NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
41.21 |
40.44 |
-0.77 |
-1.9% |
37.64 |
High |
41.21 |
42.35 |
1.14 |
2.8% |
43.33 |
Low |
40.33 |
40.40 |
0.07 |
0.2% |
37.52 |
Close |
40.40 |
41.57 |
1.17 |
2.9% |
40.40 |
Range |
0.88 |
1.95 |
1.07 |
121.6% |
5.81 |
ATR |
1.80 |
1.81 |
0.01 |
0.6% |
0.00 |
Volume |
201,433 |
238,437 |
37,004 |
18.4% |
1,093,483 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.29 |
46.38 |
42.64 |
|
R3 |
45.34 |
44.43 |
42.11 |
|
R2 |
43.39 |
43.39 |
41.93 |
|
R1 |
42.48 |
42.48 |
41.75 |
42.94 |
PP |
41.44 |
41.44 |
41.44 |
41.67 |
S1 |
40.53 |
40.53 |
41.39 |
40.99 |
S2 |
39.49 |
39.49 |
41.21 |
|
S3 |
37.54 |
38.58 |
41.03 |
|
S4 |
35.59 |
36.63 |
40.50 |
|
|
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 |
39.72 |
3.61 |
8.7% |
1.65 |
4.0% |
51% |
False |
False |
210,049 |
10 |
43.33 |
36.93 |
6.40 |
15.4% |
1.86 |
4.5% |
73% |
False |
False |
193,931 |
20 |
43.33 |
34.04 |
9.29 |
22.3% |
1.84 |
4.4% |
81% |
False |
False |
155,987 |
40 |
43.33 |
34.04 |
9.29 |
22.3% |
1.65 |
4.0% |
81% |
False |
False |
112,028 |
60 |
44.60 |
34.04 |
10.56 |
25.4% |
1.56 |
3.8% |
71% |
False |
False |
86,060 |
80 |
44.60 |
34.04 |
10.56 |
25.4% |
1.45 |
3.5% |
71% |
False |
False |
70,567 |
100 |
44.60 |
34.04 |
10.56 |
25.4% |
1.39 |
3.3% |
71% |
False |
False |
59,396 |
120 |
44.60 |
34.04 |
10.56 |
25.4% |
1.46 |
3.5% |
71% |
False |
False |
51,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.64 |
2.618 |
47.46 |
1.618 |
45.51 |
1.000 |
44.30 |
0.618 |
43.56 |
HIGH |
42.35 |
0.618 |
41.61 |
0.500 |
41.38 |
0.382 |
41.14 |
LOW |
40.40 |
0.618 |
39.19 |
1.000 |
38.45 |
1.618 |
37.24 |
2.618 |
35.29 |
4.250 |
32.11 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
41.51 |
41.51 |
PP |
41.44 |
41.45 |
S1 |
41.38 |
41.39 |
|