NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
39.81 |
39.27 |
-0.54 |
-1.4% |
36.07 |
High |
40.04 |
39.29 |
-0.75 |
-1.9% |
40.04 |
Low |
38.99 |
37.80 |
-1.19 |
-3.1% |
34.50 |
Close |
39.48 |
37.90 |
-1.58 |
-4.0% |
37.90 |
Range |
1.05 |
1.49 |
0.44 |
41.9% |
5.54 |
ATR |
1.65 |
1.65 |
0.00 |
0.1% |
0.00 |
Volume |
47,279 |
76,140 |
28,861 |
61.0% |
362,400 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.80 |
41.84 |
38.72 |
|
R3 |
41.31 |
40.35 |
38.31 |
|
R2 |
39.82 |
39.82 |
38.17 |
|
R1 |
38.86 |
38.86 |
38.04 |
38.60 |
PP |
38.33 |
38.33 |
38.33 |
38.20 |
S1 |
37.37 |
37.37 |
37.76 |
37.11 |
S2 |
36.84 |
36.84 |
37.63 |
|
S3 |
35.35 |
35.88 |
37.49 |
|
S4 |
33.86 |
34.39 |
37.08 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.10 |
51.54 |
40.95 |
|
R3 |
48.56 |
46.00 |
39.42 |
|
R2 |
43.02 |
43.02 |
38.92 |
|
R1 |
40.46 |
40.46 |
38.41 |
41.74 |
PP |
37.48 |
37.48 |
37.48 |
38.12 |
S1 |
34.92 |
34.92 |
37.39 |
36.20 |
S2 |
31.94 |
31.94 |
36.88 |
|
S3 |
26.40 |
29.38 |
36.38 |
|
S4 |
20.86 |
23.84 |
34.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.04 |
34.50 |
5.54 |
14.6% |
1.91 |
5.1% |
61% |
False |
False |
72,480 |
10 |
40.43 |
34.50 |
5.93 |
15.6% |
1.82 |
4.8% |
57% |
False |
False |
66,366 |
20 |
42.41 |
34.50 |
7.91 |
20.9% |
1.54 |
4.1% |
43% |
False |
False |
46,974 |
40 |
42.67 |
34.50 |
8.17 |
21.6% |
1.53 |
4.0% |
42% |
False |
False |
38,476 |
60 |
44.84 |
34.50 |
10.34 |
27.3% |
1.40 |
3.7% |
33% |
False |
False |
31,308 |
80 |
44.84 |
34.50 |
10.34 |
27.3% |
1.31 |
3.5% |
33% |
False |
False |
25,781 |
100 |
44.84 |
34.50 |
10.34 |
27.3% |
1.30 |
3.4% |
33% |
False |
False |
22,008 |
120 |
44.84 |
33.99 |
10.85 |
28.6% |
1.37 |
3.6% |
36% |
False |
False |
19,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.62 |
2.618 |
43.19 |
1.618 |
41.70 |
1.000 |
40.78 |
0.618 |
40.21 |
HIGH |
39.29 |
0.618 |
38.72 |
0.500 |
38.55 |
0.382 |
38.37 |
LOW |
37.80 |
0.618 |
36.88 |
1.000 |
36.31 |
1.618 |
35.39 |
2.618 |
33.90 |
4.250 |
31.47 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
38.55 |
38.92 |
PP |
38.33 |
38.58 |
S1 |
38.12 |
38.24 |
|