NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.46 |
42.84 |
0.38 |
0.9% |
40.44 |
High |
43.36 |
45.20 |
1.84 |
4.2% |
42.68 |
Low |
42.29 |
42.82 |
0.53 |
1.3% |
40.40 |
Close |
43.06 |
44.91 |
1.85 |
4.3% |
42.42 |
Range |
1.07 |
2.38 |
1.31 |
122.4% |
2.28 |
ATR |
1.58 |
1.64 |
0.06 |
3.6% |
0.00 |
Volume |
300,717 |
418,527 |
117,810 |
39.2% |
1,387,471 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.45 |
50.56 |
46.22 |
|
R3 |
49.07 |
48.18 |
45.56 |
|
R2 |
46.69 |
46.69 |
45.35 |
|
R1 |
45.80 |
45.80 |
45.13 |
46.25 |
PP |
44.31 |
44.31 |
44.31 |
44.53 |
S1 |
43.42 |
43.42 |
44.69 |
43.87 |
S2 |
41.93 |
41.93 |
44.47 |
|
S3 |
39.55 |
41.04 |
44.26 |
|
S4 |
37.17 |
38.66 |
43.60 |
|
|
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 |
45.20 |
41.26 |
3.94 |
8.8% |
1.33 |
3.0% |
93% |
True |
False |
326,322 |
10 |
45.20 |
40.33 |
4.87 |
10.8% |
1.36 |
3.0% |
94% |
True |
False |
270,448 |
20 |
45.20 |
34.04 |
11.16 |
24.8% |
1.80 |
4.0% |
97% |
True |
False |
221,913 |
40 |
45.20 |
34.04 |
11.16 |
24.8% |
1.65 |
3.7% |
97% |
True |
False |
152,577 |
60 |
45.20 |
34.04 |
11.16 |
24.8% |
1.61 |
3.6% |
97% |
True |
False |
114,852 |
80 |
45.20 |
34.04 |
11.16 |
24.8% |
1.46 |
3.2% |
97% |
True |
False |
92,511 |
100 |
45.20 |
34.04 |
11.16 |
24.8% |
1.38 |
3.1% |
97% |
True |
False |
77,030 |
120 |
45.20 |
34.04 |
11.16 |
24.8% |
1.45 |
3.2% |
97% |
True |
False |
66,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.32 |
2.618 |
51.43 |
1.618 |
49.05 |
1.000 |
47.58 |
0.618 |
46.67 |
HIGH |
45.20 |
0.618 |
44.29 |
0.500 |
44.01 |
0.382 |
43.73 |
LOW |
42.82 |
0.618 |
41.35 |
1.000 |
40.44 |
1.618 |
38.97 |
2.618 |
36.59 |
4.250 |
32.71 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
44.61 |
44.41 |
PP |
44.31 |
43.91 |
S1 |
44.01 |
43.41 |
|