NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.86 |
42.75 |
-0.11 |
-0.3% |
36.76 |
High |
43.98 |
43.24 |
-0.74 |
-1.7% |
40.71 |
Low |
42.53 |
42.09 |
-0.44 |
-1.0% |
35.53 |
Close |
42.64 |
42.32 |
-0.32 |
-0.8% |
38.74 |
Range |
1.45 |
1.15 |
-0.30 |
-20.7% |
5.18 |
ATR |
1.71 |
1.67 |
-0.04 |
-2.3% |
0.00 |
Volume |
36,355 |
25,402 |
-10,953 |
-30.1% |
97,826 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.00 |
45.31 |
42.95 |
|
R3 |
44.85 |
44.16 |
42.64 |
|
R2 |
43.70 |
43.70 |
42.53 |
|
R1 |
43.01 |
43.01 |
42.43 |
42.78 |
PP |
42.55 |
42.55 |
42.55 |
42.44 |
S1 |
41.86 |
41.86 |
42.21 |
41.63 |
S2 |
41.40 |
41.40 |
42.11 |
|
S3 |
40.25 |
40.71 |
42.00 |
|
S4 |
39.10 |
39.56 |
41.69 |
|
|
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 |
12.7% |
1.99 |
4.7% |
69% |
False |
False |
36,320 |
10 |
43.98 |
35.53 |
8.45 |
20.0% |
1.86 |
4.4% |
80% |
False |
False |
28,572 |
20 |
43.98 |
35.53 |
8.45 |
20.0% |
1.59 |
3.8% |
80% |
False |
False |
21,294 |
40 |
43.98 |
35.53 |
8.45 |
20.0% |
1.49 |
3.5% |
80% |
False |
False |
16,927 |
60 |
45.23 |
35.53 |
9.70 |
22.9% |
1.38 |
3.3% |
70% |
False |
False |
14,128 |
80 |
45.23 |
35.53 |
9.70 |
22.9% |
1.26 |
3.0% |
70% |
False |
False |
11,355 |
100 |
45.23 |
35.53 |
9.70 |
22.9% |
1.22 |
2.9% |
70% |
False |
False |
9,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.13 |
2.618 |
46.25 |
1.618 |
45.10 |
1.000 |
44.39 |
0.618 |
43.95 |
HIGH |
43.24 |
0.618 |
42.80 |
0.500 |
42.67 |
0.382 |
42.53 |
LOW |
42.09 |
0.618 |
41.38 |
1.000 |
40.94 |
1.618 |
40.23 |
2.618 |
39.08 |
4.250 |
37.20 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.67 |
42.39 |
PP |
42.55 |
42.37 |
S1 |
42.44 |
42.34 |
|