NYMEX Light Sweet Crude Oil Future January 2021
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 |
35.50 |
37.37 |
1.87 |
5.3% |
39.98 |
High |
37.50 |
38.63 |
1.13 |
3.0% |
40.13 |
Low |
34.04 |
36.93 |
2.89 |
8.5% |
35.28 |
Close |
37.18 |
37.99 |
0.81 |
2.2% |
36.15 |
Range |
3.46 |
1.70 |
-1.76 |
-50.9% |
4.85 |
ATR |
1.73 |
1.73 |
0.00 |
-0.1% |
0.00 |
Volume |
156,506 |
171,282 |
14,776 |
9.4% |
670,273 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.95 |
42.17 |
38.93 |
|
R3 |
41.25 |
40.47 |
38.46 |
|
R2 |
39.55 |
39.55 |
38.30 |
|
R1 |
38.77 |
38.77 |
38.15 |
39.16 |
PP |
37.85 |
37.85 |
37.85 |
38.05 |
S1 |
37.07 |
37.07 |
37.83 |
37.46 |
S2 |
36.15 |
36.15 |
37.68 |
|
S3 |
34.45 |
35.37 |
37.52 |
|
S4 |
32.75 |
33.67 |
37.06 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.74 |
48.79 |
38.82 |
|
R3 |
46.89 |
43.94 |
37.48 |
|
R2 |
42.04 |
42.04 |
37.04 |
|
R1 |
39.09 |
39.09 |
36.59 |
38.14 |
PP |
37.19 |
37.19 |
37.19 |
36.71 |
S1 |
34.24 |
34.24 |
35.71 |
33.29 |
S2 |
32.34 |
32.34 |
35.26 |
|
S3 |
27.49 |
29.39 |
34.82 |
|
S4 |
22.64 |
24.54 |
33.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.33 |
34.04 |
5.29 |
13.9% |
2.27 |
6.0% |
75% |
False |
False |
160,394 |
10 |
41.85 |
34.04 |
7.81 |
20.6% |
1.85 |
4.9% |
51% |
False |
False |
125,514 |
20 |
42.15 |
34.04 |
8.11 |
21.3% |
1.54 |
4.0% |
49% |
False |
False |
105,162 |
40 |
42.36 |
34.04 |
8.32 |
21.9% |
1.57 |
4.1% |
47% |
False |
False |
76,834 |
60 |
44.60 |
34.04 |
10.56 |
27.8% |
1.42 |
3.8% |
37% |
False |
False |
60,428 |
80 |
44.60 |
34.04 |
10.56 |
27.8% |
1.35 |
3.5% |
37% |
False |
False |
49,957 |
100 |
44.60 |
34.04 |
10.56 |
27.8% |
1.39 |
3.6% |
37% |
False |
False |
42,711 |
120 |
44.60 |
31.32 |
13.28 |
35.0% |
1.45 |
3.8% |
50% |
False |
False |
37,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.86 |
2.618 |
43.08 |
1.618 |
41.38 |
1.000 |
40.33 |
0.618 |
39.68 |
HIGH |
38.63 |
0.618 |
37.98 |
0.500 |
37.78 |
0.382 |
37.58 |
LOW |
36.93 |
0.618 |
35.88 |
1.000 |
35.23 |
1.618 |
34.18 |
2.618 |
32.48 |
4.250 |
29.71 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
37.92 |
37.44 |
PP |
37.85 |
36.89 |
S1 |
37.78 |
36.34 |
|