NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
41.53 |
41.68 |
0.15 |
0.4% |
41.35 |
High |
42.41 |
42.12 |
-0.29 |
-0.7% |
42.15 |
Low |
41.10 |
40.39 |
-0.71 |
-1.7% |
40.11 |
Close |
42.24 |
40.61 |
-1.63 |
-3.9% |
41.70 |
Range |
1.31 |
1.73 |
0.42 |
32.1% |
2.04 |
ATR |
1.38 |
1.42 |
0.03 |
2.4% |
0.00 |
Volume |
30,789 |
37,751 |
6,962 |
22.6% |
129,257 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.23 |
45.15 |
41.56 |
|
R3 |
44.50 |
43.42 |
41.09 |
|
R2 |
42.77 |
42.77 |
40.93 |
|
R1 |
41.69 |
41.69 |
40.77 |
41.37 |
PP |
41.04 |
41.04 |
41.04 |
40.88 |
S1 |
39.96 |
39.96 |
40.45 |
39.64 |
S2 |
39.31 |
39.31 |
40.29 |
|
S3 |
37.58 |
38.23 |
40.13 |
|
S4 |
35.85 |
36.50 |
39.66 |
|
|
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 |
42.41 |
40.20 |
2.21 |
5.4% |
1.31 |
3.2% |
19% |
False |
False |
30,641 |
10 |
42.41 |
40.11 |
2.30 |
5.7% |
1.26 |
3.1% |
22% |
False |
False |
32,112 |
20 |
42.41 |
37.71 |
4.70 |
11.6% |
1.45 |
3.6% |
62% |
False |
False |
29,916 |
40 |
44.84 |
37.71 |
7.13 |
17.6% |
1.41 |
3.5% |
41% |
False |
False |
26,567 |
60 |
44.84 |
37.71 |
7.13 |
17.6% |
1.28 |
3.1% |
41% |
False |
False |
21,670 |
80 |
44.84 |
37.71 |
7.13 |
17.6% |
1.20 |
3.0% |
41% |
False |
False |
17,968 |
100 |
44.84 |
36.26 |
8.58 |
21.1% |
1.30 |
3.2% |
51% |
False |
False |
15,637 |
120 |
44.84 |
29.00 |
15.84 |
39.0% |
1.36 |
3.4% |
73% |
False |
False |
13,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.47 |
2.618 |
46.65 |
1.618 |
44.92 |
1.000 |
43.85 |
0.618 |
43.19 |
HIGH |
42.12 |
0.618 |
41.46 |
0.500 |
41.26 |
0.382 |
41.05 |
LOW |
40.39 |
0.618 |
39.32 |
1.000 |
38.66 |
1.618 |
37.59 |
2.618 |
35.86 |
4.250 |
33.04 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.26 |
41.40 |
PP |
41.04 |
41.14 |
S1 |
40.83 |
40.87 |
|