NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
39.63 |
38.56 |
-1.07 |
-2.7% |
36.37 |
High |
39.63 |
42.29 |
2.66 |
6.7% |
40.40 |
Low |
38.21 |
38.39 |
0.18 |
0.5% |
35.00 |
Close |
38.34 |
41.31 |
2.97 |
7.7% |
38.34 |
Range |
1.42 |
3.90 |
2.48 |
174.6% |
5.40 |
ATR |
1.61 |
1.77 |
0.17 |
10.4% |
0.00 |
Volume |
60,679 |
103,678 |
42,999 |
70.9% |
218,349 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.36 |
50.74 |
43.46 |
|
R3 |
48.46 |
46.84 |
42.38 |
|
R2 |
44.56 |
44.56 |
42.03 |
|
R1 |
42.94 |
42.94 |
41.67 |
43.75 |
PP |
40.66 |
40.66 |
40.66 |
41.07 |
S1 |
39.04 |
39.04 |
40.95 |
39.85 |
S2 |
36.76 |
36.76 |
40.60 |
|
S3 |
32.86 |
35.14 |
40.24 |
|
S4 |
28.96 |
31.24 |
39.17 |
|
|
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 |
42.29 |
37.79 |
4.50 |
10.9% |
1.97 |
4.8% |
78% |
True |
False |
54,130 |
10 |
42.29 |
35.00 |
7.29 |
17.6% |
2.02 |
4.9% |
87% |
True |
False |
50,659 |
20 |
42.64 |
35.00 |
7.64 |
18.5% |
1.62 |
3.9% |
83% |
False |
False |
38,678 |
40 |
42.95 |
35.00 |
7.95 |
19.2% |
1.56 |
3.8% |
79% |
False |
False |
36,328 |
60 |
45.07 |
35.00 |
10.07 |
24.4% |
1.41 |
3.4% |
63% |
False |
False |
31,701 |
80 |
45.07 |
35.00 |
10.07 |
24.4% |
1.32 |
3.2% |
63% |
False |
False |
26,964 |
100 |
45.07 |
35.00 |
10.07 |
24.4% |
1.31 |
3.2% |
63% |
False |
False |
23,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.87 |
2.618 |
52.50 |
1.618 |
48.60 |
1.000 |
46.19 |
0.618 |
44.70 |
HIGH |
42.29 |
0.618 |
40.80 |
0.500 |
40.34 |
0.382 |
39.88 |
LOW |
38.39 |
0.618 |
35.98 |
1.000 |
34.49 |
1.618 |
32.08 |
2.618 |
28.18 |
4.250 |
21.82 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
40.99 |
40.96 |
PP |
40.66 |
40.60 |
S1 |
40.34 |
40.25 |
|