NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
36.91 |
39.05 |
2.14 |
5.8% |
40.90 |
High |
39.14 |
40.14 |
1.00 |
2.6% |
41.17 |
Low |
36.00 |
38.58 |
2.58 |
7.2% |
36.89 |
Close |
38.89 |
39.55 |
0.66 |
1.7% |
37.76 |
Range |
3.14 |
1.56 |
-1.58 |
-50.3% |
4.28 |
ATR |
1.51 |
1.51 |
0.00 |
0.3% |
0.00 |
Volume |
24,370 |
9,364 |
-15,006 |
-61.6% |
54,667 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.10 |
43.39 |
40.41 |
|
R3 |
42.54 |
41.83 |
39.98 |
|
R2 |
40.98 |
40.98 |
39.84 |
|
R1 |
40.27 |
40.27 |
39.69 |
40.63 |
PP |
39.42 |
39.42 |
39.42 |
39.60 |
S1 |
38.71 |
38.71 |
39.41 |
39.07 |
S2 |
37.86 |
37.86 |
39.26 |
|
S3 |
36.30 |
37.15 |
39.12 |
|
S4 |
34.74 |
35.59 |
38.69 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.45 |
48.88 |
40.11 |
|
R3 |
47.17 |
44.60 |
38.94 |
|
R2 |
42.89 |
42.89 |
38.54 |
|
R1 |
40.32 |
40.32 |
38.15 |
39.47 |
PP |
38.61 |
38.61 |
38.61 |
38.18 |
S1 |
36.04 |
36.04 |
37.37 |
35.19 |
S2 |
34.33 |
34.33 |
36.98 |
|
S3 |
30.05 |
31.76 |
36.58 |
|
S4 |
25.77 |
27.48 |
35.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.37 |
36.00 |
4.37 |
11.0% |
2.01 |
5.1% |
81% |
False |
False |
14,801 |
10 |
42.73 |
36.00 |
6.73 |
17.0% |
1.61 |
4.1% |
53% |
False |
False |
10,802 |
20 |
43.02 |
36.00 |
7.02 |
17.7% |
1.30 |
3.3% |
51% |
False |
False |
9,763 |
40 |
43.45 |
36.00 |
7.45 |
18.8% |
1.33 |
3.4% |
48% |
False |
False |
8,711 |
60 |
45.42 |
36.00 |
9.42 |
23.8% |
1.20 |
3.0% |
38% |
False |
False |
7,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.77 |
2.618 |
44.22 |
1.618 |
42.66 |
1.000 |
41.70 |
0.618 |
41.10 |
HIGH |
40.14 |
0.618 |
39.54 |
0.500 |
39.36 |
0.382 |
39.18 |
LOW |
38.58 |
0.618 |
37.62 |
1.000 |
37.02 |
1.618 |
36.06 |
2.618 |
34.50 |
4.250 |
31.95 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
39.49 |
39.06 |
PP |
39.42 |
38.56 |
S1 |
39.36 |
38.07 |
|