NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
42.05 |
41.76 |
-0.29 |
-0.7% |
41.35 |
High |
42.15 |
41.89 |
-0.26 |
-0.6% |
42.15 |
Low |
40.20 |
40.99 |
0.79 |
2.0% |
40.11 |
Close |
41.84 |
41.70 |
-0.14 |
-0.3% |
41.70 |
Range |
1.95 |
0.90 |
-1.05 |
-53.8% |
2.04 |
ATR |
1.49 |
1.44 |
-0.04 |
-2.8% |
0.00 |
Volume |
32,506 |
20,428 |
-12,078 |
-37.2% |
129,257 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.23 |
43.86 |
42.20 |
|
R3 |
43.33 |
42.96 |
41.95 |
|
R2 |
42.43 |
42.43 |
41.87 |
|
R1 |
42.06 |
42.06 |
41.78 |
41.80 |
PP |
41.53 |
41.53 |
41.53 |
41.39 |
S1 |
41.16 |
41.16 |
41.62 |
40.90 |
S2 |
40.63 |
40.63 |
41.54 |
|
S3 |
39.73 |
40.26 |
41.45 |
|
S4 |
38.83 |
39.36 |
41.21 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.44 |
46.61 |
42.82 |
|
R3 |
45.40 |
44.57 |
42.26 |
|
R2 |
43.36 |
43.36 |
42.07 |
|
R1 |
42.53 |
42.53 |
41.89 |
42.95 |
PP |
41.32 |
41.32 |
41.32 |
41.53 |
S1 |
40.49 |
40.49 |
41.51 |
40.91 |
S2 |
39.28 |
39.28 |
41.33 |
|
S3 |
37.24 |
38.45 |
41.14 |
|
S4 |
35.20 |
36.41 |
40.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.15 |
40.11 |
2.04 |
4.9% |
1.28 |
3.1% |
78% |
False |
False |
25,851 |
10 |
42.35 |
38.18 |
4.17 |
10.0% |
1.40 |
3.4% |
84% |
False |
False |
32,132 |
20 |
42.35 |
37.71 |
4.64 |
11.1% |
1.50 |
3.6% |
86% |
False |
False |
29,337 |
40 |
44.84 |
37.71 |
7.13 |
17.1% |
1.39 |
3.3% |
56% |
False |
False |
25,173 |
60 |
44.84 |
37.71 |
7.13 |
17.1% |
1.26 |
3.0% |
56% |
False |
False |
20,399 |
80 |
44.84 |
37.71 |
7.13 |
17.1% |
1.22 |
2.9% |
56% |
False |
False |
16,957 |
100 |
44.84 |
34.40 |
10.44 |
25.0% |
1.32 |
3.2% |
70% |
False |
False |
14,805 |
120 |
44.84 |
28.68 |
16.16 |
38.8% |
1.38 |
3.3% |
81% |
False |
False |
13,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.72 |
2.618 |
44.25 |
1.618 |
43.35 |
1.000 |
42.79 |
0.618 |
42.45 |
HIGH |
41.89 |
0.618 |
41.55 |
0.500 |
41.44 |
0.382 |
41.33 |
LOW |
40.99 |
0.618 |
40.43 |
1.000 |
40.09 |
1.618 |
39.53 |
2.618 |
38.63 |
4.250 |
37.17 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.61 |
41.53 |
PP |
41.53 |
41.35 |
S1 |
41.44 |
41.18 |
|