NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
41.22 |
40.04 |
-1.18 |
-2.9% |
40.72 |
High |
41.59 |
41.02 |
-0.57 |
-1.4% |
41.57 |
Low |
39.78 |
39.71 |
-0.07 |
-0.2% |
39.36 |
Close |
40.03 |
40.64 |
0.61 |
1.5% |
41.12 |
Range |
1.81 |
1.31 |
-0.50 |
-27.6% |
2.21 |
ATR |
1.51 |
1.49 |
-0.01 |
-0.9% |
0.00 |
Volume |
366,899 |
307,494 |
-59,405 |
-16.2% |
1,238,335 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.39 |
43.82 |
41.36 |
|
R3 |
43.08 |
42.51 |
41.00 |
|
R2 |
41.77 |
41.77 |
40.88 |
|
R1 |
41.20 |
41.20 |
40.76 |
41.49 |
PP |
40.46 |
40.46 |
40.46 |
40.60 |
S1 |
39.89 |
39.89 |
40.52 |
40.18 |
S2 |
39.15 |
39.15 |
40.40 |
|
S3 |
37.84 |
38.58 |
40.28 |
|
S4 |
36.53 |
37.27 |
39.92 |
|
|
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 |
39.71 |
2.19 |
5.4% |
1.24 |
3.1% |
42% |
False |
True |
321,230 |
10 |
41.90 |
39.36 |
2.54 |
6.3% |
1.32 |
3.2% |
50% |
False |
False |
276,132 |
20 |
41.90 |
36.93 |
4.97 |
12.2% |
1.54 |
3.8% |
75% |
False |
False |
219,965 |
40 |
44.19 |
36.93 |
7.26 |
17.9% |
1.52 |
3.8% |
51% |
False |
False |
170,726 |
60 |
44.33 |
36.93 |
7.40 |
18.2% |
1.40 |
3.5% |
50% |
False |
False |
142,235 |
80 |
44.33 |
36.93 |
7.40 |
18.2% |
1.33 |
3.3% |
50% |
False |
False |
123,776 |
100 |
44.33 |
35.72 |
8.61 |
21.2% |
1.45 |
3.6% |
57% |
False |
False |
114,101 |
120 |
44.33 |
29.30 |
15.03 |
37.0% |
1.53 |
3.8% |
75% |
False |
False |
108,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.59 |
2.618 |
44.45 |
1.618 |
43.14 |
1.000 |
42.33 |
0.618 |
41.83 |
HIGH |
41.02 |
0.618 |
40.52 |
0.500 |
40.37 |
0.382 |
40.21 |
LOW |
39.71 |
0.618 |
38.90 |
1.000 |
38.40 |
1.618 |
37.59 |
2.618 |
36.28 |
4.250 |
34.14 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.55 |
40.81 |
PP |
40.46 |
40.75 |
S1 |
40.37 |
40.70 |
|