NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.49 |
41.43 |
0.94 |
2.3% |
37.34 |
High |
41.43 |
41.57 |
0.14 |
0.3% |
41.74 |
Low |
40.12 |
39.52 |
-0.60 |
-1.5% |
37.32 |
Close |
41.34 |
41.24 |
-0.10 |
-0.2% |
40.91 |
Range |
1.31 |
2.05 |
0.74 |
56.5% |
4.42 |
ATR |
1.55 |
1.58 |
0.04 |
2.3% |
0.00 |
Volume |
264,494 |
281,940 |
17,446 |
6.6% |
1,028,992 |
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.93 |
46.13 |
42.37 |
|
R3 |
44.88 |
44.08 |
41.80 |
|
R2 |
42.83 |
42.83 |
41.62 |
|
R1 |
42.03 |
42.03 |
41.43 |
41.41 |
PP |
40.78 |
40.78 |
40.78 |
40.46 |
S1 |
39.98 |
39.98 |
41.05 |
39.36 |
S2 |
38.73 |
38.73 |
40.86 |
|
S3 |
36.68 |
37.93 |
40.68 |
|
S4 |
34.63 |
35.88 |
40.11 |
|
|
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% |
1.39 |
3.4% |
79% |
False |
False |
231,034 |
10 |
41.74 |
36.93 |
4.81 |
11.7% |
1.59 |
3.9% |
90% |
False |
False |
217,336 |
20 |
42.02 |
36.93 |
5.09 |
12.3% |
1.60 |
3.9% |
85% |
False |
False |
162,383 |
40 |
44.33 |
36.93 |
7.40 |
17.9% |
1.50 |
3.6% |
58% |
False |
False |
142,069 |
60 |
44.33 |
36.93 |
7.40 |
17.9% |
1.39 |
3.4% |
58% |
False |
False |
121,001 |
80 |
44.33 |
36.93 |
7.40 |
17.9% |
1.37 |
3.3% |
58% |
False |
False |
108,256 |
100 |
44.33 |
33.53 |
10.80 |
26.2% |
1.49 |
3.6% |
71% |
False |
False |
101,995 |
120 |
44.33 |
26.91 |
17.42 |
42.2% |
1.57 |
3.8% |
82% |
False |
False |
100,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.28 |
2.618 |
46.94 |
1.618 |
44.89 |
1.000 |
43.62 |
0.618 |
42.84 |
HIGH |
41.57 |
0.618 |
40.79 |
0.500 |
40.55 |
0.382 |
40.30 |
LOW |
39.52 |
0.618 |
38.25 |
1.000 |
37.47 |
1.618 |
36.20 |
2.618 |
34.15 |
4.250 |
30.81 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.01 |
41.01 |
PP |
40.78 |
40.78 |
S1 |
40.55 |
40.55 |
|