NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.18 |
42.09 |
-0.09 |
-0.2% |
38.56 |
High |
42.44 |
43.16 |
0.72 |
1.7% |
43.80 |
Low |
41.35 |
41.88 |
0.53 |
1.3% |
38.39 |
Close |
42.17 |
42.49 |
0.32 |
0.8% |
41.01 |
Range |
1.09 |
1.28 |
0.19 |
17.4% |
5.41 |
ATR |
1.67 |
1.64 |
-0.03 |
-1.7% |
0.00 |
Volume |
37,711 |
42,223 |
4,512 |
12.0% |
336,819 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.35 |
45.70 |
43.19 |
|
R3 |
45.07 |
44.42 |
42.84 |
|
R2 |
43.79 |
43.79 |
42.72 |
|
R1 |
43.14 |
43.14 |
42.61 |
43.47 |
PP |
42.51 |
42.51 |
42.51 |
42.67 |
S1 |
41.86 |
41.86 |
42.37 |
42.19 |
S2 |
41.23 |
41.23 |
42.26 |
|
S3 |
39.95 |
40.58 |
42.14 |
|
S4 |
38.67 |
39.30 |
41.79 |
|
|
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 |
43.16 |
40.94 |
2.22 |
5.2% |
1.25 |
3.0% |
70% |
True |
False |
45,644 |
10 |
43.80 |
38.21 |
5.59 |
13.2% |
1.64 |
3.9% |
77% |
False |
False |
55,902 |
20 |
43.80 |
35.00 |
8.80 |
20.7% |
1.70 |
4.0% |
85% |
False |
False |
46,402 |
40 |
43.80 |
35.00 |
8.80 |
20.7% |
1.55 |
3.7% |
85% |
False |
False |
40,081 |
60 |
45.07 |
35.00 |
10.07 |
23.7% |
1.48 |
3.5% |
74% |
False |
False |
35,742 |
80 |
45.07 |
35.00 |
10.07 |
23.7% |
1.36 |
3.2% |
74% |
False |
False |
30,724 |
100 |
45.07 |
35.00 |
10.07 |
23.7% |
1.29 |
3.0% |
74% |
False |
False |
26,851 |
120 |
45.07 |
35.00 |
10.07 |
23.7% |
1.36 |
3.2% |
74% |
False |
False |
24,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.60 |
2.618 |
46.51 |
1.618 |
45.23 |
1.000 |
44.44 |
0.618 |
43.95 |
HIGH |
43.16 |
0.618 |
42.67 |
0.500 |
42.52 |
0.382 |
42.37 |
LOW |
41.88 |
0.618 |
41.09 |
1.000 |
40.60 |
1.618 |
39.81 |
2.618 |
38.53 |
4.250 |
36.44 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.52 |
42.36 |
PP |
42.51 |
42.22 |
S1 |
42.50 |
42.09 |
|