NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.09 |
42.64 |
0.55 |
1.3% |
40.68 |
High |
42.75 |
43.56 |
0.81 |
1.9% |
42.92 |
Low |
41.84 |
42.52 |
0.68 |
1.6% |
40.68 |
Close |
42.64 |
43.28 |
0.64 |
1.5% |
42.64 |
Range |
0.91 |
1.04 |
0.13 |
14.3% |
2.24 |
ATR |
1.58 |
1.54 |
-0.04 |
-2.4% |
0.00 |
Volume |
84,709 |
98,448 |
13,739 |
16.2% |
401,674 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.24 |
45.80 |
43.85 |
|
R3 |
45.20 |
44.76 |
43.57 |
|
R2 |
44.16 |
44.16 |
43.47 |
|
R1 |
43.72 |
43.72 |
43.38 |
43.94 |
PP |
43.12 |
43.12 |
43.12 |
43.23 |
S1 |
42.68 |
42.68 |
43.18 |
42.90 |
S2 |
42.08 |
42.08 |
43.09 |
|
S3 |
41.04 |
41.64 |
42.99 |
|
S4 |
40.00 |
40.60 |
42.71 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.80 |
47.96 |
43.87 |
|
R3 |
46.56 |
45.72 |
43.26 |
|
R2 |
44.32 |
44.32 |
43.05 |
|
R1 |
43.48 |
43.48 |
42.85 |
43.90 |
PP |
42.08 |
42.08 |
42.08 |
42.29 |
S1 |
41.24 |
41.24 |
42.43 |
41.66 |
S2 |
39.84 |
39.84 |
42.23 |
|
S3 |
37.60 |
39.00 |
42.02 |
|
S4 |
35.36 |
36.76 |
41.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.56 |
41.07 |
2.49 |
5.8% |
1.05 |
2.4% |
89% |
True |
False |
82,517 |
10 |
43.59 |
40.10 |
3.49 |
8.1% |
1.33 |
3.1% |
91% |
False |
False |
87,864 |
20 |
43.59 |
34.50 |
9.09 |
21.0% |
1.71 |
4.0% |
97% |
False |
False |
81,825 |
40 |
43.59 |
34.50 |
9.09 |
21.0% |
1.60 |
3.7% |
97% |
False |
False |
56,699 |
60 |
44.77 |
34.50 |
10.27 |
23.7% |
1.54 |
3.6% |
85% |
False |
False |
45,824 |
80 |
44.84 |
34.50 |
10.34 |
23.9% |
1.39 |
3.2% |
85% |
False |
False |
37,492 |
100 |
44.84 |
34.50 |
10.34 |
23.9% |
1.31 |
3.0% |
85% |
False |
False |
31,319 |
120 |
44.84 |
34.50 |
10.34 |
23.9% |
1.38 |
3.2% |
85% |
False |
False |
27,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.98 |
2.618 |
46.28 |
1.618 |
45.24 |
1.000 |
44.60 |
0.618 |
44.20 |
HIGH |
43.56 |
0.618 |
43.16 |
0.500 |
43.04 |
0.382 |
42.92 |
LOW |
42.52 |
0.618 |
41.88 |
1.000 |
41.48 |
1.618 |
40.84 |
2.618 |
39.80 |
4.250 |
38.10 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
43.20 |
43.03 |
PP |
43.12 |
42.79 |
S1 |
43.04 |
42.54 |
|