NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
40.74 |
40.32 |
-0.42 |
-1.0% |
36.91 |
High |
41.03 |
40.33 |
-0.70 |
-1.7% |
41.03 |
Low |
40.07 |
38.99 |
-1.08 |
-2.7% |
36.00 |
Close |
40.52 |
39.10 |
-1.42 |
-3.5% |
39.10 |
Range |
0.96 |
1.34 |
0.38 |
39.6% |
5.03 |
ATR |
1.48 |
1.48 |
0.00 |
0.3% |
0.00 |
Volume |
15,016 |
12,520 |
-2,496 |
-16.6% |
72,158 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.49 |
42.64 |
39.84 |
|
R3 |
42.15 |
41.30 |
39.47 |
|
R2 |
40.81 |
40.81 |
39.35 |
|
R1 |
39.96 |
39.96 |
39.22 |
39.72 |
PP |
39.47 |
39.47 |
39.47 |
39.35 |
S1 |
38.62 |
38.62 |
38.98 |
38.38 |
S2 |
38.13 |
38.13 |
38.85 |
|
S3 |
36.79 |
37.28 |
38.73 |
|
S4 |
35.45 |
35.94 |
38.36 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.80 |
51.48 |
41.87 |
|
R3 |
48.77 |
46.45 |
40.48 |
|
R2 |
43.74 |
43.74 |
40.02 |
|
R1 |
41.42 |
41.42 |
39.56 |
42.58 |
PP |
38.71 |
38.71 |
38.71 |
39.29 |
S1 |
36.39 |
36.39 |
38.64 |
37.55 |
S2 |
33.68 |
33.68 |
38.18 |
|
S3 |
28.65 |
31.36 |
37.72 |
|
S4 |
23.62 |
26.33 |
36.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.03 |
36.00 |
5.03 |
12.9% |
1.73 |
4.4% |
62% |
False |
False |
14,431 |
10 |
41.17 |
36.00 |
5.17 |
13.2% |
1.61 |
4.1% |
60% |
False |
False |
12,682 |
20 |
43.01 |
36.00 |
7.01 |
17.9% |
1.35 |
3.5% |
44% |
False |
False |
9,925 |
40 |
43.45 |
36.00 |
7.45 |
19.1% |
1.34 |
3.4% |
42% |
False |
False |
8,717 |
60 |
45.42 |
36.00 |
9.42 |
24.1% |
1.22 |
3.1% |
33% |
False |
False |
7,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.03 |
2.618 |
43.84 |
1.618 |
42.50 |
1.000 |
41.67 |
0.618 |
41.16 |
HIGH |
40.33 |
0.618 |
39.82 |
0.500 |
39.66 |
0.382 |
39.50 |
LOW |
38.99 |
0.618 |
38.16 |
1.000 |
37.65 |
1.618 |
36.82 |
2.618 |
35.48 |
4.250 |
33.30 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
39.66 |
40.01 |
PP |
39.47 |
39.71 |
S1 |
39.29 |
39.40 |
|