NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
38.56 |
40.87 |
2.31 |
6.0% |
36.37 |
High |
42.29 |
42.68 |
0.39 |
0.9% |
40.40 |
Low |
38.39 |
40.46 |
2.07 |
5.4% |
35.00 |
Close |
41.31 |
42.27 |
0.96 |
2.3% |
38.34 |
Range |
3.90 |
2.22 |
-1.68 |
-43.1% |
5.40 |
ATR |
1.77 |
1.81 |
0.03 |
1.8% |
0.00 |
Volume |
103,678 |
69,892 |
-33,786 |
-32.6% |
218,349 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.46 |
47.59 |
43.49 |
|
R3 |
46.24 |
45.37 |
42.88 |
|
R2 |
44.02 |
44.02 |
42.68 |
|
R1 |
43.15 |
43.15 |
42.47 |
43.59 |
PP |
41.80 |
41.80 |
41.80 |
42.02 |
S1 |
40.93 |
40.93 |
42.07 |
41.37 |
S2 |
39.58 |
39.58 |
41.86 |
|
S3 |
37.36 |
38.71 |
41.66 |
|
S4 |
35.14 |
36.49 |
41.05 |
|
|
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 |
42.68 |
38.21 |
4.47 |
10.6% |
2.08 |
4.9% |
91% |
True |
False |
59,035 |
10 |
42.68 |
35.00 |
7.68 |
18.2% |
2.12 |
5.0% |
95% |
True |
False |
55,050 |
20 |
42.68 |
35.00 |
7.68 |
18.2% |
1.68 |
4.0% |
95% |
True |
False |
40,384 |
40 |
42.95 |
35.00 |
7.95 |
18.8% |
1.58 |
3.7% |
91% |
False |
False |
36,833 |
60 |
45.07 |
35.00 |
10.07 |
23.8% |
1.43 |
3.4% |
72% |
False |
False |
32,623 |
80 |
45.07 |
35.00 |
10.07 |
23.8% |
1.34 |
3.2% |
72% |
False |
False |
27,783 |
100 |
45.07 |
35.00 |
10.07 |
23.8% |
1.31 |
3.1% |
72% |
False |
False |
24,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.12 |
2.618 |
48.49 |
1.618 |
46.27 |
1.000 |
44.90 |
0.618 |
44.05 |
HIGH |
42.68 |
0.618 |
41.83 |
0.500 |
41.57 |
0.382 |
41.31 |
LOW |
40.46 |
0.618 |
39.09 |
1.000 |
38.24 |
1.618 |
36.87 |
2.618 |
34.65 |
4.250 |
31.03 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.04 |
41.66 |
PP |
41.80 |
41.05 |
S1 |
41.57 |
40.45 |
|