NYMEX Light Sweet Crude Oil Future April 2021
Trading Metrics calculated at close of trading on 27-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
45.23 |
46.27 |
1.04 |
2.3% |
43.02 |
High |
46.53 |
46.41 |
-0.12 |
-0.3% |
46.53 |
Low |
45.19 |
45.07 |
-0.12 |
-0.3% |
42.91 |
Close |
46.11 |
46.01 |
-0.10 |
-0.2% |
46.01 |
Range |
1.34 |
1.34 |
0.00 |
0.0% |
3.62 |
ATR |
1.47 |
1.46 |
-0.01 |
-0.6% |
0.00 |
Volume |
59,022 |
22,580 |
-36,442 |
-61.7% |
177,989 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.85 |
49.27 |
46.75 |
|
R3 |
48.51 |
47.93 |
46.38 |
|
R2 |
47.17 |
47.17 |
46.26 |
|
R1 |
46.59 |
46.59 |
46.13 |
46.21 |
PP |
45.83 |
45.83 |
45.83 |
45.64 |
S1 |
45.25 |
45.25 |
45.89 |
44.87 |
S2 |
44.49 |
44.49 |
45.76 |
|
S3 |
43.15 |
43.91 |
45.64 |
|
S4 |
41.81 |
42.57 |
45.27 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.01 |
54.63 |
48.00 |
|
R3 |
52.39 |
51.01 |
47.01 |
|
R2 |
48.77 |
48.77 |
46.67 |
|
R1 |
47.39 |
47.39 |
46.34 |
48.08 |
PP |
45.15 |
45.15 |
45.15 |
45.50 |
S1 |
43.77 |
43.77 |
45.68 |
44.46 |
S2 |
41.53 |
41.53 |
45.35 |
|
S3 |
37.91 |
40.15 |
45.01 |
|
S4 |
34.29 |
36.53 |
44.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.53 |
42.32 |
4.21 |
9.2% |
1.32 |
2.9% |
88% |
False |
False |
40,375 |
10 |
46.53 |
41.24 |
5.29 |
11.5% |
1.23 |
2.7% |
90% |
False |
False |
30,311 |
20 |
46.53 |
35.53 |
11.00 |
23.9% |
1.54 |
3.4% |
95% |
False |
False |
29,441 |
40 |
46.53 |
35.53 |
11.00 |
23.9% |
1.45 |
3.2% |
95% |
False |
False |
21,564 |
60 |
46.53 |
35.53 |
11.00 |
23.9% |
1.44 |
3.1% |
95% |
False |
False |
18,330 |
80 |
46.53 |
35.53 |
11.00 |
23.9% |
1.27 |
2.8% |
95% |
False |
False |
14,783 |
100 |
46.53 |
35.53 |
11.00 |
23.9% |
1.22 |
2.7% |
95% |
False |
False |
12,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.11 |
2.618 |
49.92 |
1.618 |
48.58 |
1.000 |
47.75 |
0.618 |
47.24 |
HIGH |
46.41 |
0.618 |
45.90 |
0.500 |
45.74 |
0.382 |
45.58 |
LOW |
45.07 |
0.618 |
44.24 |
1.000 |
43.73 |
1.618 |
42.90 |
2.618 |
41.56 |
4.250 |
39.38 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
45.92 |
45.66 |
PP |
45.83 |
45.31 |
S1 |
45.74 |
44.96 |
|