NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.34 |
42.84 |
0.50 |
1.2% |
41.10 |
High |
42.96 |
43.74 |
0.78 |
1.8% |
43.16 |
Low |
42.08 |
42.72 |
0.64 |
1.5% |
41.01 |
Close |
42.84 |
43.46 |
0.62 |
1.4% |
42.84 |
Range |
0.88 |
1.02 |
0.14 |
15.9% |
2.15 |
ATR |
1.53 |
1.49 |
-0.04 |
-2.4% |
0.00 |
Volume |
59,103 |
75,566 |
16,463 |
27.9% |
243,523 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.37 |
45.93 |
44.02 |
|
R3 |
45.35 |
44.91 |
43.74 |
|
R2 |
44.33 |
44.33 |
43.65 |
|
R1 |
43.89 |
43.89 |
43.55 |
44.11 |
PP |
43.31 |
43.31 |
43.31 |
43.42 |
S1 |
42.87 |
42.87 |
43.37 |
43.09 |
S2 |
42.29 |
42.29 |
43.27 |
|
S3 |
41.27 |
41.85 |
43.18 |
|
S4 |
40.25 |
40.83 |
42.90 |
|
|
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 |
43.74 |
41.35 |
2.39 |
5.5% |
1.01 |
2.3% |
88% |
True |
False |
53,567 |
10 |
43.80 |
40.46 |
3.34 |
7.7% |
1.27 |
2.9% |
90% |
False |
False |
55,223 |
20 |
43.80 |
35.00 |
8.80 |
20.2% |
1.65 |
3.8% |
96% |
False |
False |
52,941 |
40 |
43.80 |
35.00 |
8.80 |
20.2% |
1.55 |
3.6% |
96% |
False |
False |
43,117 |
60 |
45.00 |
35.00 |
10.00 |
23.0% |
1.49 |
3.4% |
85% |
False |
False |
37,903 |
80 |
45.07 |
35.00 |
10.07 |
23.2% |
1.35 |
3.1% |
84% |
False |
False |
32,743 |
100 |
45.07 |
35.00 |
10.07 |
23.2% |
1.28 |
2.9% |
84% |
False |
False |
28,344 |
120 |
45.07 |
35.00 |
10.07 |
23.2% |
1.35 |
3.1% |
84% |
False |
False |
25,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.08 |
2.618 |
46.41 |
1.618 |
45.39 |
1.000 |
44.76 |
0.618 |
44.37 |
HIGH |
43.74 |
0.618 |
43.35 |
0.500 |
43.23 |
0.382 |
43.11 |
LOW |
42.72 |
0.618 |
42.09 |
1.000 |
41.70 |
1.618 |
41.07 |
2.618 |
40.05 |
4.250 |
38.39 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
43.38 |
43.23 |
PP |
43.31 |
43.00 |
S1 |
43.23 |
42.77 |
|