NYMEX Light Sweet Crude Oil Future June 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 |
43.49 |
0.28 |
0.6% |
41.71 |
High |
44.08 |
45.63 |
1.55 |
3.5% |
43.69 |
Low |
43.14 |
43.48 |
0.34 |
0.8% |
41.71 |
Close |
43.77 |
45.41 |
1.64 |
3.7% |
43.27 |
Range |
0.94 |
2.15 |
1.21 |
128.7% |
1.98 |
ATR |
1.38 |
1.43 |
0.06 |
4.0% |
0.00 |
Volume |
70,113 |
115,144 |
45,031 |
64.2% |
229,561 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.29 |
50.50 |
46.59 |
|
R3 |
49.14 |
48.35 |
46.00 |
|
R2 |
46.99 |
46.99 |
45.80 |
|
R1 |
46.20 |
46.20 |
45.61 |
46.60 |
PP |
44.84 |
44.84 |
44.84 |
45.04 |
S1 |
44.05 |
44.05 |
45.21 |
44.45 |
S2 |
42.69 |
42.69 |
45.02 |
|
S3 |
40.54 |
41.90 |
44.82 |
|
S4 |
38.39 |
39.75 |
44.23 |
|
|
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 |
45.63 |
42.42 |
3.21 |
7.1% |
1.14 |
2.5% |
93% |
True |
False |
65,216 |
10 |
45.63 |
41.66 |
3.97 |
8.7% |
1.18 |
2.6% |
94% |
True |
False |
55,753 |
20 |
45.63 |
36.26 |
9.37 |
20.6% |
1.58 |
3.5% |
98% |
True |
False |
53,656 |
40 |
45.63 |
36.26 |
9.37 |
20.6% |
1.45 |
3.2% |
98% |
True |
False |
43,576 |
60 |
45.63 |
36.26 |
9.37 |
20.6% |
1.41 |
3.1% |
98% |
True |
False |
40,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.77 |
2.618 |
51.26 |
1.618 |
49.11 |
1.000 |
47.78 |
0.618 |
46.96 |
HIGH |
45.63 |
0.618 |
44.81 |
0.500 |
44.56 |
0.382 |
44.30 |
LOW |
43.48 |
0.618 |
42.15 |
1.000 |
41.33 |
1.618 |
40.00 |
2.618 |
37.85 |
4.250 |
34.34 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
45.13 |
44.99 |
PP |
44.84 |
44.56 |
S1 |
44.56 |
44.14 |
|