NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
39.28 |
41.43 |
2.15 |
5.5% |
36.91 |
High |
42.82 |
43.07 |
0.25 |
0.6% |
41.03 |
Low |
39.13 |
41.11 |
1.98 |
5.1% |
36.00 |
Close |
41.87 |
42.71 |
0.84 |
2.0% |
39.10 |
Range |
3.69 |
1.96 |
-1.73 |
-46.9% |
5.03 |
ATR |
1.64 |
1.66 |
0.02 |
1.4% |
0.00 |
Volume |
30,473 |
21,041 |
-9,432 |
-31.0% |
72,158 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.18 |
47.40 |
43.79 |
|
R3 |
46.22 |
45.44 |
43.25 |
|
R2 |
44.26 |
44.26 |
43.07 |
|
R1 |
43.48 |
43.48 |
42.89 |
43.87 |
PP |
42.30 |
42.30 |
42.30 |
42.49 |
S1 |
41.52 |
41.52 |
42.53 |
41.91 |
S2 |
40.34 |
40.34 |
42.35 |
|
S3 |
38.38 |
39.56 |
42.17 |
|
S4 |
36.42 |
37.60 |
41.63 |
|
|
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 |
43.07 |
38.99 |
4.08 |
9.6% |
1.92 |
4.5% |
91% |
True |
False |
17,987 |
10 |
43.07 |
36.00 |
7.07 |
16.6% |
1.96 |
4.6% |
95% |
True |
False |
16,394 |
20 |
43.07 |
36.00 |
7.07 |
16.6% |
1.54 |
3.6% |
95% |
True |
False |
11,757 |
40 |
43.45 |
36.00 |
7.45 |
17.4% |
1.44 |
3.4% |
90% |
False |
False |
9,715 |
60 |
45.42 |
36.00 |
9.42 |
22.1% |
1.29 |
3.0% |
71% |
False |
False |
8,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.40 |
2.618 |
48.20 |
1.618 |
46.24 |
1.000 |
45.03 |
0.618 |
44.28 |
HIGH |
43.07 |
0.618 |
42.32 |
0.500 |
42.09 |
0.382 |
41.86 |
LOW |
41.11 |
0.618 |
39.90 |
1.000 |
39.15 |
1.618 |
37.94 |
2.618 |
35.98 |
4.250 |
32.78 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.50 |
42.15 |
PP |
42.30 |
41.59 |
S1 |
42.09 |
41.03 |
|