NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 13-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
41.10 |
40.20 |
-0.90 |
-2.2% |
37.74 |
High |
41.11 |
41.12 |
0.01 |
0.0% |
42.06 |
Low |
39.74 |
40.05 |
0.31 |
0.8% |
37.72 |
Close |
40.11 |
40.85 |
0.74 |
1.8% |
41.27 |
Range |
1.37 |
1.07 |
-0.30 |
-21.9% |
4.34 |
ATR |
1.56 |
1.52 |
-0.03 |
-2.2% |
0.00 |
Volume |
77,915 |
93,995 |
16,080 |
20.6% |
439,658 |
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.88 |
43.44 |
41.44 |
|
R3 |
42.81 |
42.37 |
41.14 |
|
R2 |
41.74 |
41.74 |
41.05 |
|
R1 |
41.30 |
41.30 |
40.95 |
41.52 |
PP |
40.67 |
40.67 |
40.67 |
40.79 |
S1 |
40.23 |
40.23 |
40.75 |
40.45 |
S2 |
39.60 |
39.60 |
40.65 |
|
S3 |
38.53 |
39.16 |
40.56 |
|
S4 |
37.46 |
38.09 |
40.26 |
|
|
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 |
5.7% |
1.19 |
2.9% |
48% |
False |
False |
90,242 |
10 |
42.06 |
37.30 |
4.76 |
11.7% |
1.66 |
4.1% |
75% |
False |
False |
81,475 |
20 |
42.36 |
37.30 |
5.06 |
12.4% |
1.58 |
3.9% |
70% |
False |
False |
62,102 |
40 |
44.60 |
37.30 |
7.30 |
17.9% |
1.40 |
3.4% |
49% |
False |
False |
45,897 |
60 |
44.60 |
37.30 |
7.30 |
17.9% |
1.31 |
3.2% |
49% |
False |
False |
38,242 |
80 |
44.60 |
37.30 |
7.30 |
17.9% |
1.31 |
3.2% |
49% |
False |
False |
32,087 |
100 |
44.60 |
33.62 |
10.98 |
26.9% |
1.42 |
3.5% |
66% |
False |
False |
28,021 |
120 |
44.60 |
27.77 |
16.83 |
41.2% |
1.47 |
3.6% |
78% |
False |
False |
25,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.67 |
2.618 |
43.92 |
1.618 |
42.85 |
1.000 |
42.19 |
0.618 |
41.78 |
HIGH |
41.12 |
0.618 |
40.71 |
0.500 |
40.59 |
0.382 |
40.46 |
LOW |
40.05 |
0.618 |
39.39 |
1.000 |
38.98 |
1.618 |
38.32 |
2.618 |
37.25 |
4.250 |
35.50 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.76 |
40.90 |
PP |
40.67 |
40.88 |
S1 |
40.59 |
40.87 |
|