NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.98 |
38.95 |
-1.03 |
-2.6% |
41.21 |
High |
40.04 |
40.13 |
0.09 |
0.2% |
42.15 |
Low |
38.61 |
38.83 |
0.22 |
0.6% |
39.88 |
Close |
38.89 |
39.87 |
0.98 |
2.5% |
40.15 |
Range |
1.43 |
1.30 |
-0.13 |
-9.1% |
2.27 |
ATR |
1.45 |
1.44 |
-0.01 |
-0.7% |
0.00 |
Volume |
102,216 |
93,875 |
-8,341 |
-8.2% |
427,798 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.51 |
42.99 |
40.59 |
|
R3 |
42.21 |
41.69 |
40.23 |
|
R2 |
40.91 |
40.91 |
40.11 |
|
R1 |
40.39 |
40.39 |
39.99 |
40.65 |
PP |
39.61 |
39.61 |
39.61 |
39.74 |
S1 |
39.09 |
39.09 |
39.75 |
39.35 |
S2 |
38.31 |
38.31 |
39.63 |
|
S3 |
37.01 |
37.79 |
39.51 |
|
S4 |
35.71 |
36.49 |
39.16 |
|
|
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 |
41.85 |
38.61 |
3.24 |
8.1% |
1.43 |
3.6% |
39% |
False |
False |
90,634 |
10 |
42.15 |
38.61 |
3.54 |
8.9% |
1.34 |
3.4% |
36% |
False |
False |
85,007 |
20 |
42.15 |
37.30 |
4.85 |
12.2% |
1.50 |
3.8% |
53% |
False |
False |
83,241 |
40 |
44.27 |
37.30 |
6.97 |
17.5% |
1.52 |
3.8% |
37% |
False |
False |
61,322 |
60 |
44.60 |
37.30 |
7.30 |
18.3% |
1.34 |
3.4% |
35% |
False |
False |
49,376 |
80 |
44.60 |
37.30 |
7.30 |
18.3% |
1.28 |
3.2% |
35% |
False |
False |
40,809 |
100 |
44.60 |
35.94 |
8.66 |
21.7% |
1.38 |
3.5% |
45% |
False |
False |
35,340 |
120 |
44.60 |
30.35 |
14.25 |
35.7% |
1.41 |
3.5% |
67% |
False |
False |
31,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.66 |
2.618 |
43.53 |
1.618 |
42.23 |
1.000 |
41.43 |
0.618 |
40.93 |
HIGH |
40.13 |
0.618 |
39.63 |
0.500 |
39.48 |
0.382 |
39.33 |
LOW |
38.83 |
0.618 |
38.03 |
1.000 |
37.53 |
1.618 |
36.73 |
2.618 |
35.43 |
4.250 |
33.31 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
39.74 |
39.91 |
PP |
39.61 |
39.90 |
S1 |
39.48 |
39.88 |
|