NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.84 |
43.25 |
0.41 |
1.0% |
41.10 |
High |
43.74 |
45.49 |
1.75 |
4.0% |
43.16 |
Low |
42.72 |
43.22 |
0.50 |
1.2% |
41.01 |
Close |
43.46 |
45.25 |
1.79 |
4.1% |
42.84 |
Range |
1.02 |
2.27 |
1.25 |
122.5% |
2.15 |
ATR |
1.49 |
1.55 |
0.06 |
3.7% |
0.00 |
Volume |
75,566 |
102,119 |
26,553 |
35.1% |
243,523 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.46 |
50.63 |
46.50 |
|
R3 |
49.19 |
48.36 |
45.87 |
|
R2 |
46.92 |
46.92 |
45.67 |
|
R1 |
46.09 |
46.09 |
45.46 |
46.51 |
PP |
44.65 |
44.65 |
44.65 |
44.86 |
S1 |
43.82 |
43.82 |
45.04 |
44.24 |
S2 |
42.38 |
42.38 |
44.83 |
|
S3 |
40.11 |
41.55 |
44.63 |
|
S4 |
37.84 |
39.28 |
44.00 |
|
|
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 |
45.49 |
41.80 |
3.69 |
8.2% |
1.25 |
2.8% |
93% |
True |
False |
66,449 |
10 |
45.49 |
40.94 |
4.55 |
10.1% |
1.28 |
2.8% |
95% |
True |
False |
58,445 |
20 |
45.49 |
35.00 |
10.49 |
23.2% |
1.70 |
3.8% |
98% |
True |
False |
56,748 |
40 |
45.49 |
35.00 |
10.49 |
23.2% |
1.55 |
3.4% |
98% |
True |
False |
44,886 |
60 |
45.49 |
35.00 |
10.49 |
23.2% |
1.51 |
3.3% |
98% |
True |
False |
39,403 |
80 |
45.49 |
35.00 |
10.49 |
23.2% |
1.36 |
3.0% |
98% |
True |
False |
33,779 |
100 |
45.49 |
35.00 |
10.49 |
23.2% |
1.29 |
2.9% |
98% |
True |
False |
29,251 |
120 |
45.49 |
35.00 |
10.49 |
23.2% |
1.35 |
3.0% |
98% |
True |
False |
26,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.14 |
2.618 |
51.43 |
1.618 |
49.16 |
1.000 |
47.76 |
0.618 |
46.89 |
HIGH |
45.49 |
0.618 |
44.62 |
0.500 |
44.36 |
0.382 |
44.09 |
LOW |
43.22 |
0.618 |
41.82 |
1.000 |
40.95 |
1.618 |
39.55 |
2.618 |
37.28 |
4.250 |
33.57 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
44.95 |
44.76 |
PP |
44.65 |
44.27 |
S1 |
44.36 |
43.79 |
|