NYMEX Light Sweet Crude Oil Future June 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 |
42.84 |
43.21 |
0.37 |
0.9% |
41.71 |
High |
43.35 |
44.08 |
0.73 |
1.7% |
43.69 |
Low |
42.64 |
43.14 |
0.50 |
1.2% |
41.71 |
Close |
43.27 |
43.77 |
0.50 |
1.2% |
43.27 |
Range |
0.71 |
0.94 |
0.23 |
32.4% |
1.98 |
ATR |
1.41 |
1.38 |
-0.03 |
-2.4% |
0.00 |
Volume |
51,831 |
70,113 |
18,282 |
35.3% |
229,561 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.48 |
46.07 |
44.29 |
|
R3 |
45.54 |
45.13 |
44.03 |
|
R2 |
44.60 |
44.60 |
43.94 |
|
R1 |
44.19 |
44.19 |
43.86 |
44.40 |
PP |
43.66 |
43.66 |
43.66 |
43.77 |
S1 |
43.25 |
43.25 |
43.68 |
43.46 |
S2 |
42.72 |
42.72 |
43.60 |
|
S3 |
41.78 |
42.31 |
43.51 |
|
S4 |
40.84 |
41.37 |
43.25 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.83 |
48.03 |
44.36 |
|
R3 |
46.85 |
46.05 |
43.81 |
|
R2 |
44.87 |
44.87 |
43.63 |
|
R1 |
44.07 |
44.07 |
43.45 |
44.47 |
PP |
42.89 |
42.89 |
42.89 |
43.09 |
S1 |
42.09 |
42.09 |
43.09 |
42.49 |
S2 |
40.91 |
40.91 |
42.91 |
|
S3 |
38.93 |
40.11 |
42.73 |
|
S4 |
36.95 |
38.13 |
42.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.08 |
41.98 |
2.10 |
4.8% |
0.92 |
2.1% |
85% |
True |
False |
49,668 |
10 |
44.33 |
41.33 |
3.00 |
6.9% |
1.16 |
2.7% |
81% |
False |
False |
50,680 |
20 |
44.33 |
36.26 |
8.07 |
18.4% |
1.53 |
3.5% |
93% |
False |
False |
48,996 |
40 |
44.33 |
36.26 |
8.07 |
18.4% |
1.44 |
3.3% |
93% |
False |
False |
41,471 |
60 |
45.57 |
36.26 |
9.31 |
21.3% |
1.39 |
3.2% |
81% |
False |
False |
38,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.08 |
2.618 |
46.54 |
1.618 |
45.60 |
1.000 |
45.02 |
0.618 |
44.66 |
HIGH |
44.08 |
0.618 |
43.72 |
0.500 |
43.61 |
0.382 |
43.50 |
LOW |
43.14 |
0.618 |
42.56 |
1.000 |
42.20 |
1.618 |
41.62 |
2.618 |
40.68 |
4.250 |
39.15 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
43.72 |
43.60 |
PP |
43.66 |
43.42 |
S1 |
43.61 |
43.25 |
|