NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.91 |
39.98 |
-0.93 |
-2.3% |
41.21 |
High |
41.21 |
40.04 |
-1.17 |
-2.8% |
42.15 |
Low |
39.88 |
38.61 |
-1.27 |
-3.2% |
39.88 |
Close |
40.15 |
38.89 |
-1.26 |
-3.1% |
40.15 |
Range |
1.33 |
1.43 |
0.10 |
7.5% |
2.27 |
ATR |
1.45 |
1.45 |
0.01 |
0.5% |
0.00 |
Volume |
68,677 |
102,216 |
33,539 |
48.8% |
427,798 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.47 |
42.61 |
39.68 |
|
R3 |
42.04 |
41.18 |
39.28 |
|
R2 |
40.61 |
40.61 |
39.15 |
|
R1 |
39.75 |
39.75 |
39.02 |
39.47 |
PP |
39.18 |
39.18 |
39.18 |
39.04 |
S1 |
38.32 |
38.32 |
38.76 |
38.04 |
S2 |
37.75 |
37.75 |
38.63 |
|
S3 |
36.32 |
36.89 |
38.50 |
|
S4 |
34.89 |
35.46 |
38.10 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.54 |
46.11 |
41.40 |
|
R3 |
45.27 |
43.84 |
40.77 |
|
R2 |
43.00 |
43.00 |
40.57 |
|
R1 |
41.57 |
41.57 |
40.36 |
41.15 |
PP |
40.73 |
40.73 |
40.73 |
40.52 |
S1 |
39.30 |
39.30 |
39.94 |
38.88 |
S2 |
38.46 |
38.46 |
39.73 |
|
S3 |
36.19 |
37.03 |
39.53 |
|
S4 |
33.92 |
34.76 |
38.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.15 |
38.61 |
3.54 |
9.1% |
1.44 |
3.7% |
8% |
False |
True |
91,176 |
10 |
42.15 |
38.61 |
3.54 |
9.1% |
1.32 |
3.4% |
8% |
False |
True |
85,019 |
20 |
42.15 |
37.30 |
4.85 |
12.5% |
1.55 |
4.0% |
33% |
False |
False |
81,229 |
40 |
44.48 |
37.30 |
7.18 |
18.5% |
1.51 |
3.9% |
22% |
False |
False |
59,352 |
60 |
44.60 |
37.30 |
7.30 |
18.8% |
1.34 |
3.5% |
22% |
False |
False |
48,191 |
80 |
44.60 |
37.30 |
7.30 |
18.8% |
1.28 |
3.3% |
22% |
False |
False |
39,837 |
100 |
44.60 |
35.94 |
8.66 |
22.3% |
1.39 |
3.6% |
34% |
False |
False |
34,608 |
120 |
44.60 |
30.34 |
14.26 |
36.7% |
1.42 |
3.6% |
60% |
False |
False |
30,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.12 |
2.618 |
43.78 |
1.618 |
42.35 |
1.000 |
41.47 |
0.618 |
40.92 |
HIGH |
40.04 |
0.618 |
39.49 |
0.500 |
39.33 |
0.382 |
39.16 |
LOW |
38.61 |
0.618 |
37.73 |
1.000 |
37.18 |
1.618 |
36.30 |
2.618 |
34.87 |
4.250 |
32.53 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
39.33 |
39.96 |
PP |
39.18 |
39.60 |
S1 |
39.04 |
39.25 |
|