NYMEX Light Sweet Crude Oil Future February 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 |
38.14 |
40.52 |
2.38 |
6.2% |
36.07 |
| High |
41.96 |
42.42 |
0.46 |
1.1% |
40.04 |
| Low |
37.91 |
40.10 |
2.19 |
5.8% |
34.50 |
| Close |
40.97 |
41.98 |
1.01 |
2.5% |
37.90 |
| Range |
4.05 |
2.32 |
-1.73 |
-42.7% |
5.54 |
| ATR |
1.83 |
1.86 |
0.04 |
1.9% |
0.00 |
| Volume |
136,129 |
104,926 |
-31,203 |
-22.9% |
362,400 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.46 |
47.54 |
43.26 |
|
| R3 |
46.14 |
45.22 |
42.62 |
|
| R2 |
43.82 |
43.82 |
42.41 |
|
| R1 |
42.90 |
42.90 |
42.19 |
43.36 |
| PP |
41.50 |
41.50 |
41.50 |
41.73 |
| S1 |
40.58 |
40.58 |
41.77 |
41.04 |
| S2 |
39.18 |
39.18 |
41.55 |
|
| S3 |
36.86 |
38.26 |
41.34 |
|
| S4 |
34.54 |
35.94 |
40.70 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.10 |
51.54 |
40.95 |
|
| R3 |
48.56 |
46.00 |
39.42 |
|
| R2 |
43.02 |
43.02 |
38.92 |
|
| R1 |
40.46 |
40.46 |
38.41 |
41.74 |
| PP |
37.48 |
37.48 |
37.48 |
38.12 |
| S1 |
34.92 |
34.92 |
37.39 |
36.20 |
| S2 |
31.94 |
31.94 |
36.88 |
|
| S3 |
26.40 |
29.38 |
36.38 |
|
| S4 |
20.86 |
23.84 |
34.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.42 |
37.80 |
4.62 |
11.0% |
2.17 |
5.2% |
90% |
True |
False |
88,262 |
| 10 |
42.42 |
34.50 |
7.92 |
18.9% |
2.20 |
5.2% |
94% |
True |
False |
83,052 |
| 20 |
42.42 |
34.50 |
7.92 |
18.9% |
1.75 |
4.2% |
94% |
True |
False |
56,407 |
| 40 |
42.67 |
34.50 |
8.17 |
19.5% |
1.63 |
3.9% |
92% |
False |
False |
42,842 |
| 60 |
44.84 |
34.50 |
10.34 |
24.6% |
1.48 |
3.5% |
72% |
False |
False |
34,865 |
| 80 |
44.84 |
34.50 |
10.34 |
24.6% |
1.37 |
3.3% |
72% |
False |
False |
28,700 |
| 100 |
44.84 |
34.50 |
10.34 |
24.6% |
1.34 |
3.2% |
72% |
False |
False |
24,265 |
| 120 |
44.84 |
33.99 |
10.85 |
25.8% |
1.40 |
3.3% |
74% |
False |
False |
21,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.28 |
|
2.618 |
48.49 |
|
1.618 |
46.17 |
|
1.000 |
44.74 |
|
0.618 |
43.85 |
|
HIGH |
42.42 |
|
0.618 |
41.53 |
|
0.500 |
41.26 |
|
0.382 |
40.99 |
|
LOW |
40.10 |
|
0.618 |
38.67 |
|
1.000 |
37.78 |
|
1.618 |
36.35 |
|
2.618 |
34.03 |
|
4.250 |
30.24 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
41.74 |
41.36 |
| PP |
41.50 |
40.73 |
| S1 |
41.26 |
40.11 |
|