NYMEX Light Sweet Crude Oil Future December 2020
Trading Metrics calculated at close of trading on 30-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
37.39 |
36.07 |
-1.32 |
-3.5% |
39.69 |
High |
37.76 |
36.60 |
-1.16 |
-3.1% |
39.83 |
Low |
34.92 |
35.21 |
0.29 |
0.8% |
34.92 |
Close |
36.17 |
35.79 |
-0.38 |
-1.1% |
35.79 |
Range |
2.84 |
1.39 |
-1.45 |
-51.1% |
4.91 |
ATR |
1.65 |
1.63 |
-0.02 |
-1.1% |
0.00 |
Volume |
568,816 |
388,971 |
-179,845 |
-31.6% |
2,147,460 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.04 |
39.30 |
36.55 |
|
R3 |
38.65 |
37.91 |
36.17 |
|
R2 |
37.26 |
37.26 |
36.04 |
|
R1 |
36.52 |
36.52 |
35.92 |
36.20 |
PP |
35.87 |
35.87 |
35.87 |
35.70 |
S1 |
35.13 |
35.13 |
35.66 |
34.81 |
S2 |
34.48 |
34.48 |
35.54 |
|
S3 |
33.09 |
33.74 |
35.41 |
|
S4 |
31.70 |
32.35 |
35.03 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.58 |
48.59 |
38.49 |
|
R3 |
46.67 |
43.68 |
37.14 |
|
R2 |
41.76 |
41.76 |
36.69 |
|
R1 |
38.77 |
38.77 |
36.24 |
37.81 |
PP |
36.85 |
36.85 |
36.85 |
36.37 |
S1 |
33.86 |
33.86 |
35.34 |
32.90 |
S2 |
31.94 |
31.94 |
34.89 |
|
S3 |
27.03 |
28.95 |
34.44 |
|
S4 |
22.12 |
24.04 |
33.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.83 |
34.92 |
4.91 |
13.7% |
1.81 |
5.1% |
18% |
False |
False |
429,492 |
10 |
41.90 |
34.92 |
6.98 |
19.5% |
1.57 |
4.4% |
12% |
False |
False |
376,600 |
20 |
41.90 |
34.92 |
6.98 |
19.5% |
1.53 |
4.3% |
12% |
False |
False |
301,666 |
40 |
42.56 |
34.92 |
7.64 |
21.3% |
1.62 |
4.5% |
11% |
False |
False |
216,929 |
60 |
44.33 |
34.92 |
9.41 |
26.3% |
1.42 |
4.0% |
9% |
False |
False |
172,738 |
80 |
44.33 |
34.92 |
9.41 |
26.3% |
1.37 |
3.8% |
9% |
False |
False |
148,299 |
100 |
44.33 |
34.92 |
9.41 |
26.3% |
1.45 |
4.0% |
9% |
False |
False |
133,700 |
120 |
44.33 |
29.68 |
14.65 |
40.9% |
1.51 |
4.2% |
42% |
False |
False |
124,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.51 |
2.618 |
40.24 |
1.618 |
38.85 |
1.000 |
37.99 |
0.618 |
37.46 |
HIGH |
36.60 |
0.618 |
36.07 |
0.500 |
35.91 |
0.382 |
35.74 |
LOW |
35.21 |
0.618 |
34.35 |
1.000 |
33.82 |
1.618 |
32.96 |
2.618 |
31.57 |
4.250 |
29.30 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
35.91 |
36.97 |
PP |
35.87 |
36.57 |
S1 |
35.83 |
36.18 |
|