NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.92 |
40.93 |
0.01 |
0.0% |
40.72 |
High |
41.46 |
41.90 |
0.44 |
1.1% |
41.57 |
Low |
40.77 |
40.46 |
-0.31 |
-0.8% |
39.36 |
Close |
41.06 |
41.70 |
0.64 |
1.6% |
41.12 |
Range |
0.69 |
1.44 |
0.75 |
108.7% |
2.21 |
ATR |
1.48 |
1.47 |
0.00 |
-0.2% |
0.00 |
Volume |
314,646 |
360,574 |
45,928 |
14.6% |
1,238,335 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.67 |
45.13 |
42.49 |
|
R3 |
44.23 |
43.69 |
42.10 |
|
R2 |
42.79 |
42.79 |
41.96 |
|
R1 |
42.25 |
42.25 |
41.83 |
42.52 |
PP |
41.35 |
41.35 |
41.35 |
41.49 |
S1 |
40.81 |
40.81 |
41.57 |
41.08 |
S2 |
39.91 |
39.91 |
41.44 |
|
S3 |
38.47 |
39.37 |
41.30 |
|
S4 |
37.03 |
37.93 |
40.91 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.31 |
46.43 |
42.34 |
|
R3 |
45.10 |
44.22 |
41.73 |
|
R2 |
42.89 |
42.89 |
41.53 |
|
R1 |
42.01 |
42.01 |
41.32 |
42.45 |
PP |
40.68 |
40.68 |
40.68 |
40.91 |
S1 |
39.80 |
39.80 |
40.92 |
40.24 |
S2 |
38.47 |
38.47 |
40.71 |
|
S3 |
36.26 |
37.59 |
40.51 |
|
S4 |
34.05 |
35.38 |
39.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.90 |
39.52 |
2.38 |
5.7% |
1.29 |
3.1% |
92% |
True |
False |
295,638 |
10 |
41.90 |
39.36 |
2.54 |
6.1% |
1.26 |
3.0% |
92% |
True |
False |
258,052 |
20 |
41.90 |
36.93 |
4.97 |
11.9% |
1.52 |
3.6% |
96% |
True |
False |
194,544 |
40 |
44.33 |
36.93 |
7.40 |
17.7% |
1.49 |
3.6% |
64% |
False |
False |
158,986 |
60 |
44.33 |
36.93 |
7.40 |
17.7% |
1.38 |
3.3% |
64% |
False |
False |
132,870 |
80 |
44.33 |
36.93 |
7.40 |
17.7% |
1.33 |
3.2% |
64% |
False |
False |
117,070 |
100 |
44.33 |
35.72 |
8.61 |
20.6% |
1.45 |
3.5% |
69% |
False |
False |
109,037 |
120 |
44.33 |
27.57 |
16.76 |
40.2% |
1.55 |
3.7% |
84% |
False |
False |
105,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.02 |
2.618 |
45.67 |
1.618 |
44.23 |
1.000 |
43.34 |
0.618 |
42.79 |
HIGH |
41.90 |
0.618 |
41.35 |
0.500 |
41.18 |
0.382 |
41.01 |
LOW |
40.46 |
0.618 |
39.57 |
1.000 |
39.02 |
1.618 |
38.13 |
2.618 |
36.69 |
4.250 |
34.34 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.53 |
41.51 |
PP |
41.35 |
41.31 |
S1 |
41.18 |
41.12 |
|