NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
40.17 |
41.44 |
1.27 |
3.2% |
37.34 |
| High |
42.09 |
41.69 |
-0.40 |
-1.0% |
43.06 |
| Low |
40.15 |
40.57 |
0.42 |
1.0% |
37.16 |
| Close |
41.34 |
41.43 |
0.09 |
0.2% |
40.13 |
| Range |
1.94 |
1.12 |
-0.82 |
-42.3% |
5.90 |
| ATR |
1.84 |
1.78 |
-0.05 |
-2.8% |
0.00 |
| Volume |
378,785 |
243,677 |
-135,108 |
-35.7% |
2,262,956 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.59 |
44.13 |
42.05 |
|
| R3 |
43.47 |
43.01 |
41.74 |
|
| R2 |
42.35 |
42.35 |
41.64 |
|
| R1 |
41.89 |
41.89 |
41.53 |
41.56 |
| PP |
41.23 |
41.23 |
41.23 |
41.07 |
| S1 |
40.77 |
40.77 |
41.33 |
40.44 |
| S2 |
40.11 |
40.11 |
41.22 |
|
| S3 |
38.99 |
39.65 |
41.12 |
|
| S4 |
37.87 |
38.53 |
40.81 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.82 |
54.87 |
43.38 |
|
| R3 |
51.92 |
48.97 |
41.75 |
|
| R2 |
46.02 |
46.02 |
41.21 |
|
| R1 |
43.07 |
43.07 |
40.67 |
44.55 |
| PP |
40.12 |
40.12 |
40.12 |
40.85 |
| S1 |
37.17 |
37.17 |
39.59 |
38.65 |
| S2 |
34.22 |
34.22 |
39.05 |
|
| S3 |
28.32 |
31.27 |
38.51 |
|
| S4 |
22.42 |
25.37 |
36.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.06 |
40.06 |
3.00 |
7.2% |
1.40 |
3.4% |
46% |
False |
False |
361,090 |
| 10 |
43.06 |
37.06 |
6.00 |
14.5% |
1.82 |
4.4% |
73% |
False |
False |
403,181 |
| 20 |
43.06 |
33.64 |
9.42 |
22.7% |
1.85 |
4.5% |
83% |
False |
False |
401,120 |
| 40 |
43.06 |
33.64 |
9.42 |
22.7% |
1.68 |
4.1% |
83% |
False |
False |
297,832 |
| 60 |
44.33 |
33.64 |
10.69 |
25.8% |
1.61 |
3.9% |
73% |
False |
False |
239,697 |
| 80 |
44.33 |
33.64 |
10.69 |
25.8% |
1.50 |
3.6% |
73% |
False |
False |
199,932 |
| 100 |
44.33 |
33.64 |
10.69 |
25.8% |
1.43 |
3.5% |
73% |
False |
False |
173,880 |
| 120 |
44.33 |
33.64 |
10.69 |
25.8% |
1.52 |
3.7% |
73% |
False |
False |
157,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.45 |
|
2.618 |
44.62 |
|
1.618 |
43.50 |
|
1.000 |
42.81 |
|
0.618 |
42.38 |
|
HIGH |
41.69 |
|
0.618 |
41.26 |
|
0.500 |
41.13 |
|
0.382 |
41.00 |
|
LOW |
40.57 |
|
0.618 |
39.88 |
|
1.000 |
39.45 |
|
1.618 |
38.76 |
|
2.618 |
37.64 |
|
4.250 |
35.81 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.33 |
41.31 |
| PP |
41.23 |
41.19 |
| S1 |
41.13 |
41.08 |
|