NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.64 |
43.04 |
0.40 |
0.9% |
40.68 |
High |
43.56 |
45.38 |
1.82 |
4.2% |
42.92 |
Low |
42.52 |
43.04 |
0.52 |
1.2% |
40.68 |
Close |
43.28 |
45.11 |
1.83 |
4.2% |
42.64 |
Range |
1.04 |
2.34 |
1.30 |
125.0% |
2.24 |
ATR |
1.54 |
1.60 |
0.06 |
3.7% |
0.00 |
Volume |
98,448 |
150,463 |
52,015 |
52.8% |
401,674 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.53 |
50.66 |
46.40 |
|
R3 |
49.19 |
48.32 |
45.75 |
|
R2 |
46.85 |
46.85 |
45.54 |
|
R1 |
45.98 |
45.98 |
45.32 |
46.42 |
PP |
44.51 |
44.51 |
44.51 |
44.73 |
S1 |
43.64 |
43.64 |
44.90 |
44.08 |
S2 |
42.17 |
42.17 |
44.68 |
|
S3 |
39.83 |
41.30 |
44.47 |
|
S4 |
37.49 |
38.96 |
43.82 |
|
|
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 |
45.38 |
41.52 |
3.86 |
8.6% |
1.29 |
2.9% |
93% |
True |
False |
99,556 |
10 |
45.38 |
40.64 |
4.74 |
10.5% |
1.33 |
3.0% |
94% |
True |
False |
92,418 |
20 |
45.38 |
34.50 |
10.88 |
24.1% |
1.76 |
3.9% |
98% |
True |
False |
87,735 |
40 |
45.38 |
34.50 |
10.88 |
24.1% |
1.61 |
3.6% |
98% |
True |
False |
59,899 |
60 |
45.38 |
34.50 |
10.88 |
24.1% |
1.56 |
3.5% |
98% |
True |
False |
48,097 |
80 |
45.38 |
34.50 |
10.88 |
24.1% |
1.40 |
3.1% |
98% |
True |
False |
39,217 |
100 |
45.38 |
34.50 |
10.88 |
24.1% |
1.33 |
2.9% |
98% |
True |
False |
32,755 |
120 |
45.38 |
34.50 |
10.88 |
24.1% |
1.38 |
3.1% |
98% |
True |
False |
28,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.33 |
2.618 |
51.51 |
1.618 |
49.17 |
1.000 |
47.72 |
0.618 |
46.83 |
HIGH |
45.38 |
0.618 |
44.49 |
0.500 |
44.21 |
0.382 |
43.93 |
LOW |
43.04 |
0.618 |
41.59 |
1.000 |
40.70 |
1.618 |
39.25 |
2.618 |
36.91 |
4.250 |
33.10 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
44.81 |
44.61 |
PP |
44.51 |
44.11 |
S1 |
44.21 |
43.61 |
|