NYMEX Light Sweet Crude Oil Future January 2021
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 |
38.82 |
37.64 |
-1.18 |
-3.0% |
35.50 |
High |
38.92 |
41.63 |
2.71 |
7.0% |
39.67 |
Low |
37.40 |
37.52 |
0.12 |
0.3% |
34.04 |
Close |
37.49 |
40.62 |
3.13 |
8.3% |
37.49 |
Range |
1.52 |
4.11 |
2.59 |
170.4% |
5.63 |
ATR |
1.70 |
1.87 |
0.17 |
10.3% |
0.00 |
Volume |
182,654 |
281,671 |
99,017 |
54.2% |
763,896 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.25 |
50.55 |
42.88 |
|
R3 |
48.14 |
46.44 |
41.75 |
|
R2 |
44.03 |
44.03 |
41.37 |
|
R1 |
42.33 |
42.33 |
41.00 |
43.18 |
PP |
39.92 |
39.92 |
39.92 |
40.35 |
S1 |
38.22 |
38.22 |
40.24 |
39.07 |
S2 |
35.81 |
35.81 |
39.87 |
|
S3 |
31.70 |
34.11 |
39.49 |
|
S4 |
27.59 |
30.00 |
38.36 |
|
|
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 |
41.63 |
36.93 |
4.70 |
11.6% |
2.07 |
5.1% |
79% |
True |
False |
177,812 |
10 |
41.63 |
34.04 |
7.59 |
18.7% |
2.13 |
5.2% |
87% |
True |
False |
161,362 |
20 |
42.15 |
34.04 |
8.11 |
20.0% |
1.72 |
4.2% |
81% |
False |
False |
123,190 |
40 |
42.36 |
34.04 |
8.32 |
20.5% |
1.66 |
4.1% |
79% |
False |
False |
91,421 |
60 |
44.60 |
34.04 |
10.56 |
26.0% |
1.51 |
3.7% |
62% |
False |
False |
70,579 |
80 |
44.60 |
34.04 |
10.56 |
26.0% |
1.41 |
3.5% |
62% |
False |
False |
58,397 |
100 |
44.60 |
34.04 |
10.56 |
26.0% |
1.40 |
3.4% |
62% |
False |
False |
49,551 |
120 |
44.60 |
33.62 |
10.98 |
27.0% |
1.47 |
3.6% |
64% |
False |
False |
43,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.10 |
2.618 |
52.39 |
1.618 |
48.28 |
1.000 |
45.74 |
0.618 |
44.17 |
HIGH |
41.63 |
0.618 |
40.06 |
0.500 |
39.58 |
0.382 |
39.09 |
LOW |
37.52 |
0.618 |
34.98 |
1.000 |
33.41 |
1.618 |
30.87 |
2.618 |
26.76 |
4.250 |
20.05 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
40.27 |
40.25 |
PP |
39.92 |
39.88 |
S1 |
39.58 |
39.52 |
|