NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
41.21 |
42.86 |
1.65 |
4.0% |
36.76 |
High |
42.90 |
43.98 |
1.08 |
2.5% |
40.71 |
Low |
40.80 |
42.53 |
1.73 |
4.2% |
35.53 |
Close |
42.51 |
42.64 |
0.13 |
0.3% |
38.74 |
Range |
2.10 |
1.45 |
-0.65 |
-31.0% |
5.18 |
ATR |
1.73 |
1.71 |
-0.02 |
-1.1% |
0.00 |
Volume |
38,644 |
36,355 |
-2,289 |
-5.9% |
97,826 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.40 |
46.47 |
43.44 |
|
R3 |
45.95 |
45.02 |
43.04 |
|
R2 |
44.50 |
44.50 |
42.91 |
|
R1 |
43.57 |
43.57 |
42.77 |
43.31 |
PP |
43.05 |
43.05 |
43.05 |
42.92 |
S1 |
42.12 |
42.12 |
42.51 |
41.86 |
S2 |
41.60 |
41.60 |
42.37 |
|
S3 |
40.15 |
40.67 |
42.24 |
|
S4 |
38.70 |
39.22 |
41.84 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.87 |
51.48 |
41.59 |
|
R3 |
48.69 |
46.30 |
40.16 |
|
R2 |
43.51 |
43.51 |
39.69 |
|
R1 |
41.12 |
41.12 |
39.21 |
42.32 |
PP |
38.33 |
38.33 |
38.33 |
38.92 |
S1 |
35.94 |
35.94 |
38.27 |
37.14 |
S2 |
33.15 |
33.15 |
37.79 |
|
S3 |
27.97 |
30.76 |
37.32 |
|
S4 |
22.79 |
25.58 |
35.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.98 |
38.61 |
5.37 |
12.6% |
1.93 |
4.5% |
75% |
True |
False |
33,739 |
10 |
43.98 |
35.53 |
8.45 |
19.8% |
2.01 |
4.7% |
84% |
True |
False |
28,665 |
20 |
43.98 |
35.53 |
8.45 |
19.8% |
1.62 |
3.8% |
84% |
True |
False |
20,947 |
40 |
43.98 |
35.53 |
8.45 |
19.8% |
1.50 |
3.5% |
84% |
True |
False |
16,505 |
60 |
45.23 |
35.53 |
9.70 |
22.7% |
1.37 |
3.2% |
73% |
False |
False |
13,738 |
80 |
45.23 |
35.53 |
9.70 |
22.7% |
1.25 |
2.9% |
73% |
False |
False |
11,047 |
100 |
45.23 |
35.53 |
9.70 |
22.7% |
1.23 |
2.9% |
73% |
False |
False |
9,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.14 |
2.618 |
47.78 |
1.618 |
46.33 |
1.000 |
45.43 |
0.618 |
44.88 |
HIGH |
43.98 |
0.618 |
43.43 |
0.500 |
43.26 |
0.382 |
43.08 |
LOW |
42.53 |
0.618 |
41.63 |
1.000 |
41.08 |
1.618 |
40.18 |
2.618 |
38.73 |
4.250 |
36.37 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
43.26 |
42.21 |
PP |
43.05 |
41.79 |
S1 |
42.85 |
41.36 |
|