NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 30-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
46.22 |
45.79 |
-0.43 |
-0.9% |
42.84 |
High |
46.37 |
46.13 |
-0.24 |
-0.5% |
46.52 |
Low |
44.95 |
44.85 |
-0.10 |
-0.2% |
42.72 |
Close |
45.91 |
45.65 |
-0.26 |
-0.6% |
45.91 |
Range |
1.42 |
1.28 |
-0.14 |
-9.9% |
3.80 |
ATR |
1.53 |
1.51 |
-0.02 |
-1.2% |
0.00 |
Volume |
51,599 |
76,081 |
24,482 |
47.4% |
317,217 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.38 |
48.80 |
46.35 |
|
R3 |
48.10 |
47.52 |
46.00 |
|
R2 |
46.82 |
46.82 |
45.88 |
|
R1 |
46.24 |
46.24 |
45.77 |
45.89 |
PP |
45.54 |
45.54 |
45.54 |
45.37 |
S1 |
44.96 |
44.96 |
45.53 |
44.61 |
S2 |
44.26 |
44.26 |
45.42 |
|
S3 |
42.98 |
43.68 |
45.30 |
|
S4 |
41.70 |
42.40 |
44.95 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.45 |
54.98 |
48.00 |
|
R3 |
52.65 |
51.18 |
46.96 |
|
R2 |
48.85 |
48.85 |
46.61 |
|
R1 |
47.38 |
47.38 |
46.26 |
48.12 |
PP |
45.05 |
45.05 |
45.05 |
45.42 |
S1 |
43.58 |
43.58 |
45.56 |
44.32 |
S2 |
41.25 |
41.25 |
45.21 |
|
S3 |
37.45 |
39.78 |
44.87 |
|
S4 |
33.65 |
35.98 |
43.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.52 |
42.72 |
3.80 |
8.3% |
1.49 |
3.3% |
77% |
False |
False |
78,659 |
10 |
46.52 |
41.01 |
5.51 |
12.1% |
1.33 |
2.9% |
84% |
False |
False |
63,682 |
20 |
46.52 |
35.00 |
11.52 |
25.2% |
1.62 |
3.5% |
92% |
False |
False |
59,599 |
40 |
46.52 |
35.00 |
11.52 |
25.2% |
1.50 |
3.3% |
92% |
False |
False |
46,880 |
60 |
46.52 |
35.00 |
11.52 |
25.2% |
1.52 |
3.3% |
92% |
False |
False |
41,936 |
80 |
46.52 |
35.00 |
11.52 |
25.2% |
1.36 |
3.0% |
92% |
False |
False |
35,710 |
100 |
46.52 |
35.00 |
11.52 |
25.2% |
1.30 |
2.9% |
92% |
False |
False |
30,964 |
120 |
46.52 |
35.00 |
11.52 |
25.2% |
1.35 |
2.9% |
92% |
False |
False |
27,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.57 |
2.618 |
49.48 |
1.618 |
48.20 |
1.000 |
47.41 |
0.618 |
46.92 |
HIGH |
46.13 |
0.618 |
45.64 |
0.500 |
45.49 |
0.382 |
45.34 |
LOW |
44.85 |
0.618 |
44.06 |
1.000 |
43.57 |
1.618 |
42.78 |
2.618 |
41.50 |
4.250 |
39.41 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
45.60 |
45.69 |
PP |
45.54 |
45.67 |
S1 |
45.49 |
45.66 |
|