NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 25-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
43.25 |
45.17 |
1.92 |
4.4% |
41.10 |
High |
45.49 |
46.52 |
1.03 |
2.3% |
43.16 |
Low |
43.22 |
45.08 |
1.86 |
4.3% |
41.01 |
Close |
45.25 |
46.03 |
0.78 |
1.7% |
42.84 |
Range |
2.27 |
1.44 |
-0.83 |
-36.6% |
2.15 |
ATR |
1.55 |
1.54 |
-0.01 |
-0.5% |
0.00 |
Volume |
102,119 |
87,933 |
-14,186 |
-13.9% |
243,523 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.20 |
49.55 |
46.82 |
|
R3 |
48.76 |
48.11 |
46.43 |
|
R2 |
47.32 |
47.32 |
46.29 |
|
R1 |
46.67 |
46.67 |
46.16 |
47.00 |
PP |
45.88 |
45.88 |
45.88 |
46.04 |
S1 |
45.23 |
45.23 |
45.90 |
45.56 |
S2 |
44.44 |
44.44 |
45.77 |
|
S3 |
43.00 |
43.79 |
45.63 |
|
S4 |
41.56 |
42.35 |
45.24 |
|
|
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 |
46.52 |
41.80 |
4.72 |
10.3% |
1.28 |
2.8% |
90% |
True |
False |
75,591 |
10 |
46.52 |
40.94 |
5.58 |
12.1% |
1.27 |
2.8% |
91% |
True |
False |
60,617 |
20 |
46.52 |
35.00 |
11.52 |
25.0% |
1.68 |
3.6% |
96% |
True |
False |
58,687 |
40 |
46.52 |
35.00 |
11.52 |
25.0% |
1.55 |
3.4% |
96% |
True |
False |
45,546 |
60 |
46.52 |
35.00 |
11.52 |
25.0% |
1.52 |
3.3% |
96% |
True |
False |
40,508 |
80 |
46.52 |
35.00 |
11.52 |
25.0% |
1.36 |
3.0% |
96% |
True |
False |
34,667 |
100 |
46.52 |
35.00 |
11.52 |
25.0% |
1.30 |
2.8% |
96% |
True |
False |
30,018 |
120 |
46.52 |
35.00 |
11.52 |
25.0% |
1.35 |
2.9% |
96% |
True |
False |
26,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.64 |
2.618 |
50.29 |
1.618 |
48.85 |
1.000 |
47.96 |
0.618 |
47.41 |
HIGH |
46.52 |
0.618 |
45.97 |
0.500 |
45.80 |
0.382 |
45.63 |
LOW |
45.08 |
0.618 |
44.19 |
1.000 |
43.64 |
1.618 |
42.75 |
2.618 |
41.31 |
4.250 |
38.96 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
45.95 |
45.56 |
PP |
45.88 |
45.09 |
S1 |
45.80 |
44.62 |
|