NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 13-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
41.47 |
40.94 |
-0.53 |
-1.3% |
37.34 |
High |
42.19 |
40.94 |
-1.25 |
-3.0% |
43.06 |
Low |
40.87 |
40.06 |
-0.81 |
-2.0% |
37.16 |
Close |
41.12 |
40.13 |
-0.99 |
-2.4% |
40.13 |
Range |
1.32 |
0.88 |
-0.44 |
-33.3% |
5.90 |
ATR |
1.88 |
1.83 |
-0.06 |
-3.1% |
0.00 |
Volume |
401,031 |
338,187 |
-62,844 |
-15.7% |
2,262,956 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.02 |
42.45 |
40.61 |
|
R3 |
42.14 |
41.57 |
40.37 |
|
R2 |
41.26 |
41.26 |
40.29 |
|
R1 |
40.69 |
40.69 |
40.21 |
40.54 |
PP |
40.38 |
40.38 |
40.38 |
40.30 |
S1 |
39.81 |
39.81 |
40.05 |
39.66 |
S2 |
39.50 |
39.50 |
39.97 |
|
S3 |
38.62 |
38.93 |
39.89 |
|
S4 |
37.74 |
38.05 |
39.65 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.82 |
54.87 |
43.38 |
|
R3 |
51.92 |
48.97 |
41.75 |
|
R2 |
46.02 |
46.02 |
41.21 |
|
R1 |
43.07 |
43.07 |
40.67 |
44.55 |
PP |
40.12 |
40.12 |
40.12 |
40.85 |
S1 |
37.17 |
37.17 |
39.59 |
38.65 |
S2 |
34.22 |
34.22 |
39.05 |
|
S3 |
28.32 |
31.27 |
38.51 |
|
S4 |
22.42 |
25.37 |
36.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.06 |
37.16 |
5.90 |
14.7% |
2.11 |
5.3% |
50% |
False |
False |
452,591 |
10 |
43.06 |
33.64 |
9.42 |
23.5% |
2.04 |
5.1% |
69% |
False |
False |
430,916 |
20 |
43.06 |
33.64 |
9.42 |
23.5% |
1.80 |
4.5% |
69% |
False |
False |
403,758 |
40 |
43.06 |
33.64 |
9.42 |
23.5% |
1.70 |
4.2% |
69% |
False |
False |
286,674 |
60 |
44.33 |
33.64 |
10.69 |
26.6% |
1.60 |
4.0% |
61% |
False |
False |
232,137 |
80 |
44.33 |
33.64 |
10.69 |
26.6% |
1.48 |
3.7% |
61% |
False |
False |
193,914 |
100 |
44.33 |
33.64 |
10.69 |
26.6% |
1.44 |
3.6% |
61% |
False |
False |
169,101 |
120 |
44.33 |
33.53 |
10.80 |
26.9% |
1.53 |
3.8% |
61% |
False |
False |
153,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.68 |
2.618 |
43.24 |
1.618 |
42.36 |
1.000 |
41.82 |
0.618 |
41.48 |
HIGH |
40.94 |
0.618 |
40.60 |
0.500 |
40.50 |
0.382 |
40.40 |
LOW |
40.06 |
0.618 |
39.52 |
1.000 |
39.18 |
1.618 |
38.64 |
2.618 |
37.76 |
4.250 |
36.32 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
40.50 |
41.56 |
PP |
40.38 |
41.08 |
S1 |
40.25 |
40.61 |
|