NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 08-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.83 |
39.99 |
0.16 |
0.4% |
40.07 |
High |
40.35 |
41.33 |
0.98 |
2.4% |
40.80 |
Low |
39.28 |
39.76 |
0.48 |
1.2% |
36.63 |
Close |
39.95 |
41.19 |
1.24 |
3.1% |
37.05 |
Range |
1.07 |
1.57 |
0.50 |
46.7% |
4.17 |
ATR |
1.69 |
1.68 |
-0.01 |
-0.5% |
0.00 |
Volume |
433,065 |
409,787 |
-23,278 |
-5.4% |
1,781,188 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.47 |
44.90 |
42.05 |
|
R3 |
43.90 |
43.33 |
41.62 |
|
R2 |
42.33 |
42.33 |
41.48 |
|
R1 |
41.76 |
41.76 |
41.33 |
42.05 |
PP |
40.76 |
40.76 |
40.76 |
40.90 |
S1 |
40.19 |
40.19 |
41.05 |
40.48 |
S2 |
39.19 |
39.19 |
40.90 |
|
S3 |
37.62 |
38.62 |
40.76 |
|
S4 |
36.05 |
37.05 |
40.33 |
|
|
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 |
41.33 |
36.63 |
4.70 |
11.4% |
1.83 |
4.4% |
97% |
True |
False |
402,678 |
10 |
41.33 |
36.63 |
4.70 |
11.4% |
1.79 |
4.4% |
97% |
True |
False |
363,217 |
20 |
41.72 |
36.63 |
5.09 |
12.4% |
1.64 |
4.0% |
90% |
False |
False |
315,167 |
40 |
44.05 |
36.58 |
7.47 |
18.1% |
1.46 |
3.5% |
62% |
False |
False |
211,912 |
60 |
44.05 |
36.58 |
7.47 |
18.1% |
1.38 |
3.4% |
62% |
False |
False |
160,982 |
80 |
44.05 |
36.58 |
7.47 |
18.1% |
1.41 |
3.4% |
62% |
False |
False |
128,724 |
100 |
44.05 |
32.79 |
11.26 |
27.3% |
1.53 |
3.7% |
75% |
False |
False |
106,843 |
120 |
44.05 |
24.43 |
19.62 |
47.6% |
1.67 |
4.1% |
85% |
False |
False |
93,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.00 |
2.618 |
45.44 |
1.618 |
43.87 |
1.000 |
42.90 |
0.618 |
42.30 |
HIGH |
41.33 |
0.618 |
40.73 |
0.500 |
40.55 |
0.382 |
40.36 |
LOW |
39.76 |
0.618 |
38.79 |
1.000 |
38.19 |
1.618 |
37.22 |
2.618 |
35.65 |
4.250 |
33.09 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.98 |
40.87 |
PP |
40.76 |
40.54 |
S1 |
40.55 |
40.22 |
|