NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 06-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
38.18 |
40.37 |
2.19 |
5.7% |
40.91 |
High |
40.70 |
41.77 |
1.07 |
2.6% |
41.67 |
Low |
38.18 |
40.12 |
1.94 |
5.1% |
37.71 |
Close |
40.28 |
41.61 |
1.33 |
3.3% |
38.15 |
Range |
2.52 |
1.65 |
-0.87 |
-34.5% |
3.96 |
ATR |
1.56 |
1.57 |
0.01 |
0.4% |
0.00 |
Volume |
31,997 |
30,698 |
-1,299 |
-4.1% |
133,858 |
|
Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.12 |
45.51 |
42.52 |
|
R3 |
44.47 |
43.86 |
42.06 |
|
R2 |
42.82 |
42.82 |
41.91 |
|
R1 |
42.21 |
42.21 |
41.76 |
42.52 |
PP |
41.17 |
41.17 |
41.17 |
41.32 |
S1 |
40.56 |
40.56 |
41.46 |
40.87 |
S2 |
39.52 |
39.52 |
41.31 |
|
S3 |
37.87 |
38.91 |
41.16 |
|
S4 |
36.22 |
37.26 |
40.70 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.06 |
48.56 |
40.33 |
|
R3 |
47.10 |
44.60 |
39.24 |
|
R2 |
43.14 |
43.14 |
38.88 |
|
R1 |
40.64 |
40.64 |
38.51 |
39.91 |
PP |
39.18 |
39.18 |
39.18 |
38.81 |
S1 |
36.68 |
36.68 |
37.79 |
35.95 |
S2 |
35.22 |
35.22 |
37.42 |
|
S3 |
31.26 |
32.72 |
37.06 |
|
S4 |
27.30 |
28.76 |
35.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.77 |
37.71 |
4.06 |
9.8% |
2.06 |
5.0% |
96% |
True |
False |
32,379 |
10 |
41.77 |
37.71 |
4.06 |
9.8% |
1.68 |
4.0% |
96% |
True |
False |
27,673 |
20 |
42.67 |
37.71 |
4.96 |
11.9% |
1.54 |
3.7% |
79% |
False |
False |
26,938 |
40 |
44.84 |
37.71 |
7.13 |
17.1% |
1.31 |
3.1% |
55% |
False |
False |
21,170 |
60 |
44.84 |
37.71 |
7.13 |
17.1% |
1.22 |
2.9% |
55% |
False |
False |
16,904 |
80 |
44.84 |
36.33 |
8.51 |
20.5% |
1.27 |
3.0% |
62% |
False |
False |
14,309 |
100 |
44.84 |
31.75 |
13.09 |
31.5% |
1.34 |
3.2% |
75% |
False |
False |
12,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.78 |
2.618 |
46.09 |
1.618 |
44.44 |
1.000 |
43.42 |
0.618 |
42.79 |
HIGH |
41.77 |
0.618 |
41.14 |
0.500 |
40.95 |
0.382 |
40.75 |
LOW |
40.12 |
0.618 |
39.10 |
1.000 |
38.47 |
1.618 |
37.45 |
2.618 |
35.80 |
4.250 |
33.11 |
|
|
Fisher Pivots for day following 06-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.39 |
40.99 |
PP |
41.17 |
40.36 |
S1 |
40.95 |
39.74 |
|