NYMEX Light Sweet Crude Oil Future December 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 |
39.80 |
40.49 |
0.69 |
1.7% |
37.34 |
High |
40.79 |
41.43 |
0.64 |
1.6% |
41.74 |
Low |
39.65 |
40.12 |
0.47 |
1.2% |
37.32 |
Close |
40.49 |
41.34 |
0.85 |
2.1% |
40.91 |
Range |
1.14 |
1.31 |
0.17 |
14.9% |
4.42 |
ATR |
1.56 |
1.55 |
-0.02 |
-1.2% |
0.00 |
Volume |
248,708 |
264,494 |
15,786 |
6.3% |
1,028,992 |
|
Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.89 |
44.43 |
42.06 |
|
R3 |
43.58 |
43.12 |
41.70 |
|
R2 |
42.27 |
42.27 |
41.58 |
|
R1 |
41.81 |
41.81 |
41.46 |
42.04 |
PP |
40.96 |
40.96 |
40.96 |
41.08 |
S1 |
40.50 |
40.50 |
41.22 |
40.73 |
S2 |
39.65 |
39.65 |
41.10 |
|
S3 |
38.34 |
39.19 |
40.98 |
|
S4 |
37.03 |
37.88 |
40.62 |
|
|
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 |
5.8% |
1.29 |
3.1% |
83% |
False |
False |
227,440 |
10 |
41.74 |
36.93 |
4.81 |
11.6% |
1.66 |
4.0% |
92% |
False |
False |
206,262 |
20 |
42.02 |
36.93 |
5.09 |
12.3% |
1.59 |
3.8% |
87% |
False |
False |
155,942 |
40 |
44.33 |
36.93 |
7.40 |
17.9% |
1.46 |
3.5% |
60% |
False |
False |
136,725 |
60 |
44.33 |
36.93 |
7.40 |
17.9% |
1.36 |
3.3% |
60% |
False |
False |
117,121 |
80 |
44.33 |
36.93 |
7.40 |
17.9% |
1.36 |
3.3% |
60% |
False |
False |
105,469 |
100 |
44.33 |
33.53 |
10.80 |
26.1% |
1.49 |
3.6% |
72% |
False |
False |
99,883 |
120 |
44.33 |
26.91 |
17.42 |
42.1% |
1.57 |
3.8% |
83% |
False |
False |
98,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.00 |
2.618 |
44.86 |
1.618 |
43.55 |
1.000 |
42.74 |
0.618 |
42.24 |
HIGH |
41.43 |
0.618 |
40.93 |
0.500 |
40.78 |
0.382 |
40.62 |
LOW |
40.12 |
0.618 |
39.31 |
1.000 |
38.81 |
1.618 |
38.00 |
2.618 |
36.69 |
4.250 |
34.55 |
|
|
Fisher Pivots for day following 14-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.15 |
41.03 |
PP |
40.96 |
40.71 |
S1 |
40.78 |
40.40 |
|