NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
43.20 |
42.96 |
-0.24 |
-0.6% |
36.91 |
High |
44.14 |
43.40 |
-0.74 |
-1.7% |
41.03 |
Low |
42.73 |
42.26 |
-0.47 |
-1.1% |
36.00 |
Close |
42.86 |
42.54 |
-0.32 |
-0.7% |
39.10 |
Range |
1.41 |
1.14 |
-0.27 |
-19.1% |
5.03 |
ATR |
1.65 |
1.61 |
-0.04 |
-2.2% |
0.00 |
Volume |
22,365 |
14,448 |
-7,917 |
-35.4% |
72,158 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.15 |
45.49 |
43.17 |
|
R3 |
45.01 |
44.35 |
42.85 |
|
R2 |
43.87 |
43.87 |
42.75 |
|
R1 |
43.21 |
43.21 |
42.64 |
42.97 |
PP |
42.73 |
42.73 |
42.73 |
42.62 |
S1 |
42.07 |
42.07 |
42.44 |
41.83 |
S2 |
41.59 |
41.59 |
42.33 |
|
S3 |
40.45 |
40.93 |
42.23 |
|
S4 |
39.31 |
39.79 |
41.91 |
|
|
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 |
44.14 |
38.99 |
5.15 |
12.1% |
1.91 |
4.5% |
69% |
False |
False |
20,169 |
10 |
44.14 |
36.00 |
8.14 |
19.1% |
1.80 |
4.2% |
80% |
False |
False |
16,997 |
20 |
44.14 |
36.00 |
8.14 |
19.1% |
1.53 |
3.6% |
80% |
False |
False |
12,961 |
40 |
44.14 |
36.00 |
8.14 |
19.1% |
1.43 |
3.4% |
80% |
False |
False |
10,199 |
60 |
45.42 |
36.00 |
9.42 |
22.1% |
1.32 |
3.1% |
69% |
False |
False |
8,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.25 |
2.618 |
46.38 |
1.618 |
45.24 |
1.000 |
44.54 |
0.618 |
44.10 |
HIGH |
43.40 |
0.618 |
42.96 |
0.500 |
42.83 |
0.382 |
42.70 |
LOW |
42.26 |
0.618 |
41.56 |
1.000 |
41.12 |
1.618 |
40.42 |
2.618 |
39.28 |
4.250 |
37.42 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.83 |
42.63 |
PP |
42.73 |
42.60 |
S1 |
42.64 |
42.57 |
|