NYMEX Light Sweet Crude Oil Future January 2021
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 |
41.72 |
41.21 |
-0.51 |
-1.2% |
37.64 |
High |
42.45 |
41.21 |
-1.24 |
-2.9% |
43.33 |
Low |
41.16 |
40.33 |
-0.83 |
-2.0% |
37.52 |
Close |
41.41 |
40.40 |
-1.01 |
-2.4% |
40.40 |
Range |
1.29 |
0.88 |
-0.41 |
-31.8% |
5.81 |
ATR |
1.85 |
1.80 |
-0.06 |
-3.0% |
0.00 |
Volume |
180,091 |
201,433 |
21,342 |
11.9% |
1,093,483 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.29 |
42.72 |
40.88 |
|
R3 |
42.41 |
41.84 |
40.64 |
|
R2 |
41.53 |
41.53 |
40.56 |
|
R1 |
40.96 |
40.96 |
40.48 |
40.81 |
PP |
40.65 |
40.65 |
40.65 |
40.57 |
S1 |
40.08 |
40.08 |
40.32 |
39.93 |
S2 |
39.77 |
39.77 |
40.24 |
|
S3 |
38.89 |
39.20 |
40.16 |
|
S4 |
38.01 |
38.32 |
39.92 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.85 |
54.93 |
43.60 |
|
R3 |
52.04 |
49.12 |
42.00 |
|
R2 |
46.23 |
46.23 |
41.47 |
|
R1 |
43.31 |
43.31 |
40.93 |
44.77 |
PP |
40.42 |
40.42 |
40.42 |
41.15 |
S1 |
37.50 |
37.50 |
39.87 |
38.96 |
S2 |
34.61 |
34.61 |
39.33 |
|
S3 |
28.80 |
31.69 |
38.80 |
|
S4 |
22.99 |
25.88 |
37.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.33 |
37.52 |
5.81 |
14.4% |
2.08 |
5.1% |
50% |
False |
False |
218,696 |
10 |
43.33 |
34.04 |
9.29 |
23.0% |
2.01 |
5.0% |
68% |
False |
False |
185,737 |
20 |
43.33 |
34.04 |
9.29 |
23.0% |
1.78 |
4.4% |
68% |
False |
False |
147,772 |
40 |
43.33 |
34.04 |
9.29 |
23.0% |
1.66 |
4.1% |
68% |
False |
False |
107,059 |
60 |
44.60 |
34.04 |
10.56 |
26.1% |
1.55 |
3.8% |
60% |
False |
False |
82,574 |
80 |
44.60 |
34.04 |
10.56 |
26.1% |
1.44 |
3.6% |
60% |
False |
False |
67,872 |
100 |
44.60 |
34.04 |
10.56 |
26.1% |
1.38 |
3.4% |
60% |
False |
False |
57,177 |
120 |
44.60 |
33.95 |
10.65 |
26.4% |
1.46 |
3.6% |
61% |
False |
False |
49,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.95 |
2.618 |
43.51 |
1.618 |
42.63 |
1.000 |
42.09 |
0.618 |
41.75 |
HIGH |
41.21 |
0.618 |
40.87 |
0.500 |
40.77 |
0.382 |
40.67 |
LOW |
40.33 |
0.618 |
39.79 |
1.000 |
39.45 |
1.618 |
38.91 |
2.618 |
38.03 |
4.250 |
36.59 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
40.77 |
41.83 |
PP |
40.65 |
41.35 |
S1 |
40.52 |
40.88 |
|