NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
40.18 |
39.63 |
-0.55 |
-1.4% |
36.37 |
High |
40.40 |
39.63 |
-0.77 |
-1.9% |
40.40 |
Low |
39.40 |
38.21 |
-1.19 |
-3.0% |
35.00 |
Close |
39.87 |
38.34 |
-1.53 |
-3.8% |
38.34 |
Range |
1.00 |
1.42 |
0.42 |
42.0% |
5.40 |
ATR |
1.60 |
1.61 |
0.00 |
0.3% |
0.00 |
Volume |
30,346 |
60,679 |
30,333 |
100.0% |
218,349 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.99 |
42.08 |
39.12 |
|
R3 |
41.57 |
40.66 |
38.73 |
|
R2 |
40.15 |
40.15 |
38.60 |
|
R1 |
39.24 |
39.24 |
38.47 |
38.99 |
PP |
38.73 |
38.73 |
38.73 |
38.60 |
S1 |
37.82 |
37.82 |
38.21 |
37.57 |
S2 |
37.31 |
37.31 |
38.08 |
|
S3 |
35.89 |
36.40 |
37.95 |
|
S4 |
34.47 |
34.98 |
37.56 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.11 |
51.63 |
41.31 |
|
R3 |
48.71 |
46.23 |
39.83 |
|
R2 |
43.31 |
43.31 |
39.33 |
|
R1 |
40.83 |
40.83 |
38.84 |
42.07 |
PP |
37.91 |
37.91 |
37.91 |
38.54 |
S1 |
35.43 |
35.43 |
37.85 |
36.67 |
S2 |
32.51 |
32.51 |
37.35 |
|
S3 |
27.11 |
30.03 |
36.86 |
|
S4 |
21.71 |
24.63 |
35.37 |
|
|
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 |
14.1% |
1.86 |
4.9% |
62% |
False |
False |
43,669 |
10 |
40.71 |
35.00 |
5.71 |
14.9% |
1.75 |
4.6% |
58% |
False |
False |
42,780 |
20 |
42.64 |
35.00 |
7.64 |
19.9% |
1.49 |
3.9% |
44% |
False |
False |
34,807 |
40 |
42.95 |
35.00 |
7.95 |
20.7% |
1.48 |
3.9% |
42% |
False |
False |
34,459 |
60 |
45.07 |
35.00 |
10.07 |
26.3% |
1.36 |
3.5% |
33% |
False |
False |
30,283 |
80 |
45.07 |
35.00 |
10.07 |
26.3% |
1.28 |
3.3% |
33% |
False |
False |
25,765 |
100 |
45.07 |
35.00 |
10.07 |
26.3% |
1.28 |
3.3% |
33% |
False |
False |
22,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.67 |
2.618 |
43.35 |
1.618 |
41.93 |
1.000 |
41.05 |
0.618 |
40.51 |
HIGH |
39.63 |
0.618 |
39.09 |
0.500 |
38.92 |
0.382 |
38.75 |
LOW |
38.21 |
0.618 |
37.33 |
1.000 |
36.79 |
1.618 |
35.91 |
2.618 |
34.49 |
4.250 |
32.18 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
38.92 |
39.31 |
PP |
38.73 |
38.98 |
S1 |
38.53 |
38.66 |
|