NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
39.32 |
40.18 |
0.86 |
2.2% |
40.52 |
High |
40.32 |
40.40 |
0.08 |
0.2% |
40.71 |
Low |
38.44 |
39.40 |
0.96 |
2.5% |
36.09 |
Close |
40.24 |
39.87 |
-0.37 |
-0.9% |
37.00 |
Range |
1.88 |
1.00 |
-0.88 |
-46.8% |
4.62 |
ATR |
1.65 |
1.60 |
-0.05 |
-2.8% |
0.00 |
Volume |
30,583 |
30,346 |
-237 |
-0.8% |
209,453 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.89 |
42.38 |
40.42 |
|
R3 |
41.89 |
41.38 |
40.15 |
|
R2 |
40.89 |
40.89 |
40.05 |
|
R1 |
40.38 |
40.38 |
39.96 |
40.14 |
PP |
39.89 |
39.89 |
39.89 |
39.77 |
S1 |
39.38 |
39.38 |
39.78 |
39.14 |
S2 |
38.89 |
38.89 |
39.69 |
|
S3 |
37.89 |
38.38 |
39.60 |
|
S4 |
36.89 |
37.38 |
39.32 |
|
|
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 |
40.40 |
35.00 |
5.40 |
13.5% |
1.82 |
4.6% |
90% |
True |
False |
38,722 |
10 |
41.75 |
35.00 |
6.75 |
16.9% |
1.74 |
4.4% |
72% |
False |
False |
38,037 |
20 |
42.64 |
35.00 |
7.64 |
19.2% |
1.46 |
3.7% |
64% |
False |
False |
33,430 |
40 |
42.95 |
35.00 |
7.95 |
19.9% |
1.47 |
3.7% |
61% |
False |
False |
33,520 |
60 |
45.07 |
35.00 |
10.07 |
25.3% |
1.34 |
3.4% |
48% |
False |
False |
29,472 |
80 |
45.07 |
35.00 |
10.07 |
25.3% |
1.27 |
3.2% |
48% |
False |
False |
25,105 |
100 |
45.07 |
35.00 |
10.07 |
25.3% |
1.28 |
3.2% |
48% |
False |
False |
22,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.65 |
2.618 |
43.02 |
1.618 |
42.02 |
1.000 |
41.40 |
0.618 |
41.02 |
HIGH |
40.40 |
0.618 |
40.02 |
0.500 |
39.90 |
0.382 |
39.78 |
LOW |
39.40 |
0.618 |
38.78 |
1.000 |
38.40 |
1.618 |
37.78 |
2.618 |
36.78 |
4.250 |
35.15 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
39.90 |
39.61 |
PP |
39.89 |
39.35 |
S1 |
39.88 |
39.10 |
|