NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 13-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.75 |
42.11 |
-0.64 |
-1.5% |
38.98 |
High |
43.24 |
42.11 |
-1.13 |
-2.6% |
43.98 |
Low |
42.09 |
41.24 |
-0.85 |
-2.0% |
38.74 |
Close |
42.32 |
41.30 |
-1.02 |
-2.4% |
41.30 |
Range |
1.15 |
0.87 |
-0.28 |
-24.3% |
5.24 |
ATR |
1.67 |
1.63 |
-0.04 |
-2.5% |
0.00 |
Volume |
25,402 |
19,002 |
-6,400 |
-25.2% |
175,484 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.16 |
43.60 |
41.78 |
|
R3 |
43.29 |
42.73 |
41.54 |
|
R2 |
42.42 |
42.42 |
41.46 |
|
R1 |
41.86 |
41.86 |
41.38 |
41.71 |
PP |
41.55 |
41.55 |
41.55 |
41.47 |
S1 |
40.99 |
40.99 |
41.22 |
40.84 |
S2 |
40.68 |
40.68 |
41.14 |
|
S3 |
39.81 |
40.12 |
41.06 |
|
S4 |
38.94 |
39.25 |
40.82 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.06 |
54.42 |
44.18 |
|
R3 |
51.82 |
49.18 |
42.74 |
|
R2 |
46.58 |
46.58 |
42.26 |
|
R1 |
43.94 |
43.94 |
41.78 |
45.26 |
PP |
41.34 |
41.34 |
41.34 |
42.00 |
S1 |
38.70 |
38.70 |
40.82 |
40.02 |
S2 |
36.10 |
36.10 |
40.34 |
|
S3 |
30.86 |
33.46 |
39.86 |
|
S4 |
25.62 |
28.22 |
38.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.98 |
38.74 |
5.24 |
12.7% |
1.88 |
4.6% |
49% |
False |
False |
35,096 |
10 |
43.98 |
35.53 |
8.45 |
20.5% |
1.83 |
4.4% |
68% |
False |
False |
27,331 |
20 |
43.98 |
35.53 |
8.45 |
20.5% |
1.59 |
3.8% |
68% |
False |
False |
21,891 |
40 |
43.98 |
35.53 |
8.45 |
20.5% |
1.49 |
3.6% |
68% |
False |
False |
17,295 |
60 |
45.23 |
35.53 |
9.70 |
23.5% |
1.38 |
3.3% |
59% |
False |
False |
14,398 |
80 |
45.23 |
35.53 |
9.70 |
23.5% |
1.26 |
3.0% |
59% |
False |
False |
11,562 |
100 |
45.23 |
35.53 |
9.70 |
23.5% |
1.21 |
2.9% |
59% |
False |
False |
9,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.81 |
2.618 |
44.39 |
1.618 |
43.52 |
1.000 |
42.98 |
0.618 |
42.65 |
HIGH |
42.11 |
0.618 |
41.78 |
0.500 |
41.68 |
0.382 |
41.57 |
LOW |
41.24 |
0.618 |
40.70 |
1.000 |
40.37 |
1.618 |
39.83 |
2.618 |
38.96 |
4.250 |
37.54 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
41.68 |
42.61 |
PP |
41.55 |
42.17 |
S1 |
41.43 |
41.74 |
|