NYMEX Light Sweet Crude Oil Future January 2021
| 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 |
37.64 |
40.19 |
2.55 |
6.8% |
35.50 |
| High |
41.63 |
42.12 |
0.49 |
1.2% |
39.67 |
| Low |
37.52 |
39.72 |
2.20 |
5.9% |
34.04 |
| Close |
40.62 |
41.67 |
1.05 |
2.6% |
37.49 |
| Range |
4.11 |
2.40 |
-1.71 |
-41.6% |
5.63 |
| ATR |
1.87 |
1.91 |
0.04 |
2.0% |
0.00 |
| Volume |
281,671 |
214,040 |
-67,631 |
-24.0% |
763,896 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.37 |
47.42 |
42.99 |
|
| R3 |
45.97 |
45.02 |
42.33 |
|
| R2 |
43.57 |
43.57 |
42.11 |
|
| R1 |
42.62 |
42.62 |
41.89 |
43.10 |
| PP |
41.17 |
41.17 |
41.17 |
41.41 |
| S1 |
40.22 |
40.22 |
41.45 |
40.70 |
| S2 |
38.77 |
38.77 |
41.23 |
|
| S3 |
36.37 |
37.82 |
41.01 |
|
| S4 |
33.97 |
35.42 |
40.35 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.96 |
51.35 |
40.59 |
|
| R3 |
48.33 |
45.72 |
39.04 |
|
| R2 |
42.70 |
42.70 |
38.52 |
|
| R1 |
40.09 |
40.09 |
38.01 |
41.40 |
| PP |
37.07 |
37.07 |
37.07 |
37.72 |
| S1 |
34.46 |
34.46 |
36.97 |
35.77 |
| S2 |
31.44 |
31.44 |
36.46 |
|
| S3 |
25.81 |
28.83 |
35.94 |
|
| S4 |
20.18 |
23.20 |
34.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.12 |
37.40 |
4.72 |
11.3% |
2.21 |
5.3% |
90% |
True |
False |
186,363 |
| 10 |
42.12 |
34.04 |
8.08 |
19.4% |
2.24 |
5.4% |
94% |
True |
False |
173,378 |
| 20 |
42.15 |
34.04 |
8.11 |
19.5% |
1.79 |
4.3% |
94% |
False |
False |
129,193 |
| 40 |
42.36 |
34.04 |
8.32 |
20.0% |
1.68 |
4.0% |
92% |
False |
False |
95,647 |
| 60 |
44.60 |
34.04 |
10.56 |
25.3% |
1.53 |
3.7% |
72% |
False |
False |
73,662 |
| 80 |
44.60 |
34.04 |
10.56 |
25.3% |
1.43 |
3.4% |
72% |
False |
False |
60,980 |
| 100 |
44.60 |
34.04 |
10.56 |
25.3% |
1.41 |
3.4% |
72% |
False |
False |
51,508 |
| 120 |
44.60 |
33.62 |
10.98 |
26.3% |
1.48 |
3.6% |
73% |
False |
False |
44,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.32 |
|
2.618 |
48.40 |
|
1.618 |
46.00 |
|
1.000 |
44.52 |
|
0.618 |
43.60 |
|
HIGH |
42.12 |
|
0.618 |
41.20 |
|
0.500 |
40.92 |
|
0.382 |
40.64 |
|
LOW |
39.72 |
|
0.618 |
38.24 |
|
1.000 |
37.32 |
|
1.618 |
35.84 |
|
2.618 |
33.44 |
|
4.250 |
29.52 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.42 |
41.03 |
| PP |
41.17 |
40.40 |
| S1 |
40.92 |
39.76 |
|