NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
40.19 |
42.08 |
1.89 |
4.7% |
35.50 |
High |
42.12 |
43.33 |
1.21 |
2.9% |
39.67 |
Low |
39.72 |
41.61 |
1.89 |
4.8% |
34.04 |
Close |
41.67 |
41.74 |
0.07 |
0.2% |
37.49 |
Range |
2.40 |
1.72 |
-0.68 |
-28.3% |
5.63 |
ATR |
1.91 |
1.90 |
-0.01 |
-0.7% |
0.00 |
Volume |
214,040 |
216,248 |
2,208 |
1.0% |
763,896 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.39 |
46.28 |
42.69 |
|
R3 |
45.67 |
44.56 |
42.21 |
|
R2 |
43.95 |
43.95 |
42.06 |
|
R1 |
42.84 |
42.84 |
41.90 |
42.54 |
PP |
42.23 |
42.23 |
42.23 |
42.07 |
S1 |
41.12 |
41.12 |
41.58 |
40.82 |
S2 |
40.51 |
40.51 |
41.42 |
|
S3 |
38.79 |
39.40 |
41.27 |
|
S4 |
37.07 |
37.68 |
40.79 |
|
|
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 |
43.33 |
37.40 |
5.93 |
14.2% |
2.16 |
5.2% |
73% |
True |
False |
198,393 |
10 |
43.33 |
34.04 |
9.29 |
22.3% |
2.21 |
5.3% |
83% |
True |
False |
178,606 |
20 |
43.33 |
34.04 |
9.29 |
22.3% |
1.81 |
4.3% |
83% |
True |
False |
135,967 |
40 |
43.33 |
34.04 |
9.29 |
22.3% |
1.68 |
4.0% |
83% |
True |
False |
99,659 |
60 |
44.60 |
34.04 |
10.56 |
25.3% |
1.55 |
3.7% |
73% |
False |
False |
76,926 |
80 |
44.60 |
34.04 |
10.56 |
25.3% |
1.44 |
3.4% |
73% |
False |
False |
63,460 |
100 |
44.60 |
34.04 |
10.56 |
25.3% |
1.41 |
3.4% |
73% |
False |
False |
53,581 |
120 |
44.60 |
33.95 |
10.65 |
25.5% |
1.48 |
3.5% |
73% |
False |
False |
46,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.64 |
2.618 |
47.83 |
1.618 |
46.11 |
1.000 |
45.05 |
0.618 |
44.39 |
HIGH |
43.33 |
0.618 |
42.67 |
0.500 |
42.47 |
0.382 |
42.27 |
LOW |
41.61 |
0.618 |
40.55 |
1.000 |
39.89 |
1.618 |
38.83 |
2.618 |
37.11 |
4.250 |
34.30 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.47 |
41.30 |
PP |
42.23 |
40.86 |
S1 |
41.98 |
40.43 |
|