NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
43.02 |
43.38 |
0.36 |
0.8% |
41.41 |
High |
43.85 |
45.57 |
1.72 |
3.9% |
43.38 |
Low |
42.91 |
43.38 |
0.47 |
1.1% |
41.34 |
Close |
43.59 |
45.35 |
1.76 |
4.0% |
43.02 |
Range |
0.94 |
2.19 |
1.25 |
133.0% |
2.04 |
ATR |
1.42 |
1.48 |
0.05 |
3.9% |
0.00 |
Volume |
33,867 |
62,520 |
28,653 |
84.6% |
106,124 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.34 |
50.53 |
46.55 |
|
R3 |
49.15 |
48.34 |
45.95 |
|
R2 |
46.96 |
46.96 |
45.75 |
|
R1 |
46.15 |
46.15 |
45.55 |
46.56 |
PP |
44.77 |
44.77 |
44.77 |
44.97 |
S1 |
43.96 |
43.96 |
45.15 |
44.37 |
S2 |
42.58 |
42.58 |
44.95 |
|
S3 |
40.39 |
41.77 |
44.75 |
|
S4 |
38.20 |
39.58 |
44.15 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.70 |
47.90 |
44.14 |
|
R3 |
46.66 |
45.86 |
43.58 |
|
R2 |
44.62 |
44.62 |
43.39 |
|
R1 |
43.82 |
43.82 |
43.21 |
44.22 |
PP |
42.58 |
42.58 |
42.58 |
42.78 |
S1 |
41.78 |
41.78 |
42.83 |
42.18 |
S2 |
40.54 |
40.54 |
42.65 |
|
S3 |
38.50 |
39.74 |
42.46 |
|
S4 |
36.46 |
37.70 |
41.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.57 |
42.05 |
3.52 |
7.8% |
1.18 |
2.6% |
94% |
True |
False |
33,192 |
10 |
45.57 |
41.24 |
4.33 |
9.5% |
1.22 |
2.7% |
95% |
True |
False |
28,327 |
20 |
45.57 |
35.53 |
10.04 |
22.1% |
1.62 |
3.6% |
98% |
True |
False |
28,037 |
40 |
45.57 |
35.53 |
10.04 |
22.1% |
1.48 |
3.3% |
98% |
True |
False |
20,516 |
60 |
45.57 |
35.53 |
10.04 |
22.1% |
1.43 |
3.1% |
98% |
True |
False |
17,266 |
80 |
45.57 |
35.53 |
10.04 |
22.1% |
1.28 |
2.8% |
98% |
True |
False |
13,884 |
100 |
45.57 |
35.53 |
10.04 |
22.1% |
1.21 |
2.7% |
98% |
True |
False |
11,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.88 |
2.618 |
51.30 |
1.618 |
49.11 |
1.000 |
47.76 |
0.618 |
46.92 |
HIGH |
45.57 |
0.618 |
44.73 |
0.500 |
44.48 |
0.382 |
44.22 |
LOW |
43.38 |
0.618 |
42.03 |
1.000 |
41.19 |
1.618 |
39.84 |
2.618 |
37.65 |
4.250 |
34.07 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
45.06 |
44.88 |
PP |
44.77 |
44.41 |
S1 |
44.48 |
43.95 |
|