NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 06-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2020 |
06-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
31.30 |
32.00 |
0.70 |
2.2% |
31.76 |
High |
34.32 |
34.32 |
0.00 |
0.0% |
34.32 |
Low |
30.80 |
31.51 |
0.71 |
2.3% |
30.18 |
Close |
33.62 |
33.77 |
0.15 |
0.4% |
33.62 |
Range |
3.52 |
2.81 |
-0.71 |
-20.2% |
4.14 |
ATR |
2.63 |
2.64 |
0.01 |
0.5% |
0.00 |
Volume |
39,306 |
29,638 |
-9,668 |
-24.6% |
190,021 |
|
Daily Pivots for day following 06-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.63 |
40.51 |
35.32 |
|
R3 |
38.82 |
37.70 |
34.54 |
|
R2 |
36.01 |
36.01 |
34.29 |
|
R1 |
34.89 |
34.89 |
34.03 |
35.45 |
PP |
33.20 |
33.20 |
33.20 |
33.48 |
S1 |
32.08 |
32.08 |
33.51 |
32.64 |
S2 |
30.39 |
30.39 |
33.25 |
|
S3 |
27.58 |
29.27 |
33.00 |
|
S4 |
24.77 |
26.46 |
32.22 |
|
|
Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.13 |
43.51 |
35.90 |
|
R3 |
40.99 |
39.37 |
34.76 |
|
R2 |
36.85 |
36.85 |
34.38 |
|
R1 |
35.23 |
35.23 |
34.00 |
36.04 |
PP |
32.71 |
32.71 |
32.71 |
33.11 |
S1 |
31.09 |
31.09 |
33.24 |
31.90 |
S2 |
28.57 |
28.57 |
32.86 |
|
S3 |
24.43 |
26.95 |
32.48 |
|
S4 |
20.29 |
22.81 |
31.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34.32 |
30.18 |
4.14 |
12.3% |
2.69 |
8.0% |
87% |
True |
False |
37,295 |
10 |
34.32 |
30.18 |
4.14 |
12.3% |
2.04 |
6.0% |
87% |
True |
False |
31,548 |
20 |
39.00 |
26.36 |
12.64 |
37.4% |
2.76 |
8.2% |
59% |
False |
False |
35,361 |
40 |
54.30 |
26.36 |
27.94 |
82.7% |
2.35 |
7.0% |
27% |
False |
False |
28,301 |
60 |
56.88 |
26.36 |
30.52 |
90.4% |
1.95 |
5.8% |
24% |
False |
False |
22,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.26 |
2.618 |
41.68 |
1.618 |
38.87 |
1.000 |
37.13 |
0.618 |
36.06 |
HIGH |
34.32 |
0.618 |
33.25 |
0.500 |
32.92 |
0.382 |
32.58 |
LOW |
31.51 |
0.618 |
29.77 |
1.000 |
28.70 |
1.618 |
26.96 |
2.618 |
24.15 |
4.250 |
19.57 |
|
|
Fisher Pivots for day following 06-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
33.49 |
33.29 |
PP |
33.20 |
32.80 |
S1 |
32.92 |
32.32 |
|