NYMEX Light Sweet Crude Oil Future January 2021
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 |
41.45 |
40.31 |
-1.14 |
-2.8% |
41.10 |
High |
41.85 |
41.31 |
-0.54 |
-1.3% |
41.87 |
Low |
40.07 |
40.00 |
-0.07 |
-0.2% |
39.74 |
Close |
40.31 |
40.94 |
0.63 |
1.6% |
41.42 |
Range |
1.78 |
1.31 |
-0.47 |
-26.4% |
2.13 |
ATR |
1.47 |
1.45 |
-0.01 |
-0.8% |
0.00 |
Volume |
101,479 |
86,926 |
-14,553 |
-14.3% |
398,092 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.68 |
44.12 |
41.66 |
|
R3 |
43.37 |
42.81 |
41.30 |
|
R2 |
42.06 |
42.06 |
41.18 |
|
R1 |
41.50 |
41.50 |
41.06 |
41.78 |
PP |
40.75 |
40.75 |
40.75 |
40.89 |
S1 |
40.19 |
40.19 |
40.82 |
40.47 |
S2 |
39.44 |
39.44 |
40.70 |
|
S3 |
38.13 |
38.88 |
40.58 |
|
S4 |
36.82 |
37.57 |
40.22 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.40 |
46.54 |
42.59 |
|
R3 |
45.27 |
44.41 |
42.01 |
|
R2 |
43.14 |
43.14 |
41.81 |
|
R1 |
42.28 |
42.28 |
41.62 |
42.71 |
PP |
41.01 |
41.01 |
41.01 |
41.23 |
S1 |
40.15 |
40.15 |
41.22 |
40.58 |
S2 |
38.88 |
38.88 |
41.03 |
|
S3 |
36.75 |
38.02 |
40.83 |
|
S4 |
34.62 |
35.89 |
40.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.15 |
40.00 |
2.15 |
5.3% |
1.21 |
3.0% |
44% |
False |
True |
83,799 |
10 |
42.15 |
39.74 |
2.41 |
5.9% |
1.28 |
3.1% |
50% |
False |
False |
83,124 |
20 |
42.15 |
37.30 |
4.85 |
11.8% |
1.50 |
3.7% |
75% |
False |
False |
76,141 |
40 |
44.48 |
37.30 |
7.18 |
17.5% |
1.48 |
3.6% |
51% |
False |
False |
55,995 |
60 |
44.60 |
37.30 |
7.30 |
17.8% |
1.35 |
3.3% |
50% |
False |
False |
45,928 |
80 |
44.60 |
37.30 |
7.30 |
17.8% |
1.27 |
3.1% |
50% |
False |
False |
38,235 |
100 |
44.60 |
35.94 |
8.66 |
21.2% |
1.38 |
3.4% |
58% |
False |
False |
33,097 |
120 |
44.60 |
30.00 |
14.60 |
35.7% |
1.44 |
3.5% |
75% |
False |
False |
29,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.88 |
2.618 |
44.74 |
1.618 |
43.43 |
1.000 |
42.62 |
0.618 |
42.12 |
HIGH |
41.31 |
0.618 |
40.81 |
0.500 |
40.66 |
0.382 |
40.50 |
LOW |
40.00 |
0.618 |
39.19 |
1.000 |
38.69 |
1.618 |
37.88 |
2.618 |
36.57 |
4.250 |
34.43 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.85 |
41.08 |
PP |
40.75 |
41.03 |
S1 |
40.66 |
40.99 |
|