NYMEX Light Sweet Crude Oil Future May 2021
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
42.55 |
43.21 |
0.66 |
1.6% |
41.67 |
High |
43.25 |
44.00 |
0.75 |
1.7% |
43.56 |
Low |
42.52 |
43.07 |
0.55 |
1.3% |
41.67 |
Close |
43.15 |
43.70 |
0.55 |
1.3% |
43.15 |
Range |
0.73 |
0.93 |
0.20 |
27.4% |
1.89 |
ATR |
1.41 |
1.37 |
-0.03 |
-2.4% |
0.00 |
Volume |
16,580 |
24,519 |
7,939 |
47.9% |
73,258 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.38 |
45.97 |
44.21 |
|
R3 |
45.45 |
45.04 |
43.96 |
|
R2 |
44.52 |
44.52 |
43.87 |
|
R1 |
44.11 |
44.11 |
43.79 |
44.32 |
PP |
43.59 |
43.59 |
43.59 |
43.69 |
S1 |
43.18 |
43.18 |
43.61 |
43.39 |
S2 |
42.66 |
42.66 |
43.53 |
|
S3 |
41.73 |
42.25 |
43.44 |
|
S4 |
40.80 |
41.32 |
43.19 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.46 |
47.70 |
44.19 |
|
R3 |
46.57 |
45.81 |
43.67 |
|
R2 |
44.68 |
44.68 |
43.50 |
|
R1 |
43.92 |
43.92 |
43.32 |
44.30 |
PP |
42.79 |
42.79 |
42.79 |
42.99 |
S1 |
42.03 |
42.03 |
42.98 |
42.41 |
S2 |
40.90 |
40.90 |
42.80 |
|
S3 |
39.01 |
40.14 |
42.63 |
|
S4 |
37.12 |
38.25 |
42.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.00 |
41.83 |
2.17 |
5.0% |
0.91 |
2.1% |
86% |
True |
False |
16,316 |
10 |
44.14 |
41.11 |
3.03 |
6.9% |
1.15 |
2.6% |
85% |
False |
False |
16,713 |
20 |
44.14 |
36.00 |
8.14 |
18.6% |
1.51 |
3.5% |
95% |
False |
False |
15,805 |
40 |
44.14 |
36.00 |
8.14 |
18.6% |
1.40 |
3.2% |
95% |
False |
False |
12,096 |
60 |
45.36 |
36.00 |
9.36 |
21.4% |
1.35 |
3.1% |
82% |
False |
False |
10,342 |
80 |
45.42 |
36.00 |
9.42 |
21.6% |
1.22 |
2.8% |
82% |
False |
False |
8,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.95 |
2.618 |
46.43 |
1.618 |
45.50 |
1.000 |
44.93 |
0.618 |
44.57 |
HIGH |
44.00 |
0.618 |
43.64 |
0.500 |
43.54 |
0.382 |
43.43 |
LOW |
43.07 |
0.618 |
42.50 |
1.000 |
42.14 |
1.618 |
41.57 |
2.618 |
40.64 |
4.250 |
39.12 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
43.65 |
43.51 |
PP |
43.59 |
43.32 |
S1 |
43.54 |
43.14 |
|