NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.63 |
42.51 |
-0.12 |
-0.3% |
36.37 |
High |
43.80 |
43.00 |
-0.80 |
-1.8% |
40.40 |
Low |
42.24 |
41.82 |
-0.42 |
-1.0% |
35.00 |
Close |
42.37 |
42.05 |
-0.32 |
-0.8% |
38.34 |
Range |
1.56 |
1.18 |
-0.38 |
-24.4% |
5.40 |
ATR |
1.79 |
1.75 |
-0.04 |
-2.4% |
0.00 |
Volume |
66,212 |
44,173 |
-22,039 |
-33.3% |
218,349 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.83 |
45.12 |
42.70 |
|
R3 |
44.65 |
43.94 |
42.37 |
|
R2 |
43.47 |
43.47 |
42.27 |
|
R1 |
42.76 |
42.76 |
42.16 |
42.53 |
PP |
42.29 |
42.29 |
42.29 |
42.17 |
S1 |
41.58 |
41.58 |
41.94 |
41.35 |
S2 |
41.11 |
41.11 |
41.83 |
|
S3 |
39.93 |
40.40 |
41.73 |
|
S4 |
38.75 |
39.22 |
41.40 |
|
|
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 |
43.80 |
38.21 |
5.59 |
13.3% |
2.06 |
4.9% |
69% |
False |
False |
68,926 |
10 |
43.80 |
35.00 |
8.80 |
20.9% |
1.94 |
4.6% |
80% |
False |
False |
53,824 |
20 |
43.80 |
35.00 |
8.80 |
20.9% |
1.66 |
4.0% |
80% |
False |
False |
42,367 |
40 |
43.80 |
35.00 |
8.80 |
20.9% |
1.57 |
3.7% |
80% |
False |
False |
38,055 |
60 |
45.07 |
35.00 |
10.07 |
23.9% |
1.46 |
3.5% |
70% |
False |
False |
34,098 |
80 |
45.07 |
35.00 |
10.07 |
23.9% |
1.35 |
3.2% |
70% |
False |
False |
28,930 |
100 |
45.07 |
35.00 |
10.07 |
23.9% |
1.31 |
3.1% |
70% |
False |
False |
25,490 |
120 |
45.07 |
34.79 |
10.28 |
24.4% |
1.37 |
3.3% |
71% |
False |
False |
23,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.02 |
2.618 |
46.09 |
1.618 |
44.91 |
1.000 |
44.18 |
0.618 |
43.73 |
HIGH |
43.00 |
0.618 |
42.55 |
0.500 |
42.41 |
0.382 |
42.27 |
LOW |
41.82 |
0.618 |
41.09 |
1.000 |
40.64 |
1.618 |
39.91 |
2.618 |
38.73 |
4.250 |
36.81 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.41 |
42.13 |
PP |
42.29 |
42.10 |
S1 |
42.17 |
42.08 |
|