NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
39.42 |
38.82 |
-0.60 |
-1.5% |
35.50 |
High |
39.67 |
38.92 |
-0.75 |
-1.9% |
39.67 |
Low |
38.60 |
37.40 |
-1.20 |
-3.1% |
34.04 |
Close |
39.11 |
37.49 |
-1.62 |
-4.1% |
37.49 |
Range |
1.07 |
1.52 |
0.45 |
42.1% |
5.63 |
ATR |
1.70 |
1.70 |
0.00 |
0.1% |
0.00 |
Volume |
97,354 |
182,654 |
85,300 |
87.6% |
763,896 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.50 |
41.51 |
38.33 |
|
R3 |
40.98 |
39.99 |
37.91 |
|
R2 |
39.46 |
39.46 |
37.77 |
|
R1 |
38.47 |
38.47 |
37.63 |
38.21 |
PP |
37.94 |
37.94 |
37.94 |
37.80 |
S1 |
36.95 |
36.95 |
37.35 |
36.69 |
S2 |
36.42 |
36.42 |
37.21 |
|
S3 |
34.90 |
35.43 |
37.07 |
|
S4 |
33.38 |
33.91 |
36.65 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.96 |
51.35 |
40.59 |
|
R3 |
48.33 |
45.72 |
39.04 |
|
R2 |
42.70 |
42.70 |
38.52 |
|
R1 |
40.09 |
40.09 |
38.01 |
41.40 |
PP |
37.07 |
37.07 |
37.07 |
37.72 |
S1 |
34.46 |
34.46 |
36.97 |
35.77 |
S2 |
31.44 |
31.44 |
36.46 |
|
S3 |
25.81 |
28.83 |
35.94 |
|
S4 |
20.18 |
23.20 |
34.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.67 |
34.04 |
5.63 |
15.0% |
1.94 |
5.2% |
61% |
False |
False |
152,779 |
10 |
40.13 |
34.04 |
6.09 |
16.2% |
1.86 |
5.0% |
57% |
False |
False |
143,416 |
20 |
42.15 |
34.04 |
8.11 |
21.6% |
1.59 |
4.2% |
43% |
False |
False |
113,002 |
40 |
42.36 |
34.04 |
8.32 |
22.2% |
1.58 |
4.2% |
41% |
False |
False |
85,083 |
60 |
44.60 |
34.04 |
10.56 |
28.2% |
1.45 |
3.9% |
33% |
False |
False |
66,241 |
80 |
44.60 |
34.04 |
10.56 |
28.2% |
1.37 |
3.7% |
33% |
False |
False |
54,982 |
100 |
44.60 |
34.04 |
10.56 |
28.2% |
1.37 |
3.7% |
33% |
False |
False |
46,853 |
120 |
44.60 |
33.62 |
10.98 |
29.3% |
1.45 |
3.9% |
35% |
False |
False |
40,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.38 |
2.618 |
42.90 |
1.618 |
41.38 |
1.000 |
40.44 |
0.618 |
39.86 |
HIGH |
38.92 |
0.618 |
38.34 |
0.500 |
38.16 |
0.382 |
37.98 |
LOW |
37.40 |
0.618 |
36.46 |
1.000 |
35.88 |
1.618 |
34.94 |
2.618 |
33.42 |
4.250 |
30.94 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
38.16 |
38.54 |
PP |
37.94 |
38.19 |
S1 |
37.71 |
37.84 |
|