NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 02-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
36.81 |
36.07 |
-0.74 |
-2.0% |
40.27 |
High |
37.29 |
37.92 |
0.63 |
1.7% |
40.43 |
Low |
35.99 |
34.50 |
-1.49 |
-4.1% |
35.69 |
Close |
36.57 |
37.63 |
1.06 |
2.9% |
36.57 |
Range |
1.30 |
3.42 |
2.12 |
163.1% |
4.74 |
ATR |
1.55 |
1.68 |
0.13 |
8.7% |
0.00 |
Volume |
49,646 |
75,595 |
25,949 |
52.3% |
301,269 |
|
Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.94 |
45.71 |
39.51 |
|
R3 |
43.52 |
42.29 |
38.57 |
|
R2 |
40.10 |
40.10 |
38.26 |
|
R1 |
38.87 |
38.87 |
37.94 |
39.49 |
PP |
36.68 |
36.68 |
36.68 |
36.99 |
S1 |
35.45 |
35.45 |
37.32 |
36.07 |
S2 |
33.26 |
33.26 |
37.00 |
|
S3 |
29.84 |
32.03 |
36.69 |
|
S4 |
26.42 |
28.61 |
35.75 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.78 |
48.92 |
39.18 |
|
R3 |
47.04 |
44.18 |
37.87 |
|
R2 |
42.30 |
42.30 |
37.44 |
|
R1 |
39.44 |
39.44 |
37.00 |
38.50 |
PP |
37.56 |
37.56 |
37.56 |
37.10 |
S1 |
34.70 |
34.70 |
36.14 |
33.76 |
S2 |
32.82 |
32.82 |
35.70 |
|
S3 |
28.08 |
29.96 |
35.27 |
|
S4 |
23.34 |
25.22 |
33.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.43 |
34.50 |
5.93 |
15.8% |
2.14 |
5.7% |
53% |
False |
True |
66,984 |
10 |
42.41 |
34.50 |
7.91 |
21.0% |
1.77 |
4.7% |
40% |
False |
True |
49,169 |
20 |
42.41 |
34.50 |
7.91 |
21.0% |
1.49 |
4.0% |
40% |
False |
True |
40,637 |
40 |
42.67 |
34.50 |
8.17 |
21.7% |
1.55 |
4.1% |
38% |
False |
True |
33,958 |
60 |
44.84 |
34.50 |
10.34 |
27.5% |
1.36 |
3.6% |
30% |
False |
True |
27,312 |
80 |
44.84 |
34.50 |
10.34 |
27.5% |
1.28 |
3.4% |
30% |
False |
True |
22,515 |
100 |
44.84 |
34.50 |
10.34 |
27.5% |
1.32 |
3.5% |
30% |
False |
True |
19,355 |
120 |
44.84 |
30.75 |
14.09 |
37.4% |
1.37 |
3.6% |
49% |
False |
False |
17,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.46 |
2.618 |
46.87 |
1.618 |
43.45 |
1.000 |
41.34 |
0.618 |
40.03 |
HIGH |
37.92 |
0.618 |
36.61 |
0.500 |
36.21 |
0.382 |
35.81 |
LOW |
34.50 |
0.618 |
32.39 |
1.000 |
31.08 |
1.618 |
28.97 |
2.618 |
25.55 |
4.250 |
19.97 |
|
|
Fisher Pivots for day following 02-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
37.16 |
37.25 |
PP |
36.68 |
36.86 |
S1 |
36.21 |
36.48 |
|