NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
41.87 |
41.88 |
0.01 |
0.0% |
40.44 |
High |
42.15 |
42.54 |
0.39 |
0.9% |
42.68 |
Low |
41.26 |
41.61 |
0.35 |
0.8% |
40.40 |
Close |
41.90 |
42.42 |
0.52 |
1.2% |
42.42 |
Range |
0.89 |
0.93 |
0.04 |
4.5% |
2.28 |
ATR |
1.67 |
1.62 |
-0.05 |
-3.2% |
0.00 |
Volume |
313,376 |
276,340 |
-37,036 |
-11.8% |
1,387,471 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.98 |
44.63 |
42.93 |
|
R3 |
44.05 |
43.70 |
42.68 |
|
R2 |
43.12 |
43.12 |
42.59 |
|
R1 |
42.77 |
42.77 |
42.51 |
42.95 |
PP |
42.19 |
42.19 |
42.19 |
42.28 |
S1 |
41.84 |
41.84 |
42.33 |
42.02 |
S2 |
41.26 |
41.26 |
42.25 |
|
S3 |
40.33 |
40.91 |
42.16 |
|
S4 |
39.40 |
39.98 |
41.91 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.67 |
47.83 |
43.67 |
|
R3 |
46.39 |
45.55 |
43.05 |
|
R2 |
44.11 |
44.11 |
42.84 |
|
R1 |
43.27 |
43.27 |
42.63 |
43.69 |
PP |
41.83 |
41.83 |
41.83 |
42.05 |
S1 |
40.99 |
40.99 |
42.21 |
41.41 |
S2 |
39.55 |
39.55 |
42.00 |
|
S3 |
37.27 |
38.71 |
41.79 |
|
S4 |
34.99 |
36.43 |
41.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.68 |
40.40 |
2.28 |
5.4% |
1.25 |
3.0% |
89% |
False |
False |
277,494 |
10 |
43.33 |
37.52 |
5.81 |
13.7% |
1.67 |
3.9% |
84% |
False |
False |
248,095 |
20 |
43.33 |
34.04 |
9.29 |
21.9% |
1.77 |
4.2% |
90% |
False |
False |
195,756 |
40 |
43.33 |
34.04 |
9.29 |
21.9% |
1.64 |
3.9% |
90% |
False |
False |
136,516 |
60 |
44.48 |
34.04 |
10.44 |
24.6% |
1.58 |
3.7% |
80% |
False |
False |
103,386 |
80 |
44.60 |
34.04 |
10.56 |
24.9% |
1.44 |
3.4% |
79% |
False |
False |
83,993 |
100 |
44.60 |
34.04 |
10.56 |
24.9% |
1.37 |
3.2% |
79% |
False |
False |
70,171 |
120 |
44.60 |
34.04 |
10.56 |
24.9% |
1.45 |
3.4% |
79% |
False |
False |
60,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.49 |
2.618 |
44.97 |
1.618 |
44.04 |
1.000 |
43.47 |
0.618 |
43.11 |
HIGH |
42.54 |
0.618 |
42.18 |
0.500 |
42.08 |
0.382 |
41.97 |
LOW |
41.61 |
0.618 |
41.04 |
1.000 |
40.68 |
1.618 |
40.11 |
2.618 |
39.18 |
4.250 |
37.66 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.31 |
42.27 |
PP |
42.19 |
42.12 |
S1 |
42.08 |
41.97 |
|