NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 15-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2020 |
15-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
35.80 |
35.59 |
-0.21 |
-0.6% |
32.00 |
High |
36.46 |
35.72 |
-0.74 |
-2.0% |
36.12 |
Low |
34.85 |
32.84 |
-2.01 |
-5.8% |
31.51 |
Close |
35.18 |
32.89 |
-2.29 |
-6.5% |
33.96 |
Range |
1.61 |
2.88 |
1.27 |
78.9% |
4.61 |
ATR |
2.39 |
2.43 |
0.03 |
1.5% |
0.00 |
Volume |
31,583 |
16,219 |
-15,364 |
-48.6% |
100,436 |
|
Daily Pivots for day following 15-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.46 |
40.55 |
34.47 |
|
R3 |
39.58 |
37.67 |
33.68 |
|
R2 |
36.70 |
36.70 |
33.42 |
|
R1 |
34.79 |
34.79 |
33.15 |
34.31 |
PP |
33.82 |
33.82 |
33.82 |
33.57 |
S1 |
31.91 |
31.91 |
32.63 |
31.43 |
S2 |
30.94 |
30.94 |
32.36 |
|
S3 |
28.06 |
29.03 |
32.10 |
|
S4 |
25.18 |
26.15 |
31.31 |
|
|
Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.69 |
45.44 |
36.50 |
|
R3 |
43.08 |
40.83 |
35.23 |
|
R2 |
38.47 |
38.47 |
34.81 |
|
R1 |
36.22 |
36.22 |
34.38 |
37.35 |
PP |
33.86 |
33.86 |
33.86 |
34.43 |
S1 |
31.61 |
31.61 |
33.54 |
32.74 |
S2 |
29.25 |
29.25 |
33.11 |
|
S3 |
24.64 |
27.00 |
32.69 |
|
S4 |
20.03 |
22.39 |
31.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.46 |
32.84 |
3.62 |
11.0% |
2.11 |
6.4% |
1% |
False |
True |
25,387 |
10 |
36.46 |
30.18 |
6.28 |
19.1% |
2.38 |
7.2% |
43% |
False |
False |
31,206 |
20 |
36.46 |
26.36 |
10.10 |
30.7% |
2.49 |
7.6% |
65% |
False |
False |
30,178 |
40 |
54.30 |
26.36 |
27.94 |
84.9% |
2.52 |
7.7% |
23% |
False |
False |
29,440 |
60 |
56.82 |
26.36 |
30.46 |
92.6% |
2.09 |
6.3% |
21% |
False |
False |
24,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.96 |
2.618 |
43.26 |
1.618 |
40.38 |
1.000 |
38.60 |
0.618 |
37.50 |
HIGH |
35.72 |
0.618 |
34.62 |
0.500 |
34.28 |
0.382 |
33.94 |
LOW |
32.84 |
0.618 |
31.06 |
1.000 |
29.96 |
1.618 |
28.18 |
2.618 |
25.30 |
4.250 |
20.60 |
|
|
Fisher Pivots for day following 15-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
34.28 |
34.65 |
PP |
33.82 |
34.06 |
S1 |
33.35 |
33.48 |
|