NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.31 |
41.67 |
-0.64 |
-1.5% |
39.28 |
High |
42.31 |
43.26 |
0.95 |
2.2% |
44.14 |
Low |
41.49 |
41.67 |
0.18 |
0.4% |
39.13 |
Close |
41.55 |
42.54 |
0.99 |
2.4% |
41.55 |
Range |
0.82 |
1.59 |
0.77 |
93.9% |
5.01 |
ATR |
1.57 |
1.58 |
0.01 |
0.6% |
0.00 |
Volume |
11,508 |
16,196 |
4,688 |
40.7% |
99,835 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.26 |
46.49 |
43.41 |
|
R3 |
45.67 |
44.90 |
42.98 |
|
R2 |
44.08 |
44.08 |
42.83 |
|
R1 |
43.31 |
43.31 |
42.69 |
43.70 |
PP |
42.49 |
42.49 |
42.49 |
42.68 |
S1 |
41.72 |
41.72 |
42.39 |
42.11 |
S2 |
40.90 |
40.90 |
42.25 |
|
S3 |
39.31 |
40.13 |
42.10 |
|
S4 |
37.72 |
38.54 |
41.67 |
|
|
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 |
41.11 |
3.03 |
7.1% |
1.38 |
3.3% |
47% |
False |
False |
17,111 |
10 |
44.14 |
38.58 |
5.56 |
13.1% |
1.61 |
3.8% |
71% |
False |
False |
16,381 |
20 |
44.14 |
36.00 |
8.14 |
19.1% |
1.58 |
3.7% |
80% |
False |
False |
13,768 |
40 |
44.14 |
36.00 |
8.14 |
19.1% |
1.41 |
3.3% |
80% |
False |
False |
10,712 |
60 |
45.42 |
36.00 |
9.42 |
22.1% |
1.32 |
3.1% |
69% |
False |
False |
9,252 |
80 |
45.42 |
36.00 |
9.42 |
22.1% |
1.22 |
2.9% |
69% |
False |
False |
7,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.02 |
2.618 |
47.42 |
1.618 |
45.83 |
1.000 |
44.85 |
0.618 |
44.24 |
HIGH |
43.26 |
0.618 |
42.65 |
0.500 |
42.47 |
0.382 |
42.28 |
LOW |
41.67 |
0.618 |
40.69 |
1.000 |
40.08 |
1.618 |
39.10 |
2.618 |
37.51 |
4.250 |
34.91 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
42.52 |
42.51 |
PP |
42.49 |
42.48 |
S1 |
42.47 |
42.45 |
|