NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
37.34 |
39.91 |
2.57 |
6.9% |
35.24 |
| High |
41.33 |
41.84 |
0.51 |
1.2% |
39.35 |
| Low |
37.16 |
39.41 |
2.25 |
6.1% |
33.64 |
| Close |
40.29 |
41.36 |
1.07 |
2.7% |
37.14 |
| Range |
4.17 |
2.43 |
-1.74 |
-41.7% |
5.71 |
| ATR |
1.91 |
1.94 |
0.04 |
2.0% |
0.00 |
| Volume |
622,921 |
457,045 |
-165,876 |
-26.6% |
2,046,207 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.16 |
47.19 |
42.70 |
|
| R3 |
45.73 |
44.76 |
42.03 |
|
| R2 |
43.30 |
43.30 |
41.81 |
|
| R1 |
42.33 |
42.33 |
41.58 |
42.82 |
| PP |
40.87 |
40.87 |
40.87 |
41.11 |
| S1 |
39.90 |
39.90 |
41.14 |
40.39 |
| S2 |
38.44 |
38.44 |
40.91 |
|
| S3 |
36.01 |
37.47 |
40.69 |
|
| S4 |
33.58 |
35.04 |
40.02 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.84 |
51.20 |
40.28 |
|
| R3 |
48.13 |
45.49 |
38.71 |
|
| R2 |
42.42 |
42.42 |
38.19 |
|
| R1 |
39.78 |
39.78 |
37.66 |
41.10 |
| PP |
36.71 |
36.71 |
36.71 |
37.37 |
| S1 |
34.07 |
34.07 |
36.62 |
35.39 |
| S2 |
31.00 |
31.00 |
36.09 |
|
| S3 |
25.29 |
28.36 |
35.57 |
|
| S4 |
19.58 |
22.65 |
34.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.84 |
37.06 |
4.78 |
11.6% |
2.24 |
5.4% |
90% |
True |
False |
445,271 |
| 10 |
41.84 |
33.64 |
8.20 |
19.8% |
2.28 |
5.5% |
94% |
True |
False |
457,391 |
| 20 |
41.90 |
33.64 |
8.26 |
20.0% |
1.82 |
4.4% |
93% |
False |
False |
384,757 |
| 40 |
42.02 |
33.64 |
8.38 |
20.3% |
1.72 |
4.2% |
92% |
False |
False |
269,234 |
| 60 |
44.33 |
33.64 |
10.69 |
25.8% |
1.57 |
3.8% |
72% |
False |
False |
216,079 |
| 80 |
44.33 |
33.64 |
10.69 |
25.8% |
1.48 |
3.6% |
72% |
False |
False |
181,931 |
| 100 |
44.33 |
33.64 |
10.69 |
25.8% |
1.46 |
3.5% |
72% |
False |
False |
159,182 |
| 120 |
44.33 |
33.12 |
11.21 |
27.1% |
1.56 |
3.8% |
74% |
False |
False |
145,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.17 |
|
2.618 |
48.20 |
|
1.618 |
45.77 |
|
1.000 |
44.27 |
|
0.618 |
43.34 |
|
HIGH |
41.84 |
|
0.618 |
40.91 |
|
0.500 |
40.63 |
|
0.382 |
40.34 |
|
LOW |
39.41 |
|
0.618 |
37.91 |
|
1.000 |
36.98 |
|
1.618 |
35.48 |
|
2.618 |
33.05 |
|
4.250 |
29.08 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.12 |
40.72 |
| PP |
40.87 |
40.09 |
| S1 |
40.63 |
39.45 |
|