NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
39.59 |
40.44 |
0.85 |
2.1% |
40.72 |
High |
40.65 |
40.71 |
0.06 |
0.1% |
40.95 |
Low |
38.86 |
39.82 |
0.96 |
2.5% |
36.51 |
Close |
40.59 |
40.22 |
-0.37 |
-0.9% |
37.40 |
Range |
1.79 |
0.89 |
-0.90 |
-50.3% |
4.44 |
ATR |
1.58 |
1.53 |
-0.05 |
-3.1% |
0.00 |
Volume |
13,335 |
12,498 |
-837 |
-6.3% |
108,200 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.92 |
42.46 |
40.71 |
|
R3 |
42.03 |
41.57 |
40.46 |
|
R2 |
41.14 |
41.14 |
40.38 |
|
R1 |
40.68 |
40.68 |
40.30 |
40.47 |
PP |
40.25 |
40.25 |
40.25 |
40.14 |
S1 |
39.79 |
39.79 |
40.14 |
39.58 |
S2 |
39.36 |
39.36 |
40.06 |
|
S3 |
38.47 |
38.90 |
39.98 |
|
S4 |
37.58 |
38.01 |
39.73 |
|
|
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 |
40.71 |
35.53 |
5.18 |
12.9% |
1.73 |
4.3% |
91% |
True |
False |
20,824 |
10 |
41.96 |
35.53 |
6.43 |
16.0% |
1.65 |
4.1% |
73% |
False |
False |
18,710 |
20 |
42.87 |
35.53 |
7.34 |
18.2% |
1.39 |
3.5% |
64% |
False |
False |
15,180 |
40 |
43.21 |
35.53 |
7.68 |
19.1% |
1.39 |
3.5% |
61% |
False |
False |
13,664 |
60 |
45.23 |
35.53 |
9.70 |
24.1% |
1.26 |
3.1% |
48% |
False |
False |
11,365 |
80 |
45.23 |
35.53 |
9.70 |
24.1% |
1.18 |
2.9% |
48% |
False |
False |
9,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.49 |
2.618 |
43.04 |
1.618 |
42.15 |
1.000 |
41.60 |
0.618 |
41.26 |
HIGH |
40.71 |
0.618 |
40.37 |
0.500 |
40.27 |
0.382 |
40.16 |
LOW |
39.82 |
0.618 |
39.27 |
1.000 |
38.93 |
1.618 |
38.38 |
2.618 |
37.49 |
4.250 |
36.04 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
40.27 |
39.97 |
PP |
40.25 |
39.72 |
S1 |
40.24 |
39.47 |
|