NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
41.65 |
41.55 |
-0.10 |
-0.2% |
37.64 |
High |
41.93 |
42.68 |
0.75 |
1.8% |
43.33 |
Low |
40.81 |
41.30 |
0.49 |
1.2% |
37.52 |
Close |
41.65 |
42.01 |
0.36 |
0.9% |
40.40 |
Range |
1.12 |
1.38 |
0.26 |
23.2% |
5.81 |
ATR |
1.76 |
1.73 |
-0.03 |
-1.5% |
0.00 |
Volume |
236,667 |
322,651 |
85,984 |
36.3% |
1,093,483 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.14 |
45.45 |
42.77 |
|
R3 |
44.76 |
44.07 |
42.39 |
|
R2 |
43.38 |
43.38 |
42.26 |
|
R1 |
42.69 |
42.69 |
42.14 |
43.04 |
PP |
42.00 |
42.00 |
42.00 |
42.17 |
S1 |
41.31 |
41.31 |
41.88 |
41.66 |
S2 |
40.62 |
40.62 |
41.76 |
|
S3 |
39.24 |
39.93 |
41.63 |
|
S4 |
37.86 |
38.55 |
41.25 |
|
|
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 |
42.68 |
40.33 |
2.35 |
5.6% |
1.32 |
3.2% |
71% |
True |
False |
235,855 |
10 |
43.33 |
37.40 |
5.93 |
14.1% |
1.74 |
4.2% |
78% |
False |
False |
217,124 |
20 |
43.33 |
34.04 |
9.29 |
22.1% |
1.81 |
4.3% |
86% |
False |
False |
174,050 |
40 |
43.33 |
34.04 |
9.29 |
22.1% |
1.65 |
3.9% |
86% |
False |
False |
123,786 |
60 |
44.60 |
34.04 |
10.56 |
25.1% |
1.58 |
3.8% |
75% |
False |
False |
94,364 |
80 |
44.60 |
34.04 |
10.56 |
25.1% |
1.45 |
3.5% |
75% |
False |
False |
77,104 |
100 |
44.60 |
34.04 |
10.56 |
25.1% |
1.38 |
3.3% |
75% |
False |
False |
64,688 |
120 |
44.60 |
34.04 |
10.56 |
25.1% |
1.45 |
3.5% |
75% |
False |
False |
55,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.55 |
2.618 |
46.29 |
1.618 |
44.91 |
1.000 |
44.06 |
0.618 |
43.53 |
HIGH |
42.68 |
0.618 |
42.15 |
0.500 |
41.99 |
0.382 |
41.83 |
LOW |
41.30 |
0.618 |
40.45 |
1.000 |
39.92 |
1.618 |
39.07 |
2.618 |
37.69 |
4.250 |
35.44 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.00 |
41.85 |
PP |
42.00 |
41.70 |
S1 |
41.99 |
41.54 |
|