NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
36.07 |
35.24 |
-0.83 |
-2.3% |
39.69 |
| High |
36.60 |
37.15 |
0.55 |
1.5% |
39.83 |
| Low |
35.21 |
33.64 |
-1.57 |
-4.5% |
34.92 |
| Close |
35.79 |
36.81 |
1.02 |
2.8% |
35.79 |
| Range |
1.39 |
3.51 |
2.12 |
152.5% |
4.91 |
| ATR |
1.63 |
1.76 |
0.13 |
8.2% |
0.00 |
| Volume |
388,971 |
489,204 |
100,233 |
25.8% |
2,147,460 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.40 |
45.11 |
38.74 |
|
| R3 |
42.89 |
41.60 |
37.78 |
|
| R2 |
39.38 |
39.38 |
37.45 |
|
| R1 |
38.09 |
38.09 |
37.13 |
38.74 |
| PP |
35.87 |
35.87 |
35.87 |
36.19 |
| S1 |
34.58 |
34.58 |
36.49 |
35.23 |
| S2 |
32.36 |
32.36 |
36.17 |
|
| S3 |
28.85 |
31.07 |
35.84 |
|
| S4 |
25.34 |
27.56 |
34.88 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.58 |
48.59 |
38.49 |
|
| R3 |
46.67 |
43.68 |
37.14 |
|
| R2 |
41.76 |
41.76 |
36.69 |
|
| R1 |
38.77 |
38.77 |
36.24 |
37.81 |
| PP |
36.85 |
36.85 |
36.85 |
36.37 |
| S1 |
33.86 |
33.86 |
35.34 |
32.90 |
| S2 |
31.94 |
31.94 |
34.89 |
|
| S3 |
27.03 |
28.95 |
34.44 |
|
| S4 |
22.12 |
24.04 |
33.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.83 |
33.64 |
6.19 |
16.8% |
2.22 |
6.0% |
51% |
False |
True |
455,296 |
| 10 |
41.90 |
33.64 |
8.26 |
22.4% |
1.85 |
5.0% |
38% |
False |
True |
394,056 |
| 20 |
41.90 |
33.64 |
8.26 |
22.4% |
1.57 |
4.3% |
38% |
False |
True |
317,937 |
| 40 |
42.02 |
33.64 |
8.38 |
22.8% |
1.65 |
4.5% |
38% |
False |
True |
226,237 |
| 60 |
44.33 |
33.64 |
10.69 |
29.0% |
1.46 |
4.0% |
30% |
False |
True |
179,710 |
| 80 |
44.33 |
33.64 |
10.69 |
29.0% |
1.39 |
3.8% |
30% |
False |
True |
153,361 |
| 100 |
44.33 |
33.64 |
10.69 |
29.0% |
1.45 |
3.9% |
30% |
False |
True |
137,393 |
| 120 |
44.33 |
29.68 |
14.65 |
39.8% |
1.53 |
4.2% |
49% |
False |
False |
127,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.07 |
|
2.618 |
46.34 |
|
1.618 |
42.83 |
|
1.000 |
40.66 |
|
0.618 |
39.32 |
|
HIGH |
37.15 |
|
0.618 |
35.81 |
|
0.500 |
35.40 |
|
0.382 |
34.98 |
|
LOW |
33.64 |
|
0.618 |
31.47 |
|
1.000 |
30.13 |
|
1.618 |
27.96 |
|
2.618 |
24.45 |
|
4.250 |
18.72 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
36.34 |
36.44 |
| PP |
35.87 |
36.07 |
| S1 |
35.40 |
35.70 |
|