NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
35.24 |
37.03 |
1.79 |
5.1% |
39.69 |
High |
37.15 |
38.32 |
1.17 |
3.1% |
39.83 |
Low |
33.64 |
36.57 |
2.93 |
8.7% |
34.92 |
Close |
36.81 |
37.66 |
0.85 |
2.3% |
35.79 |
Range |
3.51 |
1.75 |
-1.76 |
-50.1% |
4.91 |
ATR |
1.76 |
1.76 |
0.00 |
-0.1% |
0.00 |
Volume |
489,204 |
410,611 |
-78,593 |
-16.1% |
2,147,460 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.77 |
41.96 |
38.62 |
|
R3 |
41.02 |
40.21 |
38.14 |
|
R2 |
39.27 |
39.27 |
37.98 |
|
R1 |
38.46 |
38.46 |
37.82 |
38.87 |
PP |
37.52 |
37.52 |
37.52 |
37.72 |
S1 |
36.71 |
36.71 |
37.50 |
37.12 |
S2 |
35.77 |
35.77 |
37.34 |
|
S3 |
34.02 |
34.96 |
37.18 |
|
S4 |
32.27 |
33.21 |
36.70 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.58 |
48.59 |
38.49 |
|
R3 |
46.67 |
43.68 |
37.14 |
|
R2 |
41.76 |
41.76 |
36.69 |
|
R1 |
38.77 |
38.77 |
36.24 |
37.81 |
PP |
36.85 |
36.85 |
36.85 |
36.37 |
S1 |
33.86 |
33.86 |
35.34 |
32.90 |
S2 |
31.94 |
31.94 |
34.89 |
|
S3 |
27.03 |
28.95 |
34.44 |
|
S4 |
22.12 |
24.04 |
33.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.01 |
33.64 |
5.37 |
14.3% |
2.31 |
6.1% |
75% |
False |
False |
469,511 |
10 |
41.59 |
33.64 |
7.95 |
21.1% |
1.88 |
5.0% |
51% |
False |
False |
399,059 |
20 |
41.90 |
33.64 |
8.26 |
21.9% |
1.57 |
4.2% |
49% |
False |
False |
328,556 |
40 |
42.02 |
33.64 |
8.38 |
22.3% |
1.61 |
4.3% |
48% |
False |
False |
230,415 |
60 |
44.33 |
33.64 |
10.69 |
28.4% |
1.47 |
3.9% |
38% |
False |
False |
185,607 |
80 |
44.33 |
33.64 |
10.69 |
28.4% |
1.40 |
3.7% |
38% |
False |
False |
157,611 |
100 |
44.33 |
33.64 |
10.69 |
28.4% |
1.45 |
3.8% |
38% |
False |
False |
140,780 |
120 |
44.33 |
30.79 |
13.54 |
36.0% |
1.53 |
4.1% |
51% |
False |
False |
130,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.76 |
2.618 |
42.90 |
1.618 |
41.15 |
1.000 |
40.07 |
0.618 |
39.40 |
HIGH |
38.32 |
0.618 |
37.65 |
0.500 |
37.45 |
0.382 |
37.24 |
LOW |
36.57 |
0.618 |
35.49 |
1.000 |
34.82 |
1.618 |
33.74 |
2.618 |
31.99 |
4.250 |
29.13 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
37.59 |
37.10 |
PP |
37.52 |
36.54 |
S1 |
37.45 |
35.98 |
|