NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 04-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
38.68 |
39.59 |
0.91 |
2.4% |
40.72 |
High |
39.78 |
40.65 |
0.87 |
2.2% |
40.95 |
Low |
38.22 |
38.86 |
0.64 |
1.7% |
36.51 |
Close |
39.21 |
40.59 |
1.38 |
3.5% |
37.40 |
Range |
1.56 |
1.79 |
0.23 |
14.7% |
4.44 |
ATR |
1.56 |
1.58 |
0.02 |
1.1% |
0.00 |
Volume |
17,341 |
13,335 |
-4,006 |
-23.1% |
108,200 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.40 |
44.79 |
41.57 |
|
R3 |
43.61 |
43.00 |
41.08 |
|
R2 |
41.82 |
41.82 |
40.92 |
|
R1 |
41.21 |
41.21 |
40.75 |
41.52 |
PP |
40.03 |
40.03 |
40.03 |
40.19 |
S1 |
39.42 |
39.42 |
40.43 |
39.73 |
S2 |
38.24 |
38.24 |
40.26 |
|
S3 |
36.45 |
37.63 |
40.10 |
|
S4 |
34.66 |
35.84 |
39.61 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.61 |
48.94 |
39.84 |
|
R3 |
47.17 |
44.50 |
38.62 |
|
R2 |
42.73 |
42.73 |
38.21 |
|
R1 |
40.06 |
40.06 |
37.81 |
39.18 |
PP |
38.29 |
38.29 |
38.29 |
37.84 |
S1 |
35.62 |
35.62 |
36.99 |
34.74 |
S2 |
33.85 |
33.85 |
36.59 |
|
S3 |
29.41 |
31.18 |
36.18 |
|
S4 |
24.97 |
26.74 |
34.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.65 |
35.53 |
5.12 |
12.6% |
2.08 |
5.1% |
99% |
True |
False |
23,592 |
10 |
42.10 |
35.53 |
6.57 |
16.2% |
1.68 |
4.1% |
77% |
False |
False |
18,361 |
20 |
42.87 |
35.53 |
7.34 |
18.1% |
1.41 |
3.5% |
69% |
False |
False |
15,566 |
40 |
43.21 |
35.53 |
7.68 |
18.9% |
1.39 |
3.4% |
66% |
False |
False |
13,750 |
60 |
45.23 |
35.53 |
9.70 |
23.9% |
1.26 |
3.1% |
52% |
False |
False |
11,221 |
80 |
45.23 |
35.53 |
9.70 |
23.9% |
1.18 |
2.9% |
52% |
False |
False |
9,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.26 |
2.618 |
45.34 |
1.618 |
43.55 |
1.000 |
42.44 |
0.618 |
41.76 |
HIGH |
40.65 |
0.618 |
39.97 |
0.500 |
39.76 |
0.382 |
39.54 |
LOW |
38.86 |
0.618 |
37.75 |
1.000 |
37.07 |
1.618 |
35.96 |
2.618 |
34.17 |
4.250 |
31.25 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
40.31 |
39.76 |
PP |
40.03 |
38.92 |
S1 |
39.76 |
38.09 |
|