NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 14-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.20 |
40.84 |
0.64 |
1.6% |
37.74 |
High |
41.12 |
41.74 |
0.62 |
1.5% |
42.06 |
Low |
40.05 |
40.48 |
0.43 |
1.1% |
37.72 |
Close |
40.85 |
41.66 |
0.81 |
2.0% |
41.27 |
Range |
1.07 |
1.26 |
0.19 |
17.8% |
4.34 |
ATR |
1.52 |
1.50 |
-0.02 |
-1.2% |
0.00 |
Volume |
93,995 |
80,754 |
-13,241 |
-14.1% |
439,658 |
|
Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.07 |
44.63 |
42.35 |
|
R3 |
43.81 |
43.37 |
42.01 |
|
R2 |
42.55 |
42.55 |
41.89 |
|
R1 |
42.11 |
42.11 |
41.78 |
42.33 |
PP |
41.29 |
41.29 |
41.29 |
41.41 |
S1 |
40.85 |
40.85 |
41.54 |
41.07 |
S2 |
40.03 |
40.03 |
41.43 |
|
S3 |
38.77 |
39.59 |
41.31 |
|
S4 |
37.51 |
38.33 |
40.97 |
|
|
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 |
5.6% |
1.25 |
3.0% |
83% |
False |
False |
87,149 |
10 |
42.06 |
37.30 |
4.76 |
11.4% |
1.63 |
3.9% |
92% |
False |
False |
83,691 |
20 |
42.36 |
37.30 |
5.06 |
12.1% |
1.55 |
3.7% |
86% |
False |
False |
63,350 |
40 |
44.60 |
37.30 |
7.30 |
17.5% |
1.41 |
3.4% |
60% |
False |
False |
47,406 |
60 |
44.60 |
37.30 |
7.30 |
17.5% |
1.31 |
3.1% |
60% |
False |
False |
39,290 |
80 |
44.60 |
37.30 |
7.30 |
17.5% |
1.30 |
3.1% |
60% |
False |
False |
32,985 |
100 |
44.60 |
33.95 |
10.65 |
25.6% |
1.41 |
3.4% |
72% |
False |
False |
28,743 |
120 |
44.60 |
27.77 |
16.83 |
40.4% |
1.47 |
3.5% |
83% |
False |
False |
25,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.10 |
2.618 |
45.04 |
1.618 |
43.78 |
1.000 |
43.00 |
0.618 |
42.52 |
HIGH |
41.74 |
0.618 |
41.26 |
0.500 |
41.11 |
0.382 |
40.96 |
LOW |
40.48 |
0.618 |
39.70 |
1.000 |
39.22 |
1.618 |
38.44 |
2.618 |
37.18 |
4.250 |
35.13 |
|
|
Fisher Pivots for day following 14-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.48 |
41.35 |
PP |
41.29 |
41.05 |
S1 |
41.11 |
40.74 |
|