NYMEX Light Sweet Crude Oil Future December 2020
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
41.44 |
41.35 |
-0.09 |
-0.2% |
37.34 |
| High |
41.69 |
42.46 |
0.77 |
1.8% |
43.06 |
| Low |
40.57 |
41.08 |
0.51 |
1.3% |
37.16 |
| Close |
41.43 |
41.82 |
0.39 |
0.9% |
40.13 |
| Range |
1.12 |
1.38 |
0.26 |
23.2% |
5.90 |
| ATR |
1.78 |
1.76 |
-0.03 |
-1.6% |
0.00 |
| Volume |
243,677 |
107,013 |
-136,664 |
-56.1% |
2,262,956 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.93 |
45.25 |
42.58 |
|
| R3 |
44.55 |
43.87 |
42.20 |
|
| R2 |
43.17 |
43.17 |
42.07 |
|
| R1 |
42.49 |
42.49 |
41.95 |
42.83 |
| PP |
41.79 |
41.79 |
41.79 |
41.96 |
| S1 |
41.11 |
41.11 |
41.69 |
41.45 |
| S2 |
40.41 |
40.41 |
41.57 |
|
| S3 |
39.03 |
39.73 |
41.44 |
|
| S4 |
37.65 |
38.35 |
41.06 |
|
|
| 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 |
42.46 |
40.06 |
2.40 |
5.7% |
1.33 |
3.2% |
73% |
True |
False |
293,738 |
| 10 |
43.06 |
37.06 |
6.00 |
14.3% |
1.76 |
4.2% |
79% |
False |
False |
370,182 |
| 20 |
43.06 |
33.64 |
9.42 |
22.5% |
1.83 |
4.4% |
87% |
False |
False |
388,126 |
| 40 |
43.06 |
33.64 |
9.42 |
22.5% |
1.68 |
4.0% |
87% |
False |
False |
298,318 |
| 60 |
44.33 |
33.64 |
10.69 |
25.6% |
1.62 |
3.9% |
77% |
False |
False |
239,496 |
| 80 |
44.33 |
33.64 |
10.69 |
25.6% |
1.50 |
3.6% |
77% |
False |
False |
200,645 |
| 100 |
44.33 |
33.64 |
10.69 |
25.6% |
1.43 |
3.4% |
77% |
False |
False |
174,260 |
| 120 |
44.33 |
33.64 |
10.69 |
25.6% |
1.52 |
3.6% |
77% |
False |
False |
157,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.33 |
|
2.618 |
46.07 |
|
1.618 |
44.69 |
|
1.000 |
43.84 |
|
0.618 |
43.31 |
|
HIGH |
42.46 |
|
0.618 |
41.93 |
|
0.500 |
41.77 |
|
0.382 |
41.61 |
|
LOW |
41.08 |
|
0.618 |
40.23 |
|
1.000 |
39.70 |
|
1.618 |
38.85 |
|
2.618 |
37.47 |
|
4.250 |
35.22 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.80 |
41.65 |
| PP |
41.79 |
41.48 |
| S1 |
41.77 |
41.31 |
|