NYMEX Light Sweet Crude Oil Future January 2021
| 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 |
40.44 |
41.65 |
1.21 |
3.0% |
37.64 |
| High |
42.35 |
41.93 |
-0.42 |
-1.0% |
43.33 |
| Low |
40.40 |
40.81 |
0.41 |
1.0% |
37.52 |
| Close |
41.57 |
41.65 |
0.08 |
0.2% |
40.40 |
| Range |
1.95 |
1.12 |
-0.83 |
-42.6% |
5.81 |
| ATR |
1.81 |
1.76 |
-0.05 |
-2.7% |
0.00 |
| Volume |
238,437 |
236,667 |
-1,770 |
-0.7% |
1,093,483 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.82 |
44.36 |
42.27 |
|
| R3 |
43.70 |
43.24 |
41.96 |
|
| R2 |
42.58 |
42.58 |
41.86 |
|
| R1 |
42.12 |
42.12 |
41.75 |
42.21 |
| PP |
41.46 |
41.46 |
41.46 |
41.51 |
| S1 |
41.00 |
41.00 |
41.55 |
41.09 |
| S2 |
40.34 |
40.34 |
41.44 |
|
| S3 |
39.22 |
39.88 |
41.34 |
|
| S4 |
38.10 |
38.76 |
41.03 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.85 |
54.93 |
43.60 |
|
| R3 |
52.04 |
49.12 |
42.00 |
|
| R2 |
46.23 |
46.23 |
41.47 |
|
| R1 |
43.31 |
43.31 |
40.93 |
44.77 |
| PP |
40.42 |
40.42 |
40.42 |
41.15 |
| S1 |
37.50 |
37.50 |
39.87 |
38.96 |
| S2 |
34.61 |
34.61 |
39.33 |
|
| S3 |
28.80 |
31.69 |
38.80 |
|
| S4 |
22.99 |
25.88 |
37.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.33 |
40.33 |
3.00 |
7.2% |
1.39 |
3.3% |
44% |
False |
False |
214,575 |
| 10 |
43.33 |
37.40 |
5.93 |
14.2% |
1.80 |
4.3% |
72% |
False |
False |
200,469 |
| 20 |
43.33 |
34.04 |
9.29 |
22.3% |
1.83 |
4.4% |
82% |
False |
False |
162,991 |
| 40 |
43.33 |
34.04 |
9.29 |
22.3% |
1.65 |
4.0% |
82% |
False |
False |
116,899 |
| 60 |
44.60 |
34.04 |
10.56 |
25.4% |
1.57 |
3.8% |
72% |
False |
False |
89,608 |
| 80 |
44.60 |
34.04 |
10.56 |
25.4% |
1.45 |
3.5% |
72% |
False |
False |
73,275 |
| 100 |
44.60 |
34.04 |
10.56 |
25.4% |
1.38 |
3.3% |
72% |
False |
False |
61,581 |
| 120 |
44.60 |
34.04 |
10.56 |
25.4% |
1.45 |
3.5% |
72% |
False |
False |
53,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.69 |
|
2.618 |
44.86 |
|
1.618 |
43.74 |
|
1.000 |
43.05 |
|
0.618 |
42.62 |
|
HIGH |
41.93 |
|
0.618 |
41.50 |
|
0.500 |
41.37 |
|
0.382 |
41.24 |
|
LOW |
40.81 |
|
0.618 |
40.12 |
|
1.000 |
39.69 |
|
1.618 |
39.00 |
|
2.618 |
37.88 |
|
4.250 |
36.05 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.56 |
41.55 |
| PP |
41.46 |
41.44 |
| S1 |
41.37 |
41.34 |
|