NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 12-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
42.24 |
41.35 |
-0.89 |
-2.1% |
38.18 |
High |
42.35 |
41.44 |
-0.91 |
-2.1% |
42.35 |
Low |
41.37 |
40.11 |
-1.26 |
-3.0% |
38.18 |
Close |
41.60 |
40.47 |
-1.13 |
-2.7% |
41.60 |
Range |
0.98 |
1.33 |
0.35 |
35.7% |
4.17 |
ATR |
1.51 |
1.50 |
0.00 |
-0.1% |
0.00 |
Volume |
30,188 |
22,904 |
-7,284 |
-24.1% |
192,069 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.66 |
43.90 |
41.20 |
|
R3 |
43.33 |
42.57 |
40.84 |
|
R2 |
42.00 |
42.00 |
40.71 |
|
R1 |
41.24 |
41.24 |
40.59 |
40.96 |
PP |
40.67 |
40.67 |
40.67 |
40.53 |
S1 |
39.91 |
39.91 |
40.35 |
39.63 |
S2 |
39.34 |
39.34 |
40.23 |
|
S3 |
38.01 |
38.58 |
40.10 |
|
S4 |
36.68 |
37.25 |
39.74 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.22 |
51.58 |
43.89 |
|
R3 |
49.05 |
47.41 |
42.75 |
|
R2 |
44.88 |
44.88 |
42.36 |
|
R1 |
43.24 |
43.24 |
41.98 |
44.06 |
PP |
40.71 |
40.71 |
40.71 |
41.12 |
S1 |
39.07 |
39.07 |
41.22 |
39.89 |
S2 |
36.54 |
36.54 |
40.84 |
|
S3 |
32.37 |
34.90 |
40.45 |
|
S4 |
28.20 |
30.73 |
39.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.35 |
40.11 |
2.24 |
5.5% |
1.28 |
3.2% |
16% |
False |
True |
36,595 |
10 |
42.35 |
37.71 |
4.64 |
11.5% |
1.72 |
4.3% |
59% |
False |
False |
33,661 |
20 |
42.67 |
37.71 |
4.96 |
12.3% |
1.53 |
3.8% |
56% |
False |
False |
30,080 |
40 |
44.84 |
37.71 |
7.13 |
17.6% |
1.34 |
3.3% |
39% |
False |
False |
23,735 |
60 |
44.84 |
37.71 |
7.13 |
17.6% |
1.25 |
3.1% |
39% |
False |
False |
19,020 |
80 |
44.84 |
37.71 |
7.13 |
17.6% |
1.24 |
3.1% |
39% |
False |
False |
15,994 |
100 |
44.84 |
33.99 |
10.85 |
26.8% |
1.33 |
3.3% |
60% |
False |
False |
13,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.09 |
2.618 |
44.92 |
1.618 |
43.59 |
1.000 |
42.77 |
0.618 |
42.26 |
HIGH |
41.44 |
0.618 |
40.93 |
0.500 |
40.78 |
0.382 |
40.62 |
LOW |
40.11 |
0.618 |
39.29 |
1.000 |
38.78 |
1.618 |
37.96 |
2.618 |
36.63 |
4.250 |
34.46 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.78 |
41.23 |
PP |
40.67 |
40.98 |
S1 |
40.57 |
40.72 |
|