NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 12-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
41.88 |
41.10 |
-0.78 |
-1.9% |
37.74 |
High |
42.06 |
41.11 |
-0.95 |
-2.3% |
42.06 |
Low |
41.04 |
39.74 |
-1.30 |
-3.2% |
37.72 |
Close |
41.27 |
40.11 |
-1.16 |
-2.8% |
41.27 |
Range |
1.02 |
1.37 |
0.35 |
34.3% |
4.34 |
ATR |
1.56 |
1.56 |
0.00 |
-0.1% |
0.00 |
Volume |
74,032 |
77,915 |
3,883 |
5.2% |
439,658 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.43 |
43.64 |
40.86 |
|
R3 |
43.06 |
42.27 |
40.49 |
|
R2 |
41.69 |
41.69 |
40.36 |
|
R1 |
40.90 |
40.90 |
40.24 |
40.61 |
PP |
40.32 |
40.32 |
40.32 |
40.18 |
S1 |
39.53 |
39.53 |
39.98 |
39.24 |
S2 |
38.95 |
38.95 |
39.86 |
|
S3 |
37.58 |
38.16 |
39.73 |
|
S4 |
36.21 |
36.79 |
39.36 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.37 |
51.66 |
43.66 |
|
R3 |
49.03 |
47.32 |
42.46 |
|
R2 |
44.69 |
44.69 |
42.07 |
|
R1 |
42.98 |
42.98 |
41.67 |
43.84 |
PP |
40.35 |
40.35 |
40.35 |
40.78 |
S1 |
38.64 |
38.64 |
40.87 |
39.50 |
S2 |
36.01 |
36.01 |
40.47 |
|
S3 |
31.67 |
34.30 |
40.08 |
|
S4 |
27.33 |
29.96 |
38.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.06 |
39.74 |
2.32 |
5.8% |
1.32 |
3.3% |
16% |
False |
True |
87,067 |
10 |
42.06 |
37.30 |
4.76 |
11.9% |
1.78 |
4.4% |
59% |
False |
False |
77,440 |
20 |
42.36 |
37.30 |
5.06 |
12.6% |
1.59 |
4.0% |
56% |
False |
False |
59,651 |
40 |
44.60 |
37.30 |
7.30 |
18.2% |
1.40 |
3.5% |
38% |
False |
False |
44,274 |
60 |
44.60 |
37.30 |
7.30 |
18.2% |
1.31 |
3.3% |
38% |
False |
False |
36,800 |
80 |
44.60 |
37.30 |
7.30 |
18.2% |
1.32 |
3.3% |
38% |
False |
False |
31,142 |
100 |
44.60 |
33.62 |
10.98 |
27.4% |
1.42 |
3.5% |
59% |
False |
False |
27,229 |
120 |
44.60 |
27.77 |
16.83 |
42.0% |
1.48 |
3.7% |
73% |
False |
False |
24,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.93 |
2.618 |
44.70 |
1.618 |
43.33 |
1.000 |
42.48 |
0.618 |
41.96 |
HIGH |
41.11 |
0.618 |
40.59 |
0.500 |
40.43 |
0.382 |
40.26 |
LOW |
39.74 |
0.618 |
38.89 |
1.000 |
38.37 |
1.618 |
37.52 |
2.618 |
36.15 |
4.250 |
33.92 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.43 |
40.90 |
PP |
40.32 |
40.64 |
S1 |
40.22 |
40.37 |
|