NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 04-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
39.05 |
40.10 |
1.05 |
2.7% |
40.90 |
High |
40.14 |
40.93 |
0.79 |
2.0% |
41.17 |
Low |
38.58 |
39.30 |
0.72 |
1.9% |
36.89 |
Close |
39.55 |
40.89 |
1.34 |
3.4% |
37.76 |
Range |
1.56 |
1.63 |
0.07 |
4.5% |
4.28 |
ATR |
1.51 |
1.52 |
0.01 |
0.6% |
0.00 |
Volume |
9,364 |
10,888 |
1,524 |
16.3% |
54,667 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.26 |
44.71 |
41.79 |
|
R3 |
43.63 |
43.08 |
41.34 |
|
R2 |
42.00 |
42.00 |
41.19 |
|
R1 |
41.45 |
41.45 |
41.04 |
41.73 |
PP |
40.37 |
40.37 |
40.37 |
40.51 |
S1 |
39.82 |
39.82 |
40.74 |
40.10 |
S2 |
38.74 |
38.74 |
40.59 |
|
S3 |
37.11 |
38.19 |
40.44 |
|
S4 |
35.48 |
36.56 |
39.99 |
|
|
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 |
40.93 |
36.00 |
4.93 |
12.1% |
1.99 |
4.9% |
99% |
True |
False |
14,500 |
10 |
42.26 |
36.00 |
6.26 |
15.3% |
1.61 |
3.9% |
78% |
False |
False |
11,153 |
20 |
43.02 |
36.00 |
7.02 |
17.2% |
1.34 |
3.3% |
70% |
False |
False |
9,852 |
40 |
43.45 |
36.00 |
7.45 |
18.2% |
1.33 |
3.2% |
66% |
False |
False |
8,410 |
60 |
45.42 |
36.00 |
9.42 |
23.0% |
1.21 |
3.0% |
52% |
False |
False |
7,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.86 |
2.618 |
45.20 |
1.618 |
43.57 |
1.000 |
42.56 |
0.618 |
41.94 |
HIGH |
40.93 |
0.618 |
40.31 |
0.500 |
40.12 |
0.382 |
39.92 |
LOW |
39.30 |
0.618 |
38.29 |
1.000 |
37.67 |
1.618 |
36.66 |
2.618 |
35.03 |
4.250 |
32.37 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
40.63 |
40.08 |
PP |
40.37 |
39.27 |
S1 |
40.12 |
38.47 |
|