NYMEX Light Sweet Crude Oil Future January 2021
Trading Metrics calculated at close of trading on 29-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
39.30 |
37.76 |
-1.54 |
-3.9% |
41.21 |
High |
39.33 |
38.10 |
-1.23 |
-3.1% |
42.15 |
Low |
37.32 |
35.28 |
-2.04 |
-5.5% |
39.88 |
Close |
37.72 |
36.51 |
-1.21 |
-3.2% |
40.15 |
Range |
2.01 |
2.82 |
0.81 |
40.3% |
2.27 |
ATR |
1.52 |
1.61 |
0.09 |
6.1% |
0.00 |
Volume |
163,971 |
185,121 |
21,150 |
12.9% |
427,798 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.09 |
43.62 |
38.06 |
|
R3 |
42.27 |
40.80 |
37.29 |
|
R2 |
39.45 |
39.45 |
37.03 |
|
R1 |
37.98 |
37.98 |
36.77 |
37.31 |
PP |
36.63 |
36.63 |
36.63 |
36.29 |
S1 |
35.16 |
35.16 |
36.25 |
34.49 |
S2 |
33.81 |
33.81 |
35.99 |
|
S3 |
30.99 |
32.34 |
35.73 |
|
S4 |
28.17 |
29.52 |
34.96 |
|
|
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 |
41.21 |
35.28 |
5.93 |
16.2% |
1.78 |
4.9% |
21% |
False |
True |
122,772 |
10 |
42.15 |
35.28 |
6.87 |
18.8% |
1.50 |
4.1% |
18% |
False |
True |
103,285 |
20 |
42.15 |
35.28 |
6.87 |
18.8% |
1.53 |
4.2% |
18% |
False |
True |
94,162 |
40 |
42.92 |
35.28 |
7.64 |
20.9% |
1.58 |
4.3% |
16% |
False |
True |
68,652 |
60 |
44.60 |
35.28 |
9.32 |
25.5% |
1.36 |
3.7% |
13% |
False |
True |
53,977 |
80 |
44.60 |
35.28 |
9.32 |
25.5% |
1.32 |
3.6% |
13% |
False |
True |
44,835 |
100 |
44.60 |
35.28 |
9.32 |
25.5% |
1.39 |
3.8% |
13% |
False |
True |
38,562 |
120 |
44.60 |
30.35 |
14.25 |
39.0% |
1.42 |
3.9% |
43% |
False |
False |
34,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.09 |
2.618 |
45.48 |
1.618 |
42.66 |
1.000 |
40.92 |
0.618 |
39.84 |
HIGH |
38.10 |
0.618 |
37.02 |
0.500 |
36.69 |
0.382 |
36.36 |
LOW |
35.28 |
0.618 |
33.54 |
1.000 |
32.46 |
1.618 |
30.72 |
2.618 |
27.90 |
4.250 |
23.30 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
36.69 |
37.71 |
PP |
36.63 |
37.31 |
S1 |
36.57 |
36.91 |
|