46.97 |
0.382 |
46.76 |
LOW |
46.08 |
0.618 |
44.99 |
1.000 |
44.31 |
1.618 |
43.22 |
2.618 |
41.45 |
4.250 |
38.56 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
47.03 |
46.94 |
PP |
47.00 |
46.82 |
S1 |
46.97 |
46.70 |
|