NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.31 |
42.34 |
0.03 |
0.1% |
41.10 |
High |
42.58 |
42.96 |
0.38 |
0.9% |
43.16 |
Low |
41.80 |
42.08 |
0.28 |
0.7% |
41.01 |
Close |
42.34 |
42.84 |
0.50 |
1.2% |
42.84 |
Range |
0.78 |
0.88 |
0.10 |
12.8% |
2.15 |
ATR |
1.58 |
1.53 |
-0.05 |
-3.2% |
0.00 |
Volume |
53,235 |
59,103 |
5,868 |
11.0% |
243,523 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.27 |
44.93 |
43.32 |
|
R3 |
44.39 |
44.05 |
43.08 |
|
R2 |
43.51 |
43.51 |
43.00 |
|
R1 |
43.17 |
43.17 |
42.92 |
43.34 |
PP |
42.63 |
42.63 |
42.63 |
42.71 |
S1 |
42.29 |
42.29 |
42.76 |
42.46 |
S2 |
41.75 |
41.75 |
42.68 |
|
S3 |
40.87 |
41.41 |
42.60 |
|
S4 |
39.99 |
40.53 |
42.36 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.79 |
47.96 |
44.02 |
|
R3 |
46.64 |
45.81 |
43.43 |
|
R2 |
44.49 |
44.49 |
43.23 |
|
R1 |
43.66 |
43.66 |
43.04 |
44.08 |
PP |
42.34 |
42.34 |
42.34 |
42.54 |
S1 |
41.51 |
41.51 |
42.64 |
41.93 |
S2 |
40.19 |
40.19 |
42.45 |
|
S3 |
38.04 |
39.36 |
42.25 |
|
S4 |
35.89 |
37.21 |
41.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.16 |
41.01 |
2.15 |
5.0% |
1.18 |
2.7% |
85% |
False |
False |
48,704 |
10 |
43.80 |
38.39 |
5.41 |
12.6% |
1.56 |
3.6% |
82% |
False |
False |
58,034 |
20 |
43.80 |
35.00 |
8.80 |
20.5% |
1.66 |
3.9% |
89% |
False |
False |
50,407 |
40 |
43.80 |
35.00 |
8.80 |
20.5% |
1.54 |
3.6% |
89% |
False |
False |
41,608 |
60 |
45.00 |
35.00 |
10.00 |
23.3% |
1.48 |
3.5% |
78% |
False |
False |
36,937 |
80 |
45.07 |
35.00 |
10.07 |
23.5% |
1.35 |
3.1% |
78% |
False |
False |
31,866 |
100 |
45.07 |
35.00 |
10.07 |
23.5% |
1.28 |
3.0% |
78% |
False |
False |
27,730 |
120 |
45.07 |
35.00 |
10.07 |
23.5% |
1.35 |
3.2% |
78% |
False |
False |
24,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.70 |
2.618 |
45.26 |
1.618 |
44.38 |
1.000 |
43.84 |
0.618 |
43.50 |
HIGH |
42.96 |
0.618 |
42.62 |
0.500 |
42.52 |
0.382 |
42.42 |
LOW |
42.08 |
0.618 |
41.54 |
1.000 |
41.20 |
1.618 |
40.66 |
2.618 |
39.78 |
4.250 |
38.34 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.73 |
42.72 |
PP |
42.63 |
42.60 |
S1 |
42.52 |
42.48 |
|