NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 13-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.51 |
41.81 |
-0.70 |
-1.6% |
38.56 |
High |
43.00 |
41.81 |
-1.19 |
-2.8% |
43.80 |
Low |
41.82 |
40.94 |
-0.88 |
-2.1% |
38.39 |
Close |
42.05 |
41.01 |
-1.04 |
-2.5% |
41.01 |
Range |
1.18 |
0.87 |
-0.31 |
-26.3% |
5.41 |
ATR |
1.75 |
1.70 |
-0.05 |
-2.6% |
0.00 |
Volume |
44,173 |
52,864 |
8,691 |
19.7% |
336,819 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.86 |
43.31 |
41.49 |
|
R3 |
42.99 |
42.44 |
41.25 |
|
R2 |
42.12 |
42.12 |
41.17 |
|
R1 |
41.57 |
41.57 |
41.09 |
41.41 |
PP |
41.25 |
41.25 |
41.25 |
41.18 |
S1 |
40.70 |
40.70 |
40.93 |
40.54 |
S2 |
40.38 |
40.38 |
40.85 |
|
S3 |
39.51 |
39.83 |
40.77 |
|
S4 |
38.64 |
38.96 |
40.53 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.30 |
54.56 |
43.99 |
|
R3 |
51.89 |
49.15 |
42.50 |
|
R2 |
46.48 |
46.48 |
42.00 |
|
R1 |
43.74 |
43.74 |
41.51 |
45.11 |
PP |
41.07 |
41.07 |
41.07 |
41.75 |
S1 |
38.33 |
38.33 |
40.51 |
39.70 |
S2 |
35.66 |
35.66 |
40.02 |
|
S3 |
30.25 |
32.92 |
39.52 |
|
S4 |
24.84 |
27.51 |
38.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.80 |
38.39 |
5.41 |
13.2% |
1.95 |
4.7% |
48% |
False |
False |
67,363 |
10 |
43.80 |
35.00 |
8.80 |
21.5% |
1.90 |
4.6% |
68% |
False |
False |
55,516 |
20 |
43.80 |
35.00 |
8.80 |
21.5% |
1.66 |
4.1% |
68% |
False |
False |
44,036 |
40 |
43.80 |
35.00 |
8.80 |
21.5% |
1.57 |
3.8% |
68% |
False |
False |
38,785 |
60 |
45.07 |
35.00 |
10.07 |
24.6% |
1.46 |
3.5% |
60% |
False |
False |
34,660 |
80 |
45.07 |
35.00 |
10.07 |
24.6% |
1.34 |
3.3% |
60% |
False |
False |
29,424 |
100 |
45.07 |
35.00 |
10.07 |
24.6% |
1.29 |
3.2% |
60% |
False |
False |
25,898 |
120 |
45.07 |
34.79 |
10.28 |
25.1% |
1.37 |
3.3% |
61% |
False |
False |
23,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.51 |
2.618 |
44.09 |
1.618 |
43.22 |
1.000 |
42.68 |
0.618 |
42.35 |
HIGH |
41.81 |
0.618 |
41.48 |
0.500 |
41.38 |
0.382 |
41.27 |
LOW |
40.94 |
0.618 |
40.40 |
1.000 |
40.07 |
1.618 |
39.53 |
2.618 |
38.66 |
4.250 |
37.24 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
41.38 |
42.37 |
PP |
41.25 |
41.92 |
S1 |
41.13 |
41.46 |
|