NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 20-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2020 |
20-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
33.60 |
32.63 |
-0.97 |
-2.9% |
34.48 |
High |
33.78 |
32.80 |
-0.98 |
-2.9% |
36.46 |
Low |
32.50 |
30.40 |
-2.10 |
-6.5% |
31.95 |
Close |
32.71 |
30.81 |
-1.90 |
-5.8% |
32.71 |
Range |
1.28 |
2.40 |
1.12 |
87.5% |
4.51 |
ATR |
2.32 |
2.33 |
0.01 |
0.2% |
0.00 |
Volume |
16,436 |
41,763 |
25,327 |
154.1% |
105,600 |
|
Daily Pivots for day following 20-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.54 |
37.07 |
32.13 |
|
R3 |
36.14 |
34.67 |
31.47 |
|
R2 |
33.74 |
33.74 |
31.25 |
|
R1 |
32.27 |
32.27 |
31.03 |
31.81 |
PP |
31.34 |
31.34 |
31.34 |
31.10 |
S1 |
29.87 |
29.87 |
30.59 |
29.41 |
S2 |
28.94 |
28.94 |
30.37 |
|
S3 |
26.54 |
27.47 |
30.15 |
|
S4 |
24.14 |
25.07 |
29.49 |
|
|
Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.24 |
44.48 |
35.19 |
|
R3 |
42.73 |
39.97 |
33.95 |
|
R2 |
38.22 |
38.22 |
33.54 |
|
R1 |
35.46 |
35.46 |
33.12 |
34.59 |
PP |
33.71 |
33.71 |
33.71 |
33.27 |
S1 |
30.95 |
30.95 |
32.30 |
30.08 |
S2 |
29.20 |
29.20 |
31.88 |
|
S3 |
24.69 |
26.44 |
31.47 |
|
S4 |
20.18 |
21.93 |
30.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.46 |
30.40 |
6.06 |
19.7% |
2.04 |
6.6% |
7% |
False |
True |
24,724 |
10 |
36.46 |
30.40 |
6.06 |
19.7% |
2.05 |
6.7% |
7% |
False |
True |
24,779 |
20 |
36.46 |
27.88 |
8.58 |
27.8% |
2.04 |
6.6% |
34% |
False |
False |
27,714 |
40 |
52.35 |
26.36 |
25.99 |
84.4% |
2.59 |
8.4% |
17% |
False |
False |
30,401 |
60 |
54.30 |
26.36 |
27.94 |
90.7% |
2.11 |
6.9% |
16% |
False |
False |
25,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.00 |
2.618 |
39.08 |
1.618 |
36.68 |
1.000 |
35.20 |
0.618 |
34.28 |
HIGH |
32.80 |
0.618 |
31.88 |
0.500 |
31.60 |
0.382 |
31.32 |
LOW |
30.40 |
0.618 |
28.92 |
1.000 |
28.00 |
1.618 |
26.52 |
2.618 |
24.12 |
4.250 |
20.20 |
|
|
Fisher Pivots for day following 20-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
31.60 |
32.20 |
PP |
31.34 |
31.74 |
S1 |
31.07 |
31.27 |
|