NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 27-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
27.25 |
26.90 |
-0.35 |
-1.3% |
32.63 |
High |
28.27 |
26.91 |
-1.36 |
-4.8% |
32.80 |
Low |
26.48 |
24.80 |
-1.68 |
-6.3% |
23.26 |
Close |
26.77 |
25.28 |
-1.49 |
-5.6% |
26.77 |
Range |
1.79 |
2.11 |
0.32 |
17.9% |
9.54 |
ATR |
2.76 |
2.71 |
-0.05 |
-1.7% |
0.00 |
Volume |
28,852 |
36,863 |
8,011 |
27.8% |
252,609 |
|
Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31.99 |
30.75 |
26.44 |
|
R3 |
29.88 |
28.64 |
25.86 |
|
R2 |
27.77 |
27.77 |
25.67 |
|
R1 |
26.53 |
26.53 |
25.47 |
26.10 |
PP |
25.66 |
25.66 |
25.66 |
25.45 |
S1 |
24.42 |
24.42 |
25.09 |
23.99 |
S2 |
23.55 |
23.55 |
24.89 |
|
S3 |
21.44 |
22.31 |
24.70 |
|
S4 |
19.33 |
20.20 |
24.12 |
|
|
Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.23 |
51.04 |
32.02 |
|
R3 |
46.69 |
41.50 |
29.39 |
|
R2 |
37.15 |
37.15 |
28.52 |
|
R1 |
31.96 |
31.96 |
27.64 |
29.79 |
PP |
27.61 |
27.61 |
27.61 |
26.52 |
S1 |
22.42 |
22.42 |
25.90 |
20.25 |
S2 |
18.07 |
18.07 |
25.02 |
|
S3 |
8.53 |
12.88 |
24.15 |
|
S4 |
-1.01 |
3.34 |
21.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
32.00 |
23.26 |
8.74 |
34.6% |
3.79 |
15.0% |
23% |
False |
False |
49,541 |
10 |
36.46 |
23.26 |
13.20 |
52.2% |
2.92 |
11.5% |
15% |
False |
False |
37,133 |
20 |
36.46 |
23.26 |
13.20 |
52.2% |
2.57 |
10.2% |
15% |
False |
False |
34,276 |
40 |
49.00 |
23.26 |
25.74 |
101.8% |
2.81 |
11.1% |
8% |
False |
False |
33,960 |
60 |
54.30 |
23.26 |
31.04 |
122.8% |
2.33 |
9.2% |
7% |
False |
False |
28,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35.88 |
2.618 |
32.43 |
1.618 |
30.32 |
1.000 |
29.02 |
0.618 |
28.21 |
HIGH |
26.91 |
0.618 |
26.10 |
0.500 |
25.86 |
0.382 |
25.61 |
LOW |
24.80 |
0.618 |
23.50 |
1.000 |
22.69 |
1.618 |
21.39 |
2.618 |
19.28 |
4.250 |
15.83 |
|
|
Fisher Pivots for day following 27-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
25.86 |
26.92 |
PP |
25.66 |
26.37 |
S1 |
25.47 |
25.83 |
|