NYMEX Light Sweet Crude Oil Future February 2021
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
38.81 |
39.81 |
1.00 |
2.6% |
40.27 |
| High |
39.94 |
40.04 |
0.10 |
0.3% |
40.43 |
| Low |
38.00 |
38.99 |
0.99 |
2.6% |
35.69 |
| Close |
39.86 |
39.48 |
-0.38 |
-1.0% |
36.57 |
| Range |
1.94 |
1.05 |
-0.89 |
-45.9% |
4.74 |
| ATR |
1.70 |
1.65 |
-0.05 |
-2.7% |
0.00 |
| Volume |
76,840 |
47,279 |
-29,561 |
-38.5% |
301,269 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.65 |
42.12 |
40.06 |
|
| R3 |
41.60 |
41.07 |
39.77 |
|
| R2 |
40.55 |
40.55 |
39.67 |
|
| R1 |
40.02 |
40.02 |
39.58 |
39.76 |
| PP |
39.50 |
39.50 |
39.50 |
39.38 |
| S1 |
38.97 |
38.97 |
39.38 |
38.71 |
| S2 |
38.45 |
38.45 |
39.29 |
|
| S3 |
37.40 |
37.92 |
39.19 |
|
| S4 |
36.35 |
36.87 |
38.90 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.78 |
48.92 |
39.18 |
|
| R3 |
47.04 |
44.18 |
37.87 |
|
| R2 |
42.30 |
42.30 |
37.44 |
|
| R1 |
39.44 |
39.44 |
37.00 |
38.50 |
| PP |
37.56 |
37.56 |
37.56 |
37.10 |
| S1 |
34.70 |
34.70 |
36.14 |
33.76 |
| S2 |
32.82 |
32.82 |
35.70 |
|
| S3 |
28.08 |
29.96 |
35.27 |
|
| S4 |
23.34 |
25.22 |
33.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.04 |
34.50 |
5.54 |
14.0% |
1.88 |
4.8% |
90% |
True |
False |
67,181 |
| 10 |
41.49 |
34.50 |
6.99 |
17.7% |
1.80 |
4.6% |
71% |
False |
False |
60,893 |
| 20 |
42.41 |
34.50 |
7.91 |
20.0% |
1.52 |
3.8% |
63% |
False |
False |
44,676 |
| 40 |
42.67 |
34.50 |
8.17 |
20.7% |
1.51 |
3.8% |
61% |
False |
False |
37,055 |
| 60 |
44.84 |
34.50 |
10.34 |
26.2% |
1.38 |
3.5% |
48% |
False |
False |
30,291 |
| 80 |
44.84 |
34.50 |
10.34 |
26.2% |
1.30 |
3.3% |
48% |
False |
False |
24,931 |
| 100 |
44.84 |
34.50 |
10.34 |
26.2% |
1.30 |
3.3% |
48% |
False |
False |
21,271 |
| 120 |
44.84 |
33.99 |
10.85 |
27.5% |
1.36 |
3.4% |
51% |
False |
False |
18,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.50 |
|
2.618 |
42.79 |
|
1.618 |
41.74 |
|
1.000 |
41.09 |
|
0.618 |
40.69 |
|
HIGH |
40.04 |
|
0.618 |
39.64 |
|
0.500 |
39.52 |
|
0.382 |
39.39 |
|
LOW |
38.99 |
|
0.618 |
38.34 |
|
1.000 |
37.94 |
|
1.618 |
37.29 |
|
2.618 |
36.24 |
|
4.250 |
34.53 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
39.52 |
39.22 |
| PP |
39.50 |
38.96 |
| S1 |
39.49 |
38.70 |
|