NYMEX Light Sweet Crude Oil Future January 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
42.84 |
44.82 |
1.98 |
4.6% |
40.44 |
| High |
45.20 |
46.26 |
1.06 |
2.3% |
42.68 |
| Low |
42.82 |
44.73 |
1.91 |
4.5% |
40.40 |
| Close |
44.91 |
45.71 |
0.80 |
1.8% |
42.42 |
| Range |
2.38 |
1.53 |
-0.85 |
-35.7% |
2.28 |
| ATR |
1.64 |
1.63 |
-0.01 |
-0.5% |
0.00 |
| Volume |
418,527 |
417,182 |
-1,345 |
-0.3% |
1,387,471 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.16 |
49.46 |
46.55 |
|
| R3 |
48.63 |
47.93 |
46.13 |
|
| R2 |
47.10 |
47.10 |
45.99 |
|
| R1 |
46.40 |
46.40 |
45.85 |
46.75 |
| PP |
45.57 |
45.57 |
45.57 |
45.74 |
| S1 |
44.87 |
44.87 |
45.57 |
45.22 |
| S2 |
44.04 |
44.04 |
45.43 |
|
| S3 |
42.51 |
43.34 |
45.29 |
|
| S4 |
40.98 |
41.81 |
44.87 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.67 |
47.83 |
43.67 |
|
| R3 |
46.39 |
45.55 |
43.05 |
|
| R2 |
44.11 |
44.11 |
42.84 |
|
| R1 |
43.27 |
43.27 |
42.63 |
43.69 |
| PP |
41.83 |
41.83 |
41.83 |
42.05 |
| S1 |
40.99 |
40.99 |
42.21 |
41.41 |
| S2 |
39.55 |
39.55 |
42.00 |
|
| S3 |
37.27 |
38.71 |
41.79 |
|
| S4 |
34.99 |
36.43 |
41.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.26 |
41.26 |
5.00 |
10.9% |
1.36 |
3.0% |
89% |
True |
False |
345,228 |
| 10 |
46.26 |
40.33 |
5.93 |
13.0% |
1.34 |
2.9% |
91% |
True |
False |
290,542 |
| 20 |
46.26 |
34.04 |
12.22 |
26.7% |
1.78 |
3.9% |
95% |
True |
False |
234,574 |
| 40 |
46.26 |
34.04 |
12.22 |
26.7% |
1.65 |
3.6% |
95% |
True |
False |
161,542 |
| 60 |
46.26 |
34.04 |
12.22 |
26.7% |
1.63 |
3.6% |
95% |
True |
False |
121,427 |
| 80 |
46.26 |
34.04 |
12.22 |
26.7% |
1.46 |
3.2% |
95% |
True |
False |
97,280 |
| 100 |
46.26 |
34.04 |
12.22 |
26.7% |
1.39 |
3.0% |
95% |
True |
False |
81,085 |
| 120 |
46.26 |
34.04 |
12.22 |
26.7% |
1.44 |
3.2% |
95% |
True |
False |
69,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.76 |
|
2.618 |
50.27 |
|
1.618 |
48.74 |
|
1.000 |
47.79 |
|
0.618 |
47.21 |
|
HIGH |
46.26 |
|
0.618 |
45.68 |
|
0.500 |
45.50 |
|
0.382 |
45.31 |
|
LOW |
44.73 |
|
0.618 |
43.78 |
|
1.000 |
43.20 |
|
1.618 |
42.25 |
|
2.618 |
40.72 |
|
4.250 |
38.23 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
45.64 |
45.23 |
| PP |
45.57 |
44.75 |
| S1 |
45.50 |
44.28 |
|