NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
39.27 |
38.14 |
-1.13 |
-2.9% |
36.07 |
High |
39.29 |
41.96 |
2.67 |
6.8% |
40.04 |
Low |
37.80 |
37.91 |
0.11 |
0.3% |
34.50 |
Close |
37.90 |
40.97 |
3.07 |
8.1% |
37.90 |
Range |
1.49 |
4.05 |
2.56 |
171.8% |
5.54 |
ATR |
1.65 |
1.83 |
0.17 |
10.4% |
0.00 |
Volume |
76,140 |
136,129 |
59,989 |
78.8% |
362,400 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.43 |
50.75 |
43.20 |
|
R3 |
48.38 |
46.70 |
42.08 |
|
R2 |
44.33 |
44.33 |
41.71 |
|
R1 |
42.65 |
42.65 |
41.34 |
43.49 |
PP |
40.28 |
40.28 |
40.28 |
40.70 |
S1 |
38.60 |
38.60 |
40.60 |
39.44 |
S2 |
36.23 |
36.23 |
40.23 |
|
S3 |
32.18 |
34.55 |
39.86 |
|
S4 |
28.13 |
30.50 |
38.74 |
|
|
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 |
41.96 |
37.35 |
4.61 |
11.3% |
2.04 |
5.0% |
79% |
True |
False |
84,586 |
10 |
41.96 |
34.50 |
7.46 |
18.2% |
2.09 |
5.1% |
87% |
True |
False |
75,785 |
20 |
42.41 |
34.50 |
7.91 |
19.3% |
1.68 |
4.1% |
82% |
False |
False |
52,635 |
40 |
42.67 |
34.50 |
8.17 |
19.9% |
1.61 |
3.9% |
79% |
False |
False |
41,358 |
60 |
44.84 |
34.50 |
10.34 |
25.2% |
1.45 |
3.5% |
63% |
False |
False |
33,369 |
80 |
44.84 |
34.50 |
10.34 |
25.2% |
1.35 |
3.3% |
63% |
False |
False |
27,424 |
100 |
44.84 |
34.50 |
10.34 |
25.2% |
1.33 |
3.2% |
63% |
False |
False |
23,323 |
120 |
44.84 |
33.99 |
10.85 |
26.5% |
1.39 |
3.4% |
64% |
False |
False |
20,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.17 |
2.618 |
52.56 |
1.618 |
48.51 |
1.000 |
46.01 |
0.618 |
44.46 |
HIGH |
41.96 |
0.618 |
40.41 |
0.500 |
39.94 |
0.382 |
39.46 |
LOW |
37.91 |
0.618 |
35.41 |
1.000 |
33.86 |
1.618 |
31.36 |
2.618 |
27.31 |
4.250 |
20.70 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
40.63 |
40.61 |
PP |
40.28 |
40.24 |
S1 |
39.94 |
39.88 |
|