NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 13-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.72 |
39.80 |
-0.92 |
-2.3% |
37.34 |
High |
40.75 |
40.79 |
0.04 |
0.1% |
41.74 |
Low |
39.36 |
39.65 |
0.29 |
0.7% |
37.32 |
Close |
39.73 |
40.49 |
0.76 |
1.9% |
40.91 |
Range |
1.39 |
1.14 |
-0.25 |
-18.0% |
4.42 |
ATR |
1.60 |
1.56 |
-0.03 |
-2.0% |
0.00 |
Volume |
186,653 |
248,708 |
62,055 |
33.2% |
1,028,992 |
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.73 |
43.25 |
41.12 |
|
R3 |
42.59 |
42.11 |
40.80 |
|
R2 |
41.45 |
41.45 |
40.70 |
|
R1 |
40.97 |
40.97 |
40.59 |
41.21 |
PP |
40.31 |
40.31 |
40.31 |
40.43 |
S1 |
39.83 |
39.83 |
40.39 |
40.07 |
S2 |
39.17 |
39.17 |
40.28 |
|
S3 |
38.03 |
38.69 |
40.18 |
|
S4 |
36.89 |
37.55 |
39.86 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.25 |
51.50 |
43.34 |
|
R3 |
48.83 |
47.08 |
42.13 |
|
R2 |
44.41 |
44.41 |
41.72 |
|
R1 |
42.66 |
42.66 |
41.32 |
43.54 |
PP |
39.99 |
39.99 |
39.99 |
40.43 |
S1 |
38.24 |
38.24 |
40.50 |
39.12 |
S2 |
35.57 |
35.57 |
40.10 |
|
S3 |
31.15 |
33.82 |
39.69 |
|
S4 |
26.73 |
29.40 |
38.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.74 |
39.36 |
2.38 |
5.9% |
1.23 |
3.0% |
47% |
False |
False |
220,466 |
10 |
41.74 |
36.93 |
4.81 |
11.9% |
1.70 |
4.2% |
74% |
False |
False |
195,367 |
20 |
42.02 |
36.93 |
5.09 |
12.6% |
1.62 |
4.0% |
70% |
False |
False |
153,712 |
40 |
44.33 |
36.93 |
7.40 |
18.3% |
1.45 |
3.6% |
48% |
False |
False |
131,740 |
60 |
44.33 |
36.93 |
7.40 |
18.3% |
1.37 |
3.4% |
48% |
False |
False |
114,322 |
80 |
44.33 |
36.93 |
7.40 |
18.3% |
1.37 |
3.4% |
48% |
False |
False |
102,789 |
100 |
44.33 |
33.12 |
11.21 |
27.7% |
1.50 |
3.7% |
66% |
False |
False |
97,922 |
120 |
44.33 |
26.91 |
17.42 |
43.0% |
1.57 |
3.9% |
78% |
False |
False |
96,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.64 |
2.618 |
43.77 |
1.618 |
42.63 |
1.000 |
41.93 |
0.618 |
41.49 |
HIGH |
40.79 |
0.618 |
40.35 |
0.500 |
40.22 |
0.382 |
40.09 |
LOW |
39.65 |
0.618 |
38.95 |
1.000 |
38.51 |
1.618 |
37.81 |
2.618 |
36.67 |
4.250 |
34.81 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.40 |
40.55 |
PP |
40.31 |
40.53 |
S1 |
40.22 |
40.51 |
|