NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 23-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
40.62 |
41.20 |
0.58 |
1.4% |
41.53 |
High |
41.60 |
41.49 |
-0.11 |
-0.3% |
42.41 |
Low |
40.33 |
40.19 |
-0.14 |
-0.3% |
40.19 |
Close |
41.23 |
40.45 |
-0.78 |
-1.9% |
40.45 |
Range |
1.27 |
1.30 |
0.03 |
2.4% |
2.22 |
ATR |
1.41 |
1.40 |
-0.01 |
-0.5% |
0.00 |
Volume |
24,886 |
21,402 |
-3,484 |
-14.0% |
146,560 |
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.61 |
43.83 |
41.17 |
|
R3 |
43.31 |
42.53 |
40.81 |
|
R2 |
42.01 |
42.01 |
40.69 |
|
R1 |
41.23 |
41.23 |
40.57 |
40.97 |
PP |
40.71 |
40.71 |
40.71 |
40.58 |
S1 |
39.93 |
39.93 |
40.33 |
39.67 |
S2 |
39.41 |
39.41 |
40.21 |
|
S3 |
38.11 |
38.63 |
40.09 |
|
S4 |
36.81 |
37.33 |
39.74 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.68 |
46.28 |
41.67 |
|
R3 |
45.46 |
44.06 |
41.06 |
|
R2 |
43.24 |
43.24 |
40.86 |
|
R1 |
41.84 |
41.84 |
40.65 |
41.43 |
PP |
41.02 |
41.02 |
41.02 |
40.81 |
S1 |
39.62 |
39.62 |
40.25 |
39.21 |
S2 |
38.80 |
38.80 |
40.04 |
|
S3 |
36.58 |
37.40 |
39.84 |
|
S4 |
34.36 |
35.18 |
39.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.41 |
40.19 |
2.22 |
5.5% |
1.25 |
3.1% |
12% |
False |
True |
29,312 |
10 |
42.41 |
40.11 |
2.30 |
5.7% |
1.27 |
3.1% |
15% |
False |
False |
27,581 |
20 |
42.41 |
37.71 |
4.70 |
11.6% |
1.47 |
3.6% |
58% |
False |
False |
30,087 |
40 |
44.77 |
37.71 |
7.06 |
17.5% |
1.43 |
3.5% |
39% |
False |
False |
27,042 |
60 |
44.84 |
37.71 |
7.13 |
17.6% |
1.27 |
3.1% |
38% |
False |
False |
22,132 |
80 |
44.84 |
37.71 |
7.13 |
17.6% |
1.21 |
3.0% |
38% |
False |
False |
18,264 |
100 |
44.84 |
36.26 |
8.58 |
21.2% |
1.31 |
3.2% |
49% |
False |
False |
15,999 |
120 |
44.84 |
30.75 |
14.09 |
34.8% |
1.34 |
3.3% |
69% |
False |
False |
14,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.02 |
2.618 |
44.89 |
1.618 |
43.59 |
1.000 |
42.79 |
0.618 |
42.29 |
HIGH |
41.49 |
0.618 |
40.99 |
0.500 |
40.84 |
0.382 |
40.69 |
LOW |
40.19 |
0.618 |
39.39 |
1.000 |
38.89 |
1.618 |
38.09 |
2.618 |
36.79 |
4.250 |
34.67 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
40.84 |
41.16 |
PP |
40.71 |
40.92 |
S1 |
40.58 |
40.69 |
|