NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 02-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
37.16 |
36.37 |
-0.79 |
-2.1% |
40.52 |
High |
37.64 |
38.37 |
0.73 |
1.9% |
40.71 |
Low |
36.41 |
35.00 |
-1.41 |
-3.9% |
36.09 |
Close |
37.00 |
38.08 |
1.08 |
2.9% |
37.00 |
Range |
1.23 |
3.37 |
2.14 |
174.0% |
4.62 |
ATR |
1.50 |
1.63 |
0.13 |
8.9% |
0.00 |
Volume |
35,943 |
51,376 |
15,433 |
42.9% |
209,453 |
|
Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.26 |
46.04 |
39.93 |
|
R3 |
43.89 |
42.67 |
39.01 |
|
R2 |
40.52 |
40.52 |
38.70 |
|
R1 |
39.30 |
39.30 |
38.39 |
39.91 |
PP |
37.15 |
37.15 |
37.15 |
37.46 |
S1 |
35.93 |
35.93 |
37.77 |
36.54 |
S2 |
33.78 |
33.78 |
37.46 |
|
S3 |
30.41 |
32.56 |
37.15 |
|
S4 |
27.04 |
29.19 |
36.23 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.79 |
49.02 |
39.54 |
|
R3 |
47.17 |
44.40 |
38.27 |
|
R2 |
42.55 |
42.55 |
37.85 |
|
R1 |
39.78 |
39.78 |
37.42 |
38.86 |
PP |
37.93 |
37.93 |
37.93 |
37.47 |
S1 |
35.16 |
35.16 |
36.58 |
34.24 |
S2 |
33.31 |
33.31 |
36.15 |
|
S3 |
28.69 |
30.54 |
35.73 |
|
S4 |
24.07 |
25.92 |
34.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.71 |
35.00 |
5.71 |
15.0% |
2.07 |
5.4% |
54% |
False |
True |
47,189 |
10 |
42.64 |
35.00 |
7.64 |
20.1% |
1.70 |
4.5% |
40% |
False |
True |
35,056 |
20 |
42.64 |
35.00 |
7.64 |
20.1% |
1.43 |
3.8% |
40% |
False |
True |
34,953 |
40 |
42.95 |
35.00 |
7.95 |
20.9% |
1.50 |
3.9% |
39% |
False |
True |
33,893 |
60 |
45.07 |
35.00 |
10.07 |
26.4% |
1.32 |
3.5% |
31% |
False |
True |
28,434 |
80 |
45.07 |
35.00 |
10.07 |
26.4% |
1.25 |
3.3% |
31% |
False |
True |
24,243 |
100 |
45.07 |
35.00 |
10.07 |
26.4% |
1.30 |
3.4% |
31% |
False |
True |
21,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.69 |
2.618 |
47.19 |
1.618 |
43.82 |
1.000 |
41.74 |
0.618 |
40.45 |
HIGH |
38.37 |
0.618 |
37.08 |
0.500 |
36.69 |
0.382 |
36.29 |
LOW |
35.00 |
0.618 |
32.92 |
1.000 |
31.63 |
1.618 |
29.55 |
2.618 |
26.18 |
4.250 |
20.68 |
|
|
Fisher Pivots for day following 02-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
37.62 |
37.68 |
PP |
37.15 |
37.29 |
S1 |
36.69 |
36.89 |
|