NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
36.07 |
37.82 |
1.75 |
4.9% |
40.27 |
High |
37.92 |
39.02 |
1.10 |
2.9% |
40.43 |
Low |
34.50 |
37.35 |
2.85 |
8.3% |
35.69 |
Close |
37.63 |
38.41 |
0.78 |
2.1% |
36.57 |
Range |
3.42 |
1.67 |
-1.75 |
-51.2% |
4.74 |
ATR |
1.68 |
1.68 |
0.00 |
0.0% |
0.00 |
Volume |
75,595 |
86,546 |
10,951 |
14.5% |
301,269 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.27 |
42.51 |
39.33 |
|
R3 |
41.60 |
40.84 |
38.87 |
|
R2 |
39.93 |
39.93 |
38.72 |
|
R1 |
39.17 |
39.17 |
38.56 |
39.55 |
PP |
38.26 |
38.26 |
38.26 |
38.45 |
S1 |
37.50 |
37.50 |
38.26 |
37.88 |
S2 |
36.59 |
36.59 |
38.10 |
|
S3 |
34.92 |
35.83 |
37.95 |
|
S4 |
33.25 |
34.16 |
37.49 |
|
|
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 |
39.65 |
34.50 |
5.15 |
13.4% |
2.22 |
5.8% |
76% |
False |
False |
77,843 |
10 |
42.12 |
34.50 |
7.62 |
19.8% |
1.81 |
4.7% |
51% |
False |
False |
54,744 |
20 |
42.41 |
34.50 |
7.91 |
20.6% |
1.49 |
3.9% |
49% |
False |
False |
43,430 |
40 |
42.67 |
34.50 |
8.17 |
21.3% |
1.51 |
3.9% |
48% |
False |
False |
35,184 |
60 |
44.84 |
34.50 |
10.34 |
26.9% |
1.37 |
3.6% |
38% |
False |
False |
28,590 |
80 |
44.84 |
34.50 |
10.34 |
26.9% |
1.29 |
3.4% |
38% |
False |
False |
23,536 |
100 |
44.84 |
34.50 |
10.34 |
26.9% |
1.31 |
3.4% |
38% |
False |
False |
20,133 |
120 |
44.84 |
31.75 |
13.09 |
34.1% |
1.37 |
3.6% |
51% |
False |
False |
17,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.12 |
2.618 |
43.39 |
1.618 |
41.72 |
1.000 |
40.69 |
0.618 |
40.05 |
HIGH |
39.02 |
0.618 |
38.38 |
0.500 |
38.19 |
0.382 |
37.99 |
LOW |
37.35 |
0.618 |
36.32 |
1.000 |
35.68 |
1.618 |
34.65 |
2.618 |
32.98 |
4.250 |
30.25 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
38.34 |
37.86 |
PP |
38.26 |
37.31 |
S1 |
38.19 |
36.76 |
|