NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.46 |
42.07 |
-0.39 |
-0.9% |
36.07 |
High |
43.59 |
42.74 |
-0.85 |
-1.9% |
40.04 |
Low |
41.93 |
41.50 |
-0.43 |
-1.0% |
34.50 |
Close |
42.06 |
41.74 |
-0.32 |
-0.8% |
37.90 |
Range |
1.66 |
1.24 |
-0.42 |
-25.3% |
5.54 |
ATR |
1.85 |
1.80 |
-0.04 |
-2.3% |
0.00 |
Volume |
105,988 |
68,802 |
-37,186 |
-35.1% |
362,400 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.71 |
44.97 |
42.42 |
|
R3 |
44.47 |
43.73 |
42.08 |
|
R2 |
43.23 |
43.23 |
41.97 |
|
R1 |
42.49 |
42.49 |
41.85 |
42.24 |
PP |
41.99 |
41.99 |
41.99 |
41.87 |
S1 |
41.25 |
41.25 |
41.63 |
41.00 |
S2 |
40.75 |
40.75 |
41.51 |
|
S3 |
39.51 |
40.01 |
41.40 |
|
S4 |
38.27 |
38.77 |
41.06 |
|
|
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 |
13.9% |
2.15 |
5.2% |
68% |
False |
False |
98,397 |
10 |
43.59 |
34.50 |
9.09 |
21.8% |
2.01 |
4.8% |
80% |
False |
False |
82,789 |
20 |
43.59 |
34.50 |
9.09 |
21.8% |
1.73 |
4.2% |
80% |
False |
False |
62,325 |
40 |
43.59 |
34.50 |
9.09 |
21.8% |
1.62 |
3.9% |
80% |
False |
False |
45,765 |
60 |
44.84 |
34.50 |
10.34 |
24.8% |
1.51 |
3.6% |
70% |
False |
False |
37,415 |
80 |
44.84 |
34.50 |
10.34 |
24.8% |
1.38 |
3.3% |
70% |
False |
False |
30,717 |
100 |
44.84 |
34.50 |
10.34 |
24.8% |
1.34 |
3.2% |
70% |
False |
False |
25,911 |
120 |
44.84 |
34.40 |
10.44 |
25.0% |
1.40 |
3.3% |
70% |
False |
False |
22,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.01 |
2.618 |
45.99 |
1.618 |
44.75 |
1.000 |
43.98 |
0.618 |
43.51 |
HIGH |
42.74 |
0.618 |
42.27 |
0.500 |
42.12 |
0.382 |
41.97 |
LOW |
41.50 |
0.618 |
40.73 |
1.000 |
40.26 |
1.618 |
39.49 |
2.618 |
38.25 |
4.250 |
36.23 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.12 |
41.85 |
PP |
41.99 |
41.81 |
S1 |
41.87 |
41.78 |
|