NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
38.54 |
37.34 |
-1.20 |
-3.1% |
35.24 |
High |
38.61 |
41.33 |
2.72 |
7.0% |
39.35 |
Low |
37.06 |
37.16 |
0.10 |
0.3% |
33.64 |
Close |
37.14 |
40.29 |
3.15 |
8.5% |
37.14 |
Range |
1.55 |
4.17 |
2.62 |
169.0% |
5.71 |
ATR |
1.73 |
1.91 |
0.18 |
10.2% |
0.00 |
Volume |
411,026 |
622,921 |
211,895 |
51.6% |
2,046,207 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.10 |
50.37 |
42.58 |
|
R3 |
47.93 |
46.20 |
41.44 |
|
R2 |
43.76 |
43.76 |
41.05 |
|
R1 |
42.03 |
42.03 |
40.67 |
42.90 |
PP |
39.59 |
39.59 |
39.59 |
40.03 |
S1 |
37.86 |
37.86 |
39.91 |
38.73 |
S2 |
35.42 |
35.42 |
39.53 |
|
S3 |
31.25 |
33.69 |
39.14 |
|
S4 |
27.08 |
29.52 |
38.00 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.84 |
51.20 |
40.28 |
|
R3 |
48.13 |
45.49 |
38.71 |
|
R2 |
42.42 |
42.42 |
38.19 |
|
R1 |
39.78 |
39.78 |
37.66 |
41.10 |
PP |
36.71 |
36.71 |
36.71 |
37.37 |
S1 |
34.07 |
34.07 |
36.62 |
35.39 |
S2 |
31.00 |
31.00 |
36.09 |
|
S3 |
25.29 |
28.36 |
35.57 |
|
S4 |
19.58 |
22.65 |
34.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.33 |
36.57 |
4.76 |
11.8% |
2.11 |
5.2% |
78% |
True |
False |
435,984 |
10 |
41.33 |
33.64 |
7.69 |
19.1% |
2.16 |
5.4% |
86% |
True |
False |
445,640 |
20 |
41.90 |
33.64 |
8.26 |
20.5% |
1.76 |
4.4% |
81% |
False |
False |
374,340 |
40 |
42.02 |
33.64 |
8.38 |
20.8% |
1.69 |
4.2% |
79% |
False |
False |
261,314 |
60 |
44.33 |
33.64 |
10.69 |
26.5% |
1.55 |
3.8% |
62% |
False |
False |
209,719 |
80 |
44.33 |
33.64 |
10.69 |
26.5% |
1.46 |
3.6% |
62% |
False |
False |
176,836 |
100 |
44.33 |
33.64 |
10.69 |
26.5% |
1.45 |
3.6% |
62% |
False |
False |
155,586 |
120 |
44.33 |
33.12 |
11.21 |
27.8% |
1.54 |
3.8% |
64% |
False |
False |
142,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.05 |
2.618 |
52.25 |
1.618 |
48.08 |
1.000 |
45.50 |
0.618 |
43.91 |
HIGH |
41.33 |
0.618 |
39.74 |
0.500 |
39.25 |
0.382 |
38.75 |
LOW |
37.16 |
0.618 |
34.58 |
1.000 |
32.99 |
1.618 |
30.41 |
2.618 |
26.24 |
4.250 |
19.44 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
39.94 |
39.93 |
PP |
39.59 |
39.56 |
S1 |
39.25 |
39.20 |
|