NYMEX Light Sweet Crude Oil Future February 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Nov-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Nov-2020 | 
                    12-Nov-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        42.46 | 
                        42.07 | 
                        -0.39 | 
                        -0.9% | 
                        36.07 | 
                     
                    
                        | High | 
                        43.59 | 
                        42.74 | 
                        -0.85 | 
                        -1.9% | 
                        40.04 | 
                     
                    
                        | Low | 
                        41.93 | 
                        41.50 | 
                        -0.43 | 
                        -1.0% | 
                        34.50 | 
                     
                    
                        | Close | 
                        42.06 | 
                        41.74 | 
                        -0.32 | 
                        -0.8% | 
                        37.90 | 
                     
                    
                        | Range | 
                        1.66 | 
                        1.24 | 
                        -0.42 | 
                        -25.3% | 
                        5.54 | 
                     
                    
                        | ATR | 
                        1.85 | 
                        1.80 | 
                        -0.04 | 
                        -2.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        105,988 | 
                        68,802 | 
                        -37,186 | 
                        -35.1% | 
                        362,400 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Nov-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                45.71 | 
                44.97 | 
                42.42 | 
                 | 
             
            
                | R3 | 
                44.47 | 
                43.73 | 
                42.08 | 
                 | 
             
            
                | R2 | 
                43.23 | 
                43.23 | 
                41.97 | 
                 | 
             
            
                | R1 | 
                42.49 | 
                42.49 | 
                41.85 | 
                42.24 | 
             
            
                | PP | 
                41.99 | 
                41.99 | 
                41.99 | 
                41.87 | 
             
            
                | S1 | 
                41.25 | 
                41.25 | 
                41.63 | 
                41.00 | 
             
            
                | S2 | 
                40.75 | 
                40.75 | 
                41.51 | 
                 | 
             
            
                | S3 | 
                39.51 | 
                40.01 | 
                41.40 | 
                 | 
             
            
                | S4 | 
                38.27 | 
                38.77 | 
                41.06 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                43.59 | 
                37.80 | 
                5.79 | 
                13.9% | 
                2.15 | 
                5.2% | 
                68% | 
                False | 
                False | 
                98,397 | 
                 
                
                | 10 | 
                43.59 | 
                34.50 | 
                9.09 | 
                21.8% | 
                2.01 | 
                4.8% | 
                80% | 
                False | 
                False | 
                82,789 | 
                 
                
                | 20 | 
                43.59 | 
                34.50 | 
                9.09 | 
                21.8% | 
                1.73 | 
                4.2% | 
                80% | 
                False | 
                False | 
                62,325 | 
                 
                
                | 40 | 
                43.59 | 
                34.50 | 
                9.09 | 
                21.8% | 
                1.62 | 
                3.9% | 
                80% | 
                False | 
                False | 
                45,765 | 
                 
                
                | 60 | 
                44.84 | 
                34.50 | 
                10.34 | 
                24.8% | 
                1.51 | 
                3.6% | 
                70% | 
                False | 
                False | 
                37,415 | 
                 
                
                | 80 | 
                44.84 | 
                34.50 | 
                10.34 | 
                24.8% | 
                1.38 | 
                3.3% | 
                70% | 
                False | 
                False | 
                30,717 | 
                 
                
                | 100 | 
                44.84 | 
                34.50 | 
                10.34 | 
                24.8% | 
                1.34 | 
                3.2% | 
                70% | 
                False | 
                False | 
                25,911 | 
                 
                
                | 120 | 
                44.84 | 
                34.40 | 
                10.44 | 
                25.0% | 
                1.40 | 
                3.3% | 
                70% | 
                False | 
                False | 
                22,606 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            48.01 | 
         
        
            | 
2.618             | 
            45.99 | 
         
        
            | 
1.618             | 
            44.75 | 
         
        
            | 
1.000             | 
            43.98 | 
         
        
            | 
0.618             | 
            43.51 | 
         
        
            | 
HIGH             | 
            42.74 | 
         
        
            | 
0.618             | 
            42.27 | 
         
        
            | 
0.500             | 
            42.12 | 
         
        
            | 
0.382             | 
            41.97 | 
         
        
            | 
LOW             | 
            41.50 | 
         
        
            | 
0.618             | 
            40.73 | 
         
        
            | 
1.000             | 
            40.26 | 
         
        
            | 
1.618             | 
            39.49 | 
         
        
            | 
2.618             | 
            38.25 | 
         
        
            | 
4.250             | 
            36.23 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Nov-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                42.12 | 
                                41.85 | 
                             
                            
                                | PP | 
                                41.99 | 
                                41.81 | 
                             
                            
                                | S1 | 
                                41.87 | 
                                41.78 | 
                             
             
         |