NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 21-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2020 |
21-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
32.63 |
30.94 |
-1.69 |
-5.2% |
34.48 |
High |
32.80 |
32.00 |
-0.80 |
-2.4% |
36.46 |
Low |
30.40 |
24.22 |
-6.18 |
-20.3% |
31.95 |
Close |
30.81 |
24.73 |
-6.08 |
-19.7% |
32.71 |
Range |
2.40 |
7.78 |
5.38 |
224.2% |
4.51 |
ATR |
2.33 |
2.71 |
0.39 |
16.8% |
0.00 |
Volume |
41,763 |
109,099 |
67,336 |
161.2% |
105,600 |
|
Daily Pivots for day following 21-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.32 |
45.31 |
29.01 |
|
R3 |
42.54 |
37.53 |
26.87 |
|
R2 |
34.76 |
34.76 |
26.16 |
|
R1 |
29.75 |
29.75 |
25.44 |
28.37 |
PP |
26.98 |
26.98 |
26.98 |
26.29 |
S1 |
21.97 |
21.97 |
24.02 |
20.59 |
S2 |
19.20 |
19.20 |
23.30 |
|
S3 |
11.42 |
14.19 |
22.59 |
|
S4 |
3.64 |
6.41 |
20.45 |
|
|
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 |
35.72 |
24.22 |
11.50 |
46.5% |
3.28 |
13.3% |
4% |
False |
True |
40,227 |
10 |
36.46 |
24.22 |
12.24 |
49.5% |
2.55 |
10.3% |
4% |
False |
True |
32,726 |
20 |
36.46 |
24.22 |
12.24 |
49.5% |
2.29 |
9.3% |
4% |
False |
True |
32,137 |
40 |
52.02 |
24.22 |
27.80 |
112.4% |
2.75 |
11.1% |
2% |
False |
True |
32,525 |
60 |
54.30 |
24.22 |
30.08 |
121.6% |
2.21 |
8.9% |
2% |
False |
True |
26,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.07 |
2.618 |
52.37 |
1.618 |
44.59 |
1.000 |
39.78 |
0.618 |
36.81 |
HIGH |
32.00 |
0.618 |
29.03 |
0.500 |
28.11 |
0.382 |
27.19 |
LOW |
24.22 |
0.618 |
19.41 |
1.000 |
16.44 |
1.618 |
11.63 |
2.618 |
3.85 |
4.250 |
-8.85 |
|
|
Fisher Pivots for day following 21-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
28.11 |
29.00 |
PP |
26.98 |
27.58 |
S1 |
25.86 |
26.15 |
|