NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
40.52 |
42.46 |
1.94 |
4.8% |
36.07 |
High |
42.42 |
43.59 |
1.17 |
2.8% |
40.04 |
Low |
40.10 |
41.93 |
1.83 |
4.6% |
34.50 |
Close |
41.98 |
42.06 |
0.08 |
0.2% |
37.90 |
Range |
2.32 |
1.66 |
-0.66 |
-28.4% |
5.54 |
ATR |
1.86 |
1.85 |
-0.01 |
-0.8% |
0.00 |
Volume |
104,926 |
105,988 |
1,062 |
1.0% |
362,400 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.51 |
46.44 |
42.97 |
|
R3 |
45.85 |
44.78 |
42.52 |
|
R2 |
44.19 |
44.19 |
42.36 |
|
R1 |
43.12 |
43.12 |
42.21 |
42.83 |
PP |
42.53 |
42.53 |
42.53 |
42.38 |
S1 |
41.46 |
41.46 |
41.91 |
41.17 |
S2 |
40.87 |
40.87 |
41.76 |
|
S3 |
39.21 |
39.80 |
41.60 |
|
S4 |
37.55 |
38.14 |
41.15 |
|
|
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 |
43.59 |
37.80 |
5.79 |
13.8% |
2.11 |
5.0% |
74% |
True |
False |
94,092 |
10 |
43.59 |
34.50 |
9.09 |
21.6% |
2.17 |
5.2% |
83% |
True |
False |
85,198 |
20 |
43.59 |
34.50 |
9.09 |
21.6% |
1.77 |
4.2% |
83% |
True |
False |
60,510 |
40 |
43.59 |
34.50 |
9.09 |
21.6% |
1.63 |
3.9% |
83% |
True |
False |
44,658 |
60 |
44.84 |
34.50 |
10.34 |
24.6% |
1.49 |
3.5% |
73% |
False |
False |
36,420 |
80 |
44.84 |
34.50 |
10.34 |
24.6% |
1.38 |
3.3% |
73% |
False |
False |
29,920 |
100 |
44.84 |
34.50 |
10.34 |
24.6% |
1.34 |
3.2% |
73% |
False |
False |
25,269 |
120 |
44.84 |
34.40 |
10.44 |
24.8% |
1.40 |
3.3% |
73% |
False |
False |
22,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.65 |
2.618 |
47.94 |
1.618 |
46.28 |
1.000 |
45.25 |
0.618 |
44.62 |
HIGH |
43.59 |
0.618 |
42.96 |
0.500 |
42.76 |
0.382 |
42.56 |
LOW |
41.93 |
0.618 |
40.90 |
1.000 |
40.27 |
1.618 |
39.24 |
2.618 |
37.58 |
4.250 |
34.88 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.76 |
41.62 |
PP |
42.53 |
41.19 |
S1 |
42.29 |
40.75 |
|