NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 04-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
38.24 |
39.32 |
1.08 |
2.8% |
40.52 |
High |
39.43 |
40.32 |
0.89 |
2.3% |
40.71 |
Low |
37.79 |
38.44 |
0.65 |
1.7% |
36.09 |
Close |
38.83 |
40.24 |
1.41 |
3.6% |
37.00 |
Range |
1.64 |
1.88 |
0.24 |
14.6% |
4.62 |
ATR |
1.63 |
1.65 |
0.02 |
1.1% |
0.00 |
Volume |
45,365 |
30,583 |
-14,782 |
-32.6% |
209,453 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.31 |
44.65 |
41.27 |
|
R3 |
43.43 |
42.77 |
40.76 |
|
R2 |
41.55 |
41.55 |
40.58 |
|
R1 |
40.89 |
40.89 |
40.41 |
41.22 |
PP |
39.67 |
39.67 |
39.67 |
39.83 |
S1 |
39.01 |
39.01 |
40.07 |
39.34 |
S2 |
37.79 |
37.79 |
39.90 |
|
S3 |
35.91 |
37.13 |
39.72 |
|
S4 |
34.03 |
35.25 |
39.21 |
|
|
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 |
40.32 |
35.00 |
5.32 |
13.2% |
2.16 |
5.4% |
98% |
True |
False |
47,354 |
10 |
41.87 |
35.00 |
6.87 |
17.1% |
1.76 |
4.4% |
76% |
False |
False |
36,901 |
20 |
42.64 |
35.00 |
7.64 |
19.0% |
1.48 |
3.7% |
69% |
False |
False |
35,049 |
40 |
42.95 |
35.00 |
7.95 |
19.8% |
1.47 |
3.7% |
66% |
False |
False |
33,559 |
60 |
45.07 |
35.00 |
10.07 |
25.0% |
1.35 |
3.3% |
52% |
False |
False |
29,255 |
80 |
45.07 |
35.00 |
10.07 |
25.0% |
1.27 |
3.1% |
52% |
False |
False |
24,870 |
100 |
45.07 |
35.00 |
10.07 |
25.0% |
1.29 |
3.2% |
52% |
False |
False |
22,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.31 |
2.618 |
45.24 |
1.618 |
43.36 |
1.000 |
42.20 |
0.618 |
41.48 |
HIGH |
40.32 |
0.618 |
39.60 |
0.500 |
39.38 |
0.382 |
39.16 |
LOW |
38.44 |
0.618 |
37.28 |
1.000 |
36.56 |
1.618 |
35.40 |
2.618 |
33.52 |
4.250 |
30.45 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
39.95 |
39.38 |
PP |
39.67 |
38.52 |
S1 |
39.38 |
37.66 |
|