NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 07-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.35 |
39.83 |
0.48 |
1.2% |
40.07 |
High |
40.86 |
40.35 |
-0.51 |
-1.2% |
40.80 |
Low |
39.10 |
39.28 |
0.18 |
0.5% |
36.63 |
Close |
40.67 |
39.95 |
-0.72 |
-1.8% |
37.05 |
Range |
1.76 |
1.07 |
-0.69 |
-39.2% |
4.17 |
ATR |
1.71 |
1.69 |
-0.02 |
-1.3% |
0.00 |
Volume |
400,531 |
433,065 |
32,534 |
8.1% |
1,781,188 |
|
Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.07 |
42.58 |
40.54 |
|
R3 |
42.00 |
41.51 |
40.24 |
|
R2 |
40.93 |
40.93 |
40.15 |
|
R1 |
40.44 |
40.44 |
40.05 |
40.69 |
PP |
39.86 |
39.86 |
39.86 |
39.98 |
S1 |
39.37 |
39.37 |
39.85 |
39.62 |
S2 |
38.79 |
38.79 |
39.75 |
|
S3 |
37.72 |
38.30 |
39.66 |
|
S4 |
36.65 |
37.23 |
39.36 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.67 |
48.03 |
39.34 |
|
R3 |
46.50 |
43.86 |
38.20 |
|
R2 |
42.33 |
42.33 |
37.81 |
|
R1 |
39.69 |
39.69 |
37.43 |
38.93 |
PP |
38.16 |
38.16 |
38.16 |
37.78 |
S1 |
35.52 |
35.52 |
36.67 |
34.76 |
S2 |
33.99 |
33.99 |
36.29 |
|
S3 |
29.82 |
31.35 |
35.90 |
|
S4 |
25.65 |
27.18 |
34.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.86 |
36.63 |
4.23 |
10.6% |
2.09 |
5.2% |
78% |
False |
False |
409,409 |
10 |
40.86 |
36.63 |
4.23 |
10.6% |
1.76 |
4.4% |
78% |
False |
False |
349,238 |
20 |
41.72 |
36.63 |
5.09 |
12.7% |
1.62 |
4.1% |
65% |
False |
False |
303,231 |
40 |
44.05 |
36.58 |
7.47 |
18.7% |
1.45 |
3.6% |
45% |
False |
False |
204,211 |
60 |
44.05 |
36.58 |
7.47 |
18.7% |
1.37 |
3.4% |
45% |
False |
False |
154,748 |
80 |
44.05 |
36.58 |
7.47 |
18.7% |
1.42 |
3.6% |
45% |
False |
False |
123,841 |
100 |
44.05 |
31.75 |
12.30 |
30.8% |
1.54 |
3.9% |
67% |
False |
False |
103,008 |
120 |
44.05 |
24.43 |
19.62 |
49.1% |
1.67 |
4.2% |
79% |
False |
False |
90,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.90 |
2.618 |
43.15 |
1.618 |
42.08 |
1.000 |
41.42 |
0.618 |
41.01 |
HIGH |
40.35 |
0.618 |
39.94 |
0.500 |
39.82 |
0.382 |
39.69 |
LOW |
39.28 |
0.618 |
38.62 |
1.000 |
38.21 |
1.618 |
37.55 |
2.618 |
36.48 |
4.250 |
34.73 |
|
|
Fisher Pivots for day following 07-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
39.91 |
39.61 |
PP |
39.86 |
39.27 |
S1 |
39.82 |
38.93 |
|