NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 14-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.53 |
40.19 |
0.66 |
1.7% |
37.00 |
High |
40.53 |
41.15 |
0.62 |
1.5% |
41.47 |
Low |
39.35 |
39.82 |
0.47 |
1.2% |
37.00 |
Close |
40.20 |
41.04 |
0.84 |
2.1% |
40.60 |
Range |
1.18 |
1.33 |
0.15 |
12.7% |
4.47 |
ATR |
1.60 |
1.58 |
-0.02 |
-1.2% |
0.00 |
Volume |
375,470 |
328,295 |
-47,175 |
-12.6% |
1,953,665 |
|
Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.66 |
44.18 |
41.77 |
|
R3 |
43.33 |
42.85 |
41.41 |
|
R2 |
42.00 |
42.00 |
41.28 |
|
R1 |
41.52 |
41.52 |
41.16 |
41.76 |
PP |
40.67 |
40.67 |
40.67 |
40.79 |
S1 |
40.19 |
40.19 |
40.92 |
40.43 |
S2 |
39.34 |
39.34 |
40.80 |
|
S3 |
38.01 |
38.86 |
40.67 |
|
S4 |
36.68 |
37.53 |
40.31 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.10 |
51.32 |
43.06 |
|
R3 |
48.63 |
46.85 |
41.83 |
|
R2 |
44.16 |
44.16 |
41.42 |
|
R1 |
42.38 |
42.38 |
41.01 |
43.27 |
PP |
39.69 |
39.69 |
39.69 |
40.14 |
S1 |
37.91 |
37.91 |
40.19 |
38.80 |
S2 |
35.22 |
35.22 |
39.78 |
|
S3 |
30.75 |
33.44 |
39.37 |
|
S4 |
26.28 |
28.97 |
38.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.47 |
39.04 |
2.43 |
5.9% |
1.32 |
3.2% |
82% |
False |
False |
353,458 |
10 |
41.47 |
36.63 |
4.84 |
11.8% |
1.70 |
4.1% |
91% |
False |
False |
381,433 |
20 |
41.72 |
36.63 |
5.09 |
12.4% |
1.62 |
3.9% |
87% |
False |
False |
341,123 |
40 |
44.05 |
36.58 |
7.47 |
18.2% |
1.50 |
3.7% |
60% |
False |
False |
238,879 |
60 |
44.05 |
36.58 |
7.47 |
18.2% |
1.40 |
3.4% |
60% |
False |
False |
181,789 |
80 |
44.05 |
36.58 |
7.47 |
18.2% |
1.40 |
3.4% |
60% |
False |
False |
144,668 |
100 |
44.05 |
33.09 |
10.96 |
26.7% |
1.51 |
3.7% |
73% |
False |
False |
119,787 |
120 |
44.05 |
25.99 |
18.06 |
44.0% |
1.58 |
3.8% |
83% |
False |
False |
103,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.80 |
2.618 |
44.63 |
1.618 |
43.30 |
1.000 |
42.48 |
0.618 |
41.97 |
HIGH |
41.15 |
0.618 |
40.64 |
0.500 |
40.49 |
0.382 |
40.33 |
LOW |
39.82 |
0.618 |
39.00 |
1.000 |
38.49 |
1.618 |
37.67 |
2.618 |
36.34 |
4.250 |
34.17 |
|
|
Fisher Pivots for day following 14-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.86 |
40.73 |
PP |
40.67 |
40.41 |
S1 |
40.49 |
40.10 |
|