NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
41.88 |
42.46 |
0.58 |
1.4% |
40.44 |
High |
42.54 |
43.36 |
0.82 |
1.9% |
42.68 |
Low |
41.61 |
42.29 |
0.68 |
1.6% |
40.40 |
Close |
42.42 |
43.06 |
0.64 |
1.5% |
42.42 |
Range |
0.93 |
1.07 |
0.14 |
15.1% |
2.28 |
ATR |
1.62 |
1.58 |
-0.04 |
-2.4% |
0.00 |
Volume |
276,340 |
300,717 |
24,377 |
8.8% |
1,387,471 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.11 |
45.66 |
43.65 |
|
R3 |
45.04 |
44.59 |
43.35 |
|
R2 |
43.97 |
43.97 |
43.26 |
|
R1 |
43.52 |
43.52 |
43.16 |
43.75 |
PP |
42.90 |
42.90 |
42.90 |
43.02 |
S1 |
42.45 |
42.45 |
42.96 |
42.68 |
S2 |
41.83 |
41.83 |
42.86 |
|
S3 |
40.76 |
41.38 |
42.77 |
|
S4 |
39.69 |
40.31 |
42.47 |
|
|
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 |
43.36 |
40.81 |
2.55 |
5.9% |
1.08 |
2.5% |
88% |
True |
False |
289,950 |
10 |
43.36 |
39.72 |
3.64 |
8.5% |
1.36 |
3.2% |
92% |
True |
False |
250,000 |
20 |
43.36 |
34.04 |
9.32 |
21.6% |
1.75 |
4.1% |
97% |
True |
False |
205,681 |
40 |
43.36 |
34.04 |
9.32 |
21.6% |
1.65 |
3.8% |
97% |
True |
False |
143,455 |
60 |
44.48 |
34.04 |
10.44 |
24.2% |
1.59 |
3.7% |
86% |
False |
False |
108,128 |
80 |
44.60 |
34.04 |
10.56 |
24.5% |
1.44 |
3.4% |
85% |
False |
False |
87,563 |
100 |
44.60 |
34.04 |
10.56 |
24.5% |
1.37 |
3.2% |
85% |
False |
False |
73,005 |
120 |
44.60 |
34.04 |
10.56 |
24.5% |
1.45 |
3.4% |
85% |
False |
False |
63,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.91 |
2.618 |
46.16 |
1.618 |
45.09 |
1.000 |
44.43 |
0.618 |
44.02 |
HIGH |
43.36 |
0.618 |
42.95 |
0.500 |
42.83 |
0.382 |
42.70 |
LOW |
42.29 |
0.618 |
41.63 |
1.000 |
41.22 |
1.618 |
40.56 |
2.618 |
39.49 |
4.250 |
37.74 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.98 |
42.81 |
PP |
42.90 |
42.56 |
S1 |
42.83 |
42.31 |
|