NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
43.21 |
43.44 |
0.23 |
0.5% |
41.67 |
| High |
44.00 |
45.62 |
1.62 |
3.7% |
43.56 |
| Low |
43.07 |
43.44 |
0.37 |
0.9% |
41.67 |
| Close |
43.70 |
45.41 |
1.71 |
3.9% |
43.15 |
| Range |
0.93 |
2.18 |
1.25 |
134.4% |
1.89 |
| ATR |
1.37 |
1.43 |
0.06 |
4.2% |
0.00 |
| Volume |
24,519 |
47,400 |
22,881 |
93.3% |
73,258 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.36 |
50.57 |
46.61 |
|
| R3 |
49.18 |
48.39 |
46.01 |
|
| R2 |
47.00 |
47.00 |
45.81 |
|
| R1 |
46.21 |
46.21 |
45.61 |
46.61 |
| PP |
44.82 |
44.82 |
44.82 |
45.02 |
| S1 |
44.03 |
44.03 |
45.21 |
44.43 |
| S2 |
42.64 |
42.64 |
45.01 |
|
| S3 |
40.46 |
41.85 |
44.81 |
|
| S4 |
38.28 |
39.67 |
44.21 |
|
|
| 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 |
45.62 |
42.27 |
3.35 |
7.4% |
1.15 |
2.5% |
94% |
True |
False |
23,839 |
| 10 |
45.62 |
41.49 |
4.13 |
9.1% |
1.17 |
2.6% |
95% |
True |
False |
19,349 |
| 20 |
45.62 |
36.00 |
9.62 |
21.2% |
1.57 |
3.4% |
98% |
True |
False |
17,872 |
| 40 |
45.62 |
36.00 |
9.62 |
21.2% |
1.41 |
3.1% |
98% |
True |
False |
13,127 |
| 60 |
45.62 |
36.00 |
9.62 |
21.2% |
1.37 |
3.0% |
98% |
True |
False |
11,083 |
| 80 |
45.62 |
36.00 |
9.62 |
21.2% |
1.23 |
2.7% |
98% |
True |
False |
9,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.89 |
|
2.618 |
51.33 |
|
1.618 |
49.15 |
|
1.000 |
47.80 |
|
0.618 |
46.97 |
|
HIGH |
45.62 |
|
0.618 |
44.79 |
|
0.500 |
44.53 |
|
0.382 |
44.27 |
|
LOW |
43.44 |
|
0.618 |
42.09 |
|
1.000 |
41.26 |
|
1.618 |
39.91 |
|
2.618 |
37.73 |
|
4.250 |
34.18 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
45.12 |
44.96 |
| PP |
44.82 |
44.52 |
| S1 |
44.53 |
44.07 |
|