NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
41.92 |
41.82 |
-0.10 |
-0.2% |
38.14 |
High |
42.18 |
42.92 |
0.74 |
1.8% |
43.59 |
Low |
41.07 |
41.58 |
0.51 |
1.2% |
37.91 |
Close |
41.90 |
42.24 |
0.34 |
0.8% |
40.70 |
Range |
1.11 |
1.34 |
0.23 |
20.7% |
5.68 |
ATR |
1.72 |
1.69 |
-0.03 |
-1.6% |
0.00 |
Volume |
65,269 |
72,255 |
6,986 |
10.7% |
514,652 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.27 |
45.59 |
42.98 |
|
R3 |
44.93 |
44.25 |
42.61 |
|
R2 |
43.59 |
43.59 |
42.49 |
|
R1 |
42.91 |
42.91 |
42.36 |
43.25 |
PP |
42.25 |
42.25 |
42.25 |
42.42 |
S1 |
41.57 |
41.57 |
42.12 |
41.91 |
S2 |
40.91 |
40.91 |
41.99 |
|
S3 |
39.57 |
40.23 |
41.87 |
|
S4 |
38.23 |
38.89 |
41.50 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.77 |
54.92 |
43.82 |
|
R3 |
52.09 |
49.24 |
42.26 |
|
R2 |
46.41 |
46.41 |
41.74 |
|
R1 |
43.56 |
43.56 |
41.22 |
44.99 |
PP |
40.73 |
40.73 |
40.73 |
41.45 |
S1 |
37.88 |
37.88 |
40.18 |
39.31 |
S2 |
35.05 |
35.05 |
39.66 |
|
S3 |
29.37 |
32.20 |
39.14 |
|
S4 |
23.69 |
26.52 |
37.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.92 |
40.64 |
2.28 |
5.4% |
1.30 |
3.1% |
70% |
True |
False |
78,533 |
10 |
43.59 |
37.80 |
5.79 |
13.7% |
1.71 |
4.0% |
77% |
False |
False |
86,312 |
20 |
43.59 |
34.50 |
9.09 |
21.5% |
1.77 |
4.2% |
85% |
False |
False |
72,483 |
40 |
43.59 |
34.50 |
9.09 |
21.5% |
1.61 |
3.8% |
85% |
False |
False |
51,200 |
60 |
44.84 |
34.50 |
10.34 |
24.5% |
1.53 |
3.6% |
75% |
False |
False |
41,872 |
80 |
44.84 |
34.50 |
10.34 |
24.5% |
1.40 |
3.3% |
75% |
False |
False |
34,373 |
100 |
44.84 |
34.50 |
10.34 |
24.5% |
1.32 |
3.1% |
75% |
False |
False |
28,871 |
120 |
44.84 |
34.50 |
10.34 |
24.5% |
1.38 |
3.3% |
75% |
False |
False |
25,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.62 |
2.618 |
46.43 |
1.618 |
45.09 |
1.000 |
44.26 |
0.618 |
43.75 |
HIGH |
42.92 |
0.618 |
42.41 |
0.500 |
42.25 |
0.382 |
42.09 |
LOW |
41.58 |
0.618 |
40.75 |
1.000 |
40.24 |
1.618 |
39.41 |
2.618 |
38.07 |
4.250 |
35.89 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.25 |
42.09 |
PP |
42.25 |
41.95 |
S1 |
42.24 |
41.80 |
|