NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 13-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.96 |
42.31 |
-0.65 |
-1.5% |
39.28 |
High |
43.40 |
42.31 |
-1.09 |
-2.5% |
44.14 |
Low |
42.26 |
41.49 |
-0.77 |
-1.8% |
39.13 |
Close |
42.54 |
41.55 |
-0.99 |
-2.3% |
41.55 |
Range |
1.14 |
0.82 |
-0.32 |
-28.1% |
5.01 |
ATR |
1.61 |
1.57 |
-0.04 |
-2.5% |
0.00 |
Volume |
14,448 |
11,508 |
-2,940 |
-20.3% |
99,835 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.24 |
43.72 |
42.00 |
|
R3 |
43.42 |
42.90 |
41.78 |
|
R2 |
42.60 |
42.60 |
41.70 |
|
R1 |
42.08 |
42.08 |
41.63 |
41.93 |
PP |
41.78 |
41.78 |
41.78 |
41.71 |
S1 |
41.26 |
41.26 |
41.47 |
41.11 |
S2 |
40.96 |
40.96 |
41.40 |
|
S3 |
40.14 |
40.44 |
41.32 |
|
S4 |
39.32 |
39.62 |
41.10 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.64 |
54.10 |
44.31 |
|
R3 |
51.63 |
49.09 |
42.93 |
|
R2 |
46.62 |
46.62 |
42.47 |
|
R1 |
44.08 |
44.08 |
42.01 |
45.35 |
PP |
41.61 |
41.61 |
41.61 |
42.24 |
S1 |
39.07 |
39.07 |
41.09 |
40.34 |
S2 |
36.60 |
36.60 |
40.63 |
|
S3 |
31.59 |
34.06 |
40.17 |
|
S4 |
26.58 |
29.05 |
38.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.14 |
39.13 |
5.01 |
12.1% |
1.80 |
4.3% |
48% |
False |
False |
19,967 |
10 |
44.14 |
36.00 |
8.14 |
19.6% |
1.77 |
4.2% |
68% |
False |
False |
17,199 |
20 |
44.14 |
36.00 |
8.14 |
19.6% |
1.53 |
3.7% |
68% |
False |
False |
13,388 |
40 |
44.14 |
36.00 |
8.14 |
19.6% |
1.43 |
3.4% |
68% |
False |
False |
10,396 |
60 |
45.42 |
36.00 |
9.42 |
22.7% |
1.31 |
3.2% |
59% |
False |
False |
9,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.80 |
2.618 |
44.46 |
1.618 |
43.64 |
1.000 |
43.13 |
0.618 |
42.82 |
HIGH |
42.31 |
0.618 |
42.00 |
0.500 |
41.90 |
0.382 |
41.80 |
LOW |
41.49 |
0.618 |
40.98 |
1.000 |
40.67 |
1.618 |
40.16 |
2.618 |
39.34 |
4.250 |
38.01 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
41.90 |
42.82 |
PP |
41.78 |
42.39 |
S1 |
41.67 |
41.97 |
|